| 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 |
1,706.8 |
1,714.8 |
8.0 |
0.5% |
1,721.3 |
| High |
1,720.5 |
1,722.0 |
1.5 |
0.1% |
1,732.4 |
| Low |
1,706.8 |
1,704.0 |
-2.8 |
-0.2% |
1,701.5 |
| Close |
1,715.0 |
1,714.0 |
-1.0 |
-0.1% |
1,714.0 |
| Range |
13.7 |
18.0 |
4.3 |
31.4% |
30.9 |
| ATR |
18.4 |
18.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
2,929 |
25,711 |
22,782 |
777.8% |
46,288 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,767.3 |
1,758.7 |
1,723.9 |
|
| R3 |
1,749.3 |
1,740.7 |
1,719.0 |
|
| R2 |
1,731.3 |
1,731.3 |
1,717.3 |
|
| R1 |
1,722.7 |
1,722.7 |
1,715.7 |
1,718.0 |
| PP |
1,713.3 |
1,713.3 |
1,713.3 |
1,711.0 |
| S1 |
1,704.7 |
1,704.7 |
1,712.4 |
1,700.0 |
| S2 |
1,695.3 |
1,695.3 |
1,710.7 |
|
| S3 |
1,677.3 |
1,686.7 |
1,709.1 |
|
| S4 |
1,659.3 |
1,668.7 |
1,704.1 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.7 |
1,792.2 |
1,731.0 |
|
| R3 |
1,777.8 |
1,761.3 |
1,722.5 |
|
| R2 |
1,746.9 |
1,746.9 |
1,719.7 |
|
| R1 |
1,730.4 |
1,730.4 |
1,716.8 |
1,723.2 |
| PP |
1,716.0 |
1,716.0 |
1,716.0 |
1,712.4 |
| S1 |
1,699.5 |
1,699.5 |
1,711.2 |
1,692.3 |
| S2 |
1,685.1 |
1,685.1 |
1,708.3 |
|
| S3 |
1,654.2 |
1,668.6 |
1,705.5 |
|
| S4 |
1,623.3 |
1,637.7 |
1,697.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,732.4 |
1,701.5 |
30.9 |
1.8% |
17.5 |
1.0% |
40% |
False |
False |
9,257 |
| 10 |
1,757.4 |
1,701.5 |
55.9 |
3.3% |
17.6 |
1.0% |
22% |
False |
False |
6,486 |
| 20 |
1,800.0 |
1,701.5 |
98.5 |
5.7% |
17.1 |
1.0% |
13% |
False |
False |
4,742 |
| 40 |
1,800.0 |
1,651.9 |
148.1 |
8.6% |
19.5 |
1.1% |
42% |
False |
False |
3,915 |
| 60 |
1,800.0 |
1,593.6 |
206.4 |
12.0% |
17.5 |
1.0% |
58% |
False |
False |
2,960 |
| 80 |
1,800.0 |
1,564.7 |
235.3 |
13.7% |
17.2 |
1.0% |
63% |
False |
False |
2,490 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.9 |
1.0% |
65% |
False |
False |
2,127 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
15.3% |
18.4 |
1.1% |
67% |
False |
False |
1,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,798.5 |
|
2.618 |
1,769.1 |
|
1.618 |
1,751.1 |
|
1.000 |
1,740.0 |
|
0.618 |
1,733.1 |
|
HIGH |
1,722.0 |
|
0.618 |
1,715.1 |
|
0.500 |
1,713.0 |
|
0.382 |
1,710.9 |
|
LOW |
1,704.0 |
|
0.618 |
1,692.9 |
|
1.000 |
1,686.0 |
|
1.618 |
1,674.9 |
|
2.618 |
1,656.9 |
|
4.250 |
1,627.5 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,713.7 |
1,713.3 |
| PP |
1,713.3 |
1,712.5 |
| S1 |
1,713.0 |
1,711.8 |
|