| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,731.00 |
2,664.50 |
-66.50 |
-2.4% |
2,713.00 |
| High |
2,737.50 |
2,693.00 |
-44.50 |
-1.6% |
2,778.75 |
| Low |
2,664.00 |
2,657.50 |
-6.50 |
-0.2% |
2,664.00 |
| Close |
2,664.00 |
2,687.75 |
23.75 |
0.9% |
2,664.00 |
| Range |
73.50 |
35.50 |
-38.00 |
-51.7% |
114.75 |
| ATR |
36.97 |
36.86 |
-0.10 |
-0.3% |
0.00 |
| Volume |
338,284 |
278,347 |
-59,937 |
-17.7% |
1,352,639 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,786.00 |
2,772.25 |
2,707.25 |
|
| R3 |
2,750.50 |
2,736.75 |
2,697.50 |
|
| R2 |
2,715.00 |
2,715.00 |
2,694.25 |
|
| R1 |
2,701.25 |
2,701.25 |
2,691.00 |
2,708.00 |
| PP |
2,679.50 |
2,679.50 |
2,679.50 |
2,682.75 |
| S1 |
2,665.75 |
2,665.75 |
2,684.50 |
2,672.50 |
| S2 |
2,644.00 |
2,644.00 |
2,681.25 |
|
| S3 |
2,608.50 |
2,630.25 |
2,678.00 |
|
| S4 |
2,573.00 |
2,594.75 |
2,668.25 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,046.50 |
2,970.00 |
2,727.00 |
|
| R3 |
2,931.75 |
2,855.25 |
2,695.50 |
|
| R2 |
2,817.00 |
2,817.00 |
2,685.00 |
|
| R1 |
2,740.50 |
2,740.50 |
2,674.50 |
2,721.50 |
| PP |
2,702.25 |
2,702.25 |
2,702.25 |
2,692.75 |
| S1 |
2,625.75 |
2,625.75 |
2,653.50 |
2,606.50 |
| S2 |
2,587.50 |
2,587.50 |
2,643.00 |
|
| S3 |
2,472.75 |
2,511.00 |
2,632.50 |
|
| S4 |
2,358.00 |
2,396.25 |
2,601.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,778.75 |
2,657.50 |
121.25 |
4.5% |
45.75 |
1.7% |
25% |
False |
True |
282,622 |
| 10 |
2,786.75 |
2,657.50 |
129.25 |
4.8% |
39.75 |
1.5% |
23% |
False |
True |
267,960 |
| 20 |
2,853.00 |
2,657.50 |
195.50 |
7.3% |
39.00 |
1.5% |
15% |
False |
True |
245,691 |
| 40 |
2,871.75 |
2,657.50 |
214.25 |
8.0% |
33.50 |
1.2% |
14% |
False |
True |
167,776 |
| 60 |
2,871.75 |
2,599.75 |
272.00 |
10.1% |
29.50 |
1.1% |
32% |
False |
False |
111,868 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.4% |
30.50 |
1.1% |
49% |
False |
False |
83,908 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
16.0% |
27.75 |
1.0% |
57% |
False |
False |
67,127 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.0% |
25.50 |
1.0% |
57% |
False |
False |
55,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.00 |
|
2.618 |
2,786.00 |
|
1.618 |
2,750.50 |
|
1.000 |
2,728.50 |
|
0.618 |
2,715.00 |
|
HIGH |
2,693.00 |
|
0.618 |
2,679.50 |
|
0.500 |
2,675.25 |
|
0.382 |
2,671.00 |
|
LOW |
2,657.50 |
|
0.618 |
2,635.50 |
|
1.000 |
2,622.00 |
|
1.618 |
2,600.00 |
|
2.618 |
2,564.50 |
|
4.250 |
2,506.50 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,683.50 |
2,715.75 |
| PP |
2,679.50 |
2,706.50 |
| S1 |
2,675.25 |
2,697.00 |
|