| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,660.00 |
2,652.50 |
-7.50 |
-0.3% |
2,713.00 |
| High |
2,680.50 |
2,673.50 |
-7.00 |
-0.3% |
2,778.75 |
| Low |
2,646.25 |
2,640.25 |
-6.00 |
-0.2% |
2,664.00 |
| Close |
2,650.50 |
2,648.00 |
-2.50 |
-0.1% |
2,664.00 |
| Range |
34.25 |
33.25 |
-1.00 |
-2.9% |
114.75 |
| ATR |
37.13 |
36.86 |
-0.28 |
-0.7% |
0.00 |
| Volume |
261,593 |
252,966 |
-8,627 |
-3.3% |
1,352,639 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,753.75 |
2,734.00 |
2,666.25 |
|
| R3 |
2,720.50 |
2,700.75 |
2,657.25 |
|
| R2 |
2,687.25 |
2,687.25 |
2,654.00 |
|
| R1 |
2,667.50 |
2,667.50 |
2,651.00 |
2,660.75 |
| PP |
2,654.00 |
2,654.00 |
2,654.00 |
2,650.50 |
| S1 |
2,634.25 |
2,634.25 |
2,645.00 |
2,627.50 |
| S2 |
2,620.75 |
2,620.75 |
2,642.00 |
|
| S3 |
2,587.50 |
2,601.00 |
2,638.75 |
|
| S4 |
2,554.25 |
2,567.75 |
2,629.75 |
|
|
| 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 |
2,737.50 |
2,640.25 |
97.25 |
3.7% |
44.00 |
1.7% |
8% |
False |
True |
297,580 |
| 10 |
2,778.75 |
2,640.25 |
138.50 |
5.2% |
39.25 |
1.5% |
6% |
False |
True |
271,040 |
| 20 |
2,840.75 |
2,640.25 |
200.50 |
7.6% |
37.25 |
1.4% |
4% |
False |
True |
253,866 |
| 40 |
2,871.75 |
2,640.25 |
231.50 |
8.7% |
35.00 |
1.3% |
3% |
False |
True |
189,538 |
| 60 |
2,871.75 |
2,599.75 |
272.00 |
10.3% |
30.75 |
1.2% |
18% |
False |
False |
126,388 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.7% |
30.50 |
1.2% |
38% |
False |
False |
94,798 |
| 100 |
2,871.75 |
2,503.75 |
368.00 |
13.9% |
28.75 |
1.1% |
39% |
False |
False |
75,839 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.2% |
26.00 |
1.0% |
48% |
False |
False |
63,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.75 |
|
2.618 |
2,760.50 |
|
1.618 |
2,727.25 |
|
1.000 |
2,706.75 |
|
0.618 |
2,694.00 |
|
HIGH |
2,673.50 |
|
0.618 |
2,660.75 |
|
0.500 |
2,657.00 |
|
0.382 |
2,653.00 |
|
LOW |
2,640.25 |
|
0.618 |
2,619.75 |
|
1.000 |
2,607.00 |
|
1.618 |
2,586.50 |
|
2.618 |
2,553.25 |
|
4.250 |
2,499.00 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,657.00 |
2,667.75 |
| PP |
2,654.00 |
2,661.25 |
| S1 |
2,651.00 |
2,654.50 |
|