| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,745.0 |
1,721.3 |
-23.7 |
-1.4% |
1,757.4 |
| High |
1,745.3 |
1,732.3 |
-13.0 |
-0.7% |
1,757.4 |
| Low |
1,718.2 |
1,716.8 |
-1.4 |
-0.1% |
1,718.2 |
| Close |
1,726.1 |
1,728.4 |
2.3 |
0.1% |
1,726.1 |
| Range |
27.1 |
15.5 |
-11.6 |
-42.8% |
39.2 |
| ATR |
18.5 |
18.3 |
-0.2 |
-1.2% |
0.0 |
| Volume |
1,900 |
9,179 |
7,279 |
383.1% |
18,580 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,772.3 |
1,765.9 |
1,736.9 |
|
| R3 |
1,756.8 |
1,750.4 |
1,732.7 |
|
| R2 |
1,741.3 |
1,741.3 |
1,731.2 |
|
| R1 |
1,734.9 |
1,734.9 |
1,729.8 |
1,738.1 |
| PP |
1,725.8 |
1,725.8 |
1,725.8 |
1,727.5 |
| S1 |
1,719.4 |
1,719.4 |
1,727.0 |
1,722.6 |
| S2 |
1,710.3 |
1,710.3 |
1,725.6 |
|
| S3 |
1,694.8 |
1,703.9 |
1,724.1 |
|
| S4 |
1,679.3 |
1,688.4 |
1,719.9 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.5 |
1,828.0 |
1,747.7 |
|
| R3 |
1,812.3 |
1,788.8 |
1,736.9 |
|
| R2 |
1,773.1 |
1,773.1 |
1,733.3 |
|
| R1 |
1,749.6 |
1,749.6 |
1,729.7 |
1,741.8 |
| PP |
1,733.9 |
1,733.9 |
1,733.9 |
1,730.0 |
| S1 |
1,710.4 |
1,710.4 |
1,722.5 |
1,702.6 |
| S2 |
1,694.7 |
1,694.7 |
1,718.9 |
|
| S3 |
1,655.5 |
1,671.2 |
1,715.3 |
|
| S4 |
1,616.3 |
1,632.0 |
1,704.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,756.5 |
1,716.8 |
39.7 |
2.3% |
15.8 |
0.9% |
29% |
False |
True |
4,887 |
| 10 |
1,783.5 |
1,716.8 |
66.7 |
3.9% |
16.7 |
1.0% |
17% |
False |
True |
3,689 |
| 20 |
1,800.0 |
1,716.8 |
83.2 |
4.8% |
17.9 |
1.0% |
14% |
False |
True |
3,972 |
| 40 |
1,800.0 |
1,651.9 |
148.1 |
8.6% |
19.0 |
1.1% |
52% |
False |
False |
3,074 |
| 60 |
1,800.0 |
1,588.7 |
211.3 |
12.2% |
17.6 |
1.0% |
66% |
False |
False |
2,390 |
| 80 |
1,800.0 |
1,558.7 |
241.3 |
14.0% |
17.7 |
1.0% |
70% |
False |
False |
2,068 |
| 100 |
1,800.0 |
1,551.9 |
248.1 |
14.4% |
18.4 |
1.1% |
71% |
False |
False |
1,782 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
15.2% |
18.3 |
1.1% |
73% |
False |
False |
1,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,798.2 |
|
2.618 |
1,772.9 |
|
1.618 |
1,757.4 |
|
1.000 |
1,747.8 |
|
0.618 |
1,741.9 |
|
HIGH |
1,732.3 |
|
0.618 |
1,726.4 |
|
0.500 |
1,724.6 |
|
0.382 |
1,722.7 |
|
LOW |
1,716.8 |
|
0.618 |
1,707.2 |
|
1.000 |
1,701.3 |
|
1.618 |
1,691.7 |
|
2.618 |
1,676.2 |
|
4.250 |
1,650.9 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,727.1 |
1,736.0 |
| PP |
1,725.8 |
1,733.4 |
| S1 |
1,724.6 |
1,730.9 |
|