| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,651.50 |
2,654.50 |
3.00 |
0.1% |
2,664.50 |
| High |
2,669.25 |
2,659.00 |
-10.25 |
-0.4% |
2,695.25 |
| Low |
2,604.50 |
2,634.25 |
29.75 |
1.1% |
2,604.50 |
| Close |
2,659.00 |
2,659.00 |
0.00 |
0.0% |
2,659.00 |
| Range |
64.75 |
24.75 |
-40.00 |
-61.8% |
90.75 |
| ATR |
38.85 |
37.84 |
-1.01 |
-2.6% |
0.00 |
| Volume |
378,539 |
19,101 |
-359,438 |
-95.0% |
1,528,155 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.00 |
2,716.75 |
2,672.50 |
|
| R3 |
2,700.25 |
2,692.00 |
2,665.75 |
|
| R2 |
2,675.50 |
2,675.50 |
2,663.50 |
|
| R1 |
2,667.25 |
2,667.25 |
2,661.25 |
2,671.50 |
| PP |
2,650.75 |
2,650.75 |
2,650.75 |
2,652.75 |
| S1 |
2,642.50 |
2,642.50 |
2,656.75 |
2,646.50 |
| S2 |
2,626.00 |
2,626.00 |
2,654.50 |
|
| S3 |
2,601.25 |
2,617.75 |
2,652.25 |
|
| S4 |
2,576.50 |
2,593.00 |
2,645.50 |
|
|
| 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% |
40.25 |
1.5% |
60% |
False |
False |
253,781 |
| 10 |
2,778.75 |
2,604.50 |
174.25 |
6.6% |
43.00 |
1.6% |
31% |
False |
False |
268,202 |
| 20 |
2,840.75 |
2,604.50 |
236.25 |
8.9% |
38.00 |
1.4% |
23% |
False |
False |
248,510 |
| 40 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
35.50 |
1.3% |
20% |
False |
False |
199,451 |
| 60 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
31.00 |
1.2% |
20% |
False |
False |
133,015 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.6% |
31.50 |
1.2% |
41% |
False |
False |
99,768 |
| 100 |
2,871.75 |
2,503.75 |
368.00 |
13.8% |
29.50 |
1.1% |
42% |
False |
False |
79,816 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.1% |
26.50 |
1.0% |
50% |
False |
False |
66,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,764.25 |
|
2.618 |
2,723.75 |
|
1.618 |
2,699.00 |
|
1.000 |
2,683.75 |
|
0.618 |
2,674.25 |
|
HIGH |
2,659.00 |
|
0.618 |
2,649.50 |
|
0.500 |
2,646.50 |
|
0.382 |
2,643.75 |
|
LOW |
2,634.25 |
|
0.618 |
2,619.00 |
|
1.000 |
2,609.50 |
|
1.618 |
2,594.25 |
|
2.618 |
2,569.50 |
|
4.250 |
2,529.00 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.00 |
2,652.25 |
| PP |
2,650.75 |
2,645.75 |
| S1 |
2,646.50 |
2,639.00 |
|