| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,654.50 |
2,637.25 |
-17.25 |
-0.6% |
2,664.50 |
| High |
2,659.00 |
2,659.00 |
0.00 |
0.0% |
2,695.25 |
| Low |
2,634.25 |
2,626.00 |
-8.25 |
-0.3% |
2,604.50 |
| Close |
2,659.00 |
2,659.00 |
0.00 |
0.0% |
2,659.00 |
| Range |
24.75 |
33.00 |
8.25 |
33.3% |
90.75 |
| ATR |
37.84 |
37.50 |
-0.35 |
-0.9% |
0.00 |
| Volume |
19,101 |
18,475 |
-626 |
-3.3% |
1,528,155 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,747.00 |
2,736.00 |
2,677.25 |
|
| R3 |
2,714.00 |
2,703.00 |
2,668.00 |
|
| R2 |
2,681.00 |
2,681.00 |
2,665.00 |
|
| R1 |
2,670.00 |
2,670.00 |
2,662.00 |
2,675.50 |
| PP |
2,648.00 |
2,648.00 |
2,648.00 |
2,650.75 |
| S1 |
2,637.00 |
2,637.00 |
2,656.00 |
2,642.50 |
| S2 |
2,615.00 |
2,615.00 |
2,653.00 |
|
| S3 |
2,582.00 |
2,604.00 |
2,650.00 |
|
| S4 |
2,549.00 |
2,571.00 |
2,640.75 |
|
|
| 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 |
2,680.50 |
2,604.50 |
76.00 |
2.9% |
38.00 |
1.4% |
72% |
False |
False |
186,134 |
| 10 |
2,778.75 |
2,604.50 |
174.25 |
6.6% |
41.50 |
1.6% |
31% |
False |
False |
246,530 |
| 20 |
2,840.75 |
2,604.50 |
236.25 |
8.9% |
37.75 |
1.4% |
23% |
False |
False |
238,322 |
| 40 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
35.50 |
1.3% |
20% |
False |
False |
199,792 |
| 60 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
31.25 |
1.2% |
20% |
False |
False |
133,323 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.6% |
31.50 |
1.2% |
41% |
False |
False |
99,999 |
| 100 |
2,871.75 |
2,503.75 |
368.00 |
13.8% |
29.75 |
1.1% |
42% |
False |
False |
80,001 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.1% |
26.75 |
1.0% |
50% |
False |
False |
66,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.25 |
|
2.618 |
2,745.50 |
|
1.618 |
2,712.50 |
|
1.000 |
2,692.00 |
|
0.618 |
2,679.50 |
|
HIGH |
2,659.00 |
|
0.618 |
2,646.50 |
|
0.500 |
2,642.50 |
|
0.382 |
2,638.50 |
|
LOW |
2,626.00 |
|
0.618 |
2,605.50 |
|
1.000 |
2,593.00 |
|
1.618 |
2,572.50 |
|
2.618 |
2,539.50 |
|
4.250 |
2,485.75 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.50 |
2,651.50 |
| PP |
2,648.00 |
2,644.25 |
| S1 |
2,642.50 |
2,637.00 |
|