| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,664.50 |
2,691.00 |
26.50 |
1.0% |
2,713.00 |
| High |
2,693.00 |
2,695.25 |
2.25 |
0.1% |
2,778.75 |
| Low |
2,657.50 |
2,651.50 |
-6.00 |
-0.2% |
2,664.00 |
| Close |
2,687.75 |
2,660.50 |
-27.25 |
-1.0% |
2,664.00 |
| Range |
35.50 |
43.75 |
8.25 |
23.2% |
114.75 |
| ATR |
36.86 |
37.36 |
0.49 |
1.3% |
0.00 |
| Volume |
278,347 |
356,710 |
78,363 |
28.2% |
1,352,639 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.25 |
2,774.25 |
2,684.50 |
|
| R3 |
2,756.50 |
2,730.50 |
2,672.50 |
|
| R2 |
2,712.75 |
2,712.75 |
2,668.50 |
|
| R1 |
2,686.75 |
2,686.75 |
2,664.50 |
2,678.00 |
| PP |
2,669.00 |
2,669.00 |
2,669.00 |
2,664.75 |
| S1 |
2,643.00 |
2,643.00 |
2,656.50 |
2,634.00 |
| S2 |
2,625.25 |
2,625.25 |
2,652.50 |
|
| S3 |
2,581.50 |
2,599.25 |
2,648.50 |
|
| S4 |
2,537.75 |
2,555.50 |
2,636.50 |
|
|
| 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 |
2,651.50 |
127.25 |
4.8% |
45.00 |
1.7% |
7% |
False |
True |
306,925 |
| 10 |
2,778.75 |
2,651.50 |
127.25 |
4.8% |
38.50 |
1.4% |
7% |
False |
True |
270,281 |
| 20 |
2,840.75 |
2,651.50 |
189.25 |
7.1% |
38.50 |
1.4% |
5% |
False |
True |
251,767 |
| 40 |
2,871.75 |
2,651.50 |
220.25 |
8.3% |
34.00 |
1.3% |
4% |
False |
True |
176,692 |
| 60 |
2,871.75 |
2,599.75 |
272.00 |
10.2% |
30.00 |
1.1% |
22% |
False |
False |
117,813 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.6% |
30.25 |
1.1% |
42% |
False |
False |
88,366 |
| 100 |
2,871.75 |
2,452.00 |
419.75 |
15.8% |
28.00 |
1.1% |
50% |
False |
False |
70,694 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.1% |
26.00 |
1.0% |
51% |
False |
False |
58,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.25 |
|
2.618 |
2,809.75 |
|
1.618 |
2,766.00 |
|
1.000 |
2,739.00 |
|
0.618 |
2,722.25 |
|
HIGH |
2,695.25 |
|
0.618 |
2,678.50 |
|
0.500 |
2,673.50 |
|
0.382 |
2,668.25 |
|
LOW |
2,651.50 |
|
0.618 |
2,624.50 |
|
1.000 |
2,607.75 |
|
1.618 |
2,580.75 |
|
2.618 |
2,537.00 |
|
4.250 |
2,465.50 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,673.50 |
2,694.50 |
| PP |
2,669.00 |
2,683.25 |
| S1 |
2,664.75 |
2,671.75 |
|