| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,525.0 |
2,477.0 |
-48.0 |
-1.9% |
2,452.0 |
| High |
2,525.0 |
2,484.0 |
-41.0 |
-1.6% |
2,568.0 |
| Low |
2,461.0 |
2,450.0 |
-11.0 |
-0.4% |
2,452.0 |
| Close |
2,467.0 |
2,481.0 |
14.0 |
0.6% |
2,526.0 |
| Range |
64.0 |
34.0 |
-30.0 |
-46.9% |
116.0 |
| ATR |
40.7 |
40.2 |
-0.5 |
-1.2% |
0.0 |
| Volume |
60 |
5,054 |
4,994 |
8,323.3% |
4,142 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.7 |
2,561.3 |
2,499.7 |
|
| R3 |
2,539.7 |
2,527.3 |
2,490.4 |
|
| R2 |
2,505.7 |
2,505.7 |
2,487.2 |
|
| R1 |
2,493.3 |
2,493.3 |
2,484.1 |
2,499.5 |
| PP |
2,471.7 |
2,471.7 |
2,471.7 |
2,474.8 |
| S1 |
2,459.3 |
2,459.3 |
2,477.9 |
2,465.5 |
| S2 |
2,437.7 |
2,437.7 |
2,474.8 |
|
| S3 |
2,403.7 |
2,425.3 |
2,471.7 |
|
| S4 |
2,369.7 |
2,391.3 |
2,462.3 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.3 |
2,810.7 |
2,589.8 |
|
| R3 |
2,747.3 |
2,694.7 |
2,557.9 |
|
| R2 |
2,631.3 |
2,631.3 |
2,547.3 |
|
| R1 |
2,578.7 |
2,578.7 |
2,536.6 |
2,605.0 |
| PP |
2,515.3 |
2,515.3 |
2,515.3 |
2,528.5 |
| S1 |
2,462.7 |
2,462.7 |
2,515.4 |
2,489.0 |
| S2 |
2,399.3 |
2,399.3 |
2,504.7 |
|
| S3 |
2,283.3 |
2,346.7 |
2,494.1 |
|
| S4 |
2,167.3 |
2,230.7 |
2,462.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,568.0 |
2,450.0 |
118.0 |
4.8% |
38.2 |
1.5% |
26% |
False |
True |
1,704 |
| 10 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
37.9 |
1.5% |
39% |
False |
False |
950 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
38.2 |
1.5% |
39% |
False |
False |
528 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
36.9 |
1.5% |
49% |
False |
False |
4,731 |
| 60 |
2,586.0 |
2,233.0 |
353.0 |
14.2% |
34.5 |
1.4% |
70% |
False |
False |
3,179 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.9% |
33.7 |
1.4% |
78% |
False |
False |
2,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,628.5 |
|
2.618 |
2,573.0 |
|
1.618 |
2,539.0 |
|
1.000 |
2,518.0 |
|
0.618 |
2,505.0 |
|
HIGH |
2,484.0 |
|
0.618 |
2,471.0 |
|
0.500 |
2,467.0 |
|
0.382 |
2,463.0 |
|
LOW |
2,450.0 |
|
0.618 |
2,429.0 |
|
1.000 |
2,416.0 |
|
1.618 |
2,395.0 |
|
2.618 |
2,361.0 |
|
4.250 |
2,305.5 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,476.3 |
2,496.5 |
| PP |
2,471.7 |
2,491.3 |
| S1 |
2,467.0 |
2,486.2 |
|