| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
7,227.0 |
7,198.0 |
-29.0 |
-0.4% |
7,366.5 |
| High |
7,228.0 |
7,295.0 |
67.0 |
0.9% |
7,393.0 |
| Low |
7,172.5 |
7,198.0 |
25.5 |
0.4% |
7,120.0 |
| Close |
7,206.5 |
7,276.5 |
70.0 |
1.0% |
7,232.0 |
| Range |
55.5 |
97.0 |
41.5 |
74.8% |
273.0 |
| ATR |
97.5 |
97.4 |
0.0 |
0.0% |
0.0 |
| Volume |
61,806 |
116,057 |
54,251 |
87.8% |
598,296 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,547.5 |
7,509.0 |
7,329.9 |
|
| R3 |
7,450.5 |
7,412.0 |
7,303.2 |
|
| R2 |
7,353.5 |
7,353.5 |
7,294.3 |
|
| R1 |
7,315.0 |
7,315.0 |
7,285.4 |
7,334.3 |
| PP |
7,256.5 |
7,256.5 |
7,256.5 |
7,266.1 |
| S1 |
7,218.0 |
7,218.0 |
7,267.6 |
7,237.3 |
| S2 |
7,159.5 |
7,159.5 |
7,258.7 |
|
| S3 |
7,062.5 |
7,121.0 |
7,249.8 |
|
| S4 |
6,965.5 |
7,024.0 |
7,223.2 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,067.3 |
7,922.7 |
7,382.2 |
|
| R3 |
7,794.3 |
7,649.7 |
7,307.1 |
|
| R2 |
7,521.3 |
7,521.3 |
7,282.1 |
|
| R1 |
7,376.7 |
7,376.7 |
7,257.0 |
7,312.5 |
| PP |
7,248.3 |
7,248.3 |
7,248.3 |
7,216.3 |
| S1 |
7,103.7 |
7,103.7 |
7,207.0 |
7,039.5 |
| S2 |
6,975.3 |
6,975.3 |
7,182.0 |
|
| S3 |
6,702.3 |
6,830.7 |
7,156.9 |
|
| S4 |
6,429.3 |
6,557.7 |
7,081.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,295.0 |
7,120.0 |
175.0 |
2.4% |
88.1 |
1.2% |
89% |
True |
False |
96,115 |
| 10 |
7,449.5 |
7,120.0 |
329.5 |
4.5% |
91.9 |
1.3% |
47% |
False |
False |
114,210 |
| 20 |
7,449.5 |
7,120.0 |
329.5 |
4.5% |
89.6 |
1.2% |
47% |
False |
False |
114,712 |
| 40 |
7,483.5 |
6,898.0 |
585.5 |
8.0% |
93.8 |
1.3% |
65% |
False |
False |
93,278 |
| 60 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
89.8 |
1.2% |
66% |
False |
False |
62,391 |
| 80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.0% |
102.5 |
1.4% |
82% |
False |
False |
46,922 |
| 100 |
7,483.5 |
6,086.0 |
1,397.5 |
19.2% |
104.0 |
1.4% |
85% |
False |
False |
37,993 |
| 120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
106.9 |
1.5% |
87% |
False |
False |
31,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,707.3 |
|
2.618 |
7,548.9 |
|
1.618 |
7,451.9 |
|
1.000 |
7,392.0 |
|
0.618 |
7,354.9 |
|
HIGH |
7,295.0 |
|
0.618 |
7,257.9 |
|
0.500 |
7,246.5 |
|
0.382 |
7,235.1 |
|
LOW |
7,198.0 |
|
0.618 |
7,138.1 |
|
1.000 |
7,101.0 |
|
1.618 |
7,041.1 |
|
2.618 |
6,944.1 |
|
4.250 |
6,785.8 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,266.5 |
7,257.8 |
| PP |
7,256.5 |
7,239.0 |
| S1 |
7,246.5 |
7,220.3 |
|