| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,721.3 |
1,731.5 |
10.2 |
0.6% |
1,757.4 |
| High |
1,732.3 |
1,732.4 |
0.1 |
0.0% |
1,757.4 |
| Low |
1,716.8 |
1,706.8 |
-10.0 |
-0.6% |
1,718.2 |
| Close |
1,728.4 |
1,711.5 |
-16.9 |
-1.0% |
1,726.1 |
| Range |
15.5 |
25.6 |
10.1 |
65.2% |
39.2 |
| ATR |
18.3 |
18.8 |
0.5 |
2.9% |
0.0 |
| Volume |
9,179 |
2,735 |
-6,444 |
-70.2% |
18,580 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,793.7 |
1,778.2 |
1,725.6 |
|
| R3 |
1,768.1 |
1,752.6 |
1,718.5 |
|
| R2 |
1,742.5 |
1,742.5 |
1,716.2 |
|
| R1 |
1,727.0 |
1,727.0 |
1,713.8 |
1,722.0 |
| PP |
1,716.9 |
1,716.9 |
1,716.9 |
1,714.4 |
| S1 |
1,701.4 |
1,701.4 |
1,709.2 |
1,696.4 |
| S2 |
1,691.3 |
1,691.3 |
1,706.8 |
|
| S3 |
1,665.7 |
1,675.8 |
1,704.5 |
|
| S4 |
1,640.1 |
1,650.2 |
1,697.4 |
|
|
| 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 |
1,706.8 |
49.7 |
2.9% |
18.3 |
1.1% |
9% |
False |
True |
3,918 |
| 10 |
1,776.9 |
1,706.8 |
70.1 |
4.1% |
17.4 |
1.0% |
7% |
False |
True |
3,883 |
| 20 |
1,800.0 |
1,706.8 |
93.2 |
5.4% |
18.4 |
1.1% |
5% |
False |
True |
3,476 |
| 40 |
1,800.0 |
1,651.9 |
148.1 |
8.7% |
19.4 |
1.1% |
40% |
False |
False |
3,129 |
| 60 |
1,800.0 |
1,588.7 |
211.3 |
12.3% |
17.9 |
1.0% |
58% |
False |
False |
2,412 |
| 80 |
1,800.0 |
1,564.7 |
235.3 |
13.7% |
17.3 |
1.0% |
62% |
False |
False |
2,092 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.8 |
1.0% |
64% |
False |
False |
1,806 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
15.3% |
18.4 |
1.1% |
66% |
False |
False |
1,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,841.2 |
|
2.618 |
1,799.4 |
|
1.618 |
1,773.8 |
|
1.000 |
1,758.0 |
|
0.618 |
1,748.2 |
|
HIGH |
1,732.4 |
|
0.618 |
1,722.6 |
|
0.500 |
1,719.6 |
|
0.382 |
1,716.6 |
|
LOW |
1,706.8 |
|
0.618 |
1,691.0 |
|
1.000 |
1,681.2 |
|
1.618 |
1,665.4 |
|
2.618 |
1,639.8 |
|
4.250 |
1,598.0 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,719.6 |
1,726.1 |
| PP |
1,716.9 |
1,721.2 |
| S1 |
1,714.2 |
1,716.4 |
|