| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,710.0 |
1,713.3 |
3.3 |
0.2% |
1,721.3 |
| High |
1,717.4 |
1,728.4 |
11.0 |
0.6% |
1,732.4 |
| Low |
1,708.2 |
1,713.2 |
5.0 |
0.3% |
1,701.5 |
| Close |
1,714.3 |
1,721.3 |
7.0 |
0.4% |
1,714.0 |
| Range |
9.2 |
15.2 |
6.0 |
65.2% |
30.9 |
| ATR |
17.2 |
17.0 |
-0.1 |
-0.8% |
0.0 |
| Volume |
2,421 |
2,906 |
485 |
20.0% |
46,288 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.6 |
1,759.1 |
1,729.7 |
|
| R3 |
1,751.4 |
1,743.9 |
1,725.5 |
|
| R2 |
1,736.2 |
1,736.2 |
1,724.1 |
|
| R1 |
1,728.7 |
1,728.7 |
1,722.7 |
1,732.5 |
| PP |
1,721.0 |
1,721.0 |
1,721.0 |
1,722.8 |
| S1 |
1,713.5 |
1,713.5 |
1,719.9 |
1,717.3 |
| S2 |
1,705.8 |
1,705.8 |
1,718.5 |
|
| S3 |
1,690.6 |
1,698.3 |
1,717.1 |
|
| S4 |
1,675.4 |
1,683.1 |
1,712.9 |
|
|
| 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 |
1,728.4 |
1,704.0 |
24.4 |
1.4% |
13.3 |
0.8% |
71% |
True |
False |
8,586 |
| 10 |
1,755.1 |
1,701.5 |
53.6 |
3.1% |
16.2 |
0.9% |
37% |
False |
False |
6,694 |
| 20 |
1,800.0 |
1,701.5 |
98.5 |
5.7% |
16.3 |
0.9% |
20% |
False |
False |
5,165 |
| 40 |
1,800.0 |
1,694.0 |
106.0 |
6.2% |
18.8 |
1.1% |
26% |
False |
False |
4,177 |
| 60 |
1,800.0 |
1,598.0 |
202.0 |
11.7% |
17.6 |
1.0% |
61% |
False |
False |
3,179 |
| 80 |
1,800.0 |
1,564.7 |
235.3 |
13.7% |
16.9 |
1.0% |
67% |
False |
False |
2,638 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.4 |
1.0% |
68% |
False |
False |
2,237 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
15.2% |
18.4 |
1.1% |
70% |
False |
False |
2,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,793.0 |
|
2.618 |
1,768.2 |
|
1.618 |
1,753.0 |
|
1.000 |
1,743.6 |
|
0.618 |
1,737.8 |
|
HIGH |
1,728.4 |
|
0.618 |
1,722.6 |
|
0.500 |
1,720.8 |
|
0.382 |
1,719.0 |
|
LOW |
1,713.2 |
|
0.618 |
1,703.8 |
|
1.000 |
1,698.0 |
|
1.618 |
1,688.6 |
|
2.618 |
1,673.4 |
|
4.250 |
1,648.6 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,721.1 |
1,720.3 |
| PP |
1,721.0 |
1,719.3 |
| S1 |
1,720.8 |
1,718.3 |
|