| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,652.50 |
2,651.50 |
-1.00 |
0.0% |
2,664.50 |
| High |
2,673.50 |
2,669.25 |
-4.25 |
-0.2% |
2,695.25 |
| Low |
2,640.25 |
2,604.50 |
-35.75 |
-1.4% |
2,604.50 |
| Close |
2,648.00 |
2,659.00 |
11.00 |
0.4% |
2,659.00 |
| Range |
33.25 |
64.75 |
31.50 |
94.7% |
90.75 |
| ATR |
36.86 |
38.85 |
1.99 |
5.4% |
0.00 |
| Volume |
252,966 |
378,539 |
125,573 |
49.6% |
1,528,155 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.50 |
2,813.50 |
2,694.50 |
|
| R3 |
2,773.75 |
2,748.75 |
2,676.75 |
|
| R2 |
2,709.00 |
2,709.00 |
2,670.75 |
|
| R1 |
2,684.00 |
2,684.00 |
2,665.00 |
2,696.50 |
| PP |
2,644.25 |
2,644.25 |
2,644.25 |
2,650.50 |
| S1 |
2,619.25 |
2,619.25 |
2,653.00 |
2,631.75 |
| S2 |
2,579.50 |
2,579.50 |
2,647.25 |
|
| S3 |
2,514.75 |
2,554.50 |
2,641.25 |
|
| S4 |
2,450.00 |
2,489.75 |
2,623.50 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.25 |
2,882.75 |
2,709.00 |
|
| R3 |
2,834.50 |
2,792.00 |
2,684.00 |
|
| R2 |
2,743.75 |
2,743.75 |
2,675.75 |
|
| R1 |
2,701.25 |
2,701.25 |
2,667.25 |
2,677.00 |
| PP |
2,653.00 |
2,653.00 |
2,653.00 |
2,640.75 |
| S1 |
2,610.50 |
2,610.50 |
2,650.75 |
2,586.50 |
| S2 |
2,562.25 |
2,562.25 |
2,642.25 |
|
| S3 |
2,471.50 |
2,519.75 |
2,634.00 |
|
| S4 |
2,380.75 |
2,429.00 |
2,609.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,695.25 |
2,604.50 |
90.75 |
3.4% |
42.25 |
1.6% |
60% |
False |
True |
305,631 |
| 10 |
2,778.75 |
2,604.50 |
174.25 |
6.6% |
43.50 |
1.6% |
31% |
False |
True |
288,079 |
| 20 |
2,840.75 |
2,604.50 |
236.25 |
8.9% |
39.00 |
1.5% |
23% |
False |
True |
260,654 |
| 40 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
36.00 |
1.4% |
20% |
False |
True |
198,984 |
| 60 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
31.50 |
1.2% |
20% |
False |
True |
132,697 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.6% |
31.25 |
1.2% |
41% |
False |
False |
99,529 |
| 100 |
2,871.75 |
2,503.75 |
368.00 |
13.8% |
29.25 |
1.1% |
42% |
False |
False |
79,625 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.1% |
26.25 |
1.0% |
50% |
False |
False |
66,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,944.50 |
|
2.618 |
2,838.75 |
|
1.618 |
2,774.00 |
|
1.000 |
2,734.00 |
|
0.618 |
2,709.25 |
|
HIGH |
2,669.25 |
|
0.618 |
2,644.50 |
|
0.500 |
2,637.00 |
|
0.382 |
2,629.25 |
|
LOW |
2,604.50 |
|
0.618 |
2,564.50 |
|
1.000 |
2,539.75 |
|
1.618 |
2,499.75 |
|
2.618 |
2,435.00 |
|
4.250 |
2,329.25 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.50 |
2,653.50 |
| PP |
2,644.25 |
2,648.00 |
| S1 |
2,637.00 |
2,642.50 |
|