| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,477.0 |
2,486.0 |
9.0 |
0.4% |
2,452.0 |
| High |
2,484.0 |
2,497.0 |
13.0 |
0.5% |
2,568.0 |
| Low |
2,450.0 |
2,467.0 |
17.0 |
0.7% |
2,452.0 |
| Close |
2,481.0 |
2,471.0 |
-10.0 |
-0.4% |
2,526.0 |
| Range |
34.0 |
30.0 |
-4.0 |
-11.8% |
116.0 |
| ATR |
40.2 |
39.5 |
-0.7 |
-1.8% |
0.0 |
| Volume |
5,054 |
6,578 |
1,524 |
30.2% |
4,142 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.3 |
2,549.7 |
2,487.5 |
|
| R3 |
2,538.3 |
2,519.7 |
2,479.3 |
|
| R2 |
2,508.3 |
2,508.3 |
2,476.5 |
|
| R1 |
2,489.7 |
2,489.7 |
2,473.8 |
2,484.0 |
| PP |
2,478.3 |
2,478.3 |
2,478.3 |
2,475.5 |
| S1 |
2,459.7 |
2,459.7 |
2,468.3 |
2,454.0 |
| S2 |
2,448.3 |
2,448.3 |
2,465.5 |
|
| S3 |
2,418.3 |
2,429.7 |
2,462.8 |
|
| S4 |
2,388.3 |
2,399.7 |
2,454.5 |
|
|
| 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 |
2,554.0 |
2,450.0 |
104.0 |
4.2% |
39.2 |
1.6% |
20% |
False |
False |
2,362 |
| 10 |
2,568.0 |
2,450.0 |
118.0 |
4.8% |
35.5 |
1.4% |
18% |
False |
False |
1,596 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
38.2 |
1.5% |
32% |
False |
False |
853 |
| 40 |
2,586.0 |
2,380.0 |
206.0 |
8.3% |
36.9 |
1.5% |
44% |
False |
False |
4,892 |
| 60 |
2,586.0 |
2,276.0 |
310.0 |
12.5% |
33.1 |
1.3% |
63% |
False |
False |
3,288 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
33.5 |
1.4% |
75% |
False |
False |
2,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,624.5 |
|
2.618 |
2,575.5 |
|
1.618 |
2,545.5 |
|
1.000 |
2,527.0 |
|
0.618 |
2,515.5 |
|
HIGH |
2,497.0 |
|
0.618 |
2,485.5 |
|
0.500 |
2,482.0 |
|
0.382 |
2,478.5 |
|
LOW |
2,467.0 |
|
0.618 |
2,448.5 |
|
1.000 |
2,437.0 |
|
1.618 |
2,418.5 |
|
2.618 |
2,388.5 |
|
4.250 |
2,339.5 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,482.0 |
2,487.5 |
| PP |
2,478.3 |
2,482.0 |
| S1 |
2,474.7 |
2,476.5 |
|