| 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 |
2,486.0 |
2,447.0 |
-39.0 |
-1.6% |
2,529.0 |
| High |
2,497.0 |
2,489.0 |
-8.0 |
-0.3% |
2,543.0 |
| Low |
2,467.0 |
2,447.0 |
-20.0 |
-0.8% |
2,447.0 |
| Close |
2,471.0 |
2,483.0 |
12.0 |
0.5% |
2,483.0 |
| Range |
30.0 |
42.0 |
12.0 |
40.0% |
96.0 |
| ATR |
39.5 |
39.6 |
0.2 |
0.5% |
0.0 |
| Volume |
6,578 |
10,119 |
3,541 |
53.8% |
21,878 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.0 |
2,583.0 |
2,506.1 |
|
| R3 |
2,557.0 |
2,541.0 |
2,494.6 |
|
| R2 |
2,515.0 |
2,515.0 |
2,490.7 |
|
| R1 |
2,499.0 |
2,499.0 |
2,486.9 |
2,507.0 |
| PP |
2,473.0 |
2,473.0 |
2,473.0 |
2,477.0 |
| S1 |
2,457.0 |
2,457.0 |
2,479.2 |
2,465.0 |
| S2 |
2,431.0 |
2,431.0 |
2,475.3 |
|
| S3 |
2,389.0 |
2,415.0 |
2,471.5 |
|
| S4 |
2,347.0 |
2,373.0 |
2,459.9 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.0 |
2,727.0 |
2,535.8 |
|
| R3 |
2,683.0 |
2,631.0 |
2,509.4 |
|
| R2 |
2,587.0 |
2,587.0 |
2,500.6 |
|
| R1 |
2,535.0 |
2,535.0 |
2,491.8 |
2,513.0 |
| PP |
2,491.0 |
2,491.0 |
2,491.0 |
2,480.0 |
| S1 |
2,439.0 |
2,439.0 |
2,474.2 |
2,417.0 |
| S2 |
2,395.0 |
2,395.0 |
2,465.4 |
|
| S3 |
2,299.0 |
2,343.0 |
2,456.6 |
|
| S4 |
2,203.0 |
2,247.0 |
2,430.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,543.0 |
2,447.0 |
96.0 |
3.9% |
39.6 |
1.6% |
38% |
False |
True |
4,375 |
| 10 |
2,568.0 |
2,447.0 |
121.0 |
4.9% |
37.2 |
1.5% |
30% |
False |
True |
2,602 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
36.7 |
1.5% |
41% |
False |
False |
1,344 |
| 40 |
2,586.0 |
2,399.0 |
187.0 |
7.5% |
36.9 |
1.5% |
45% |
False |
False |
5,128 |
| 60 |
2,586.0 |
2,354.0 |
232.0 |
9.3% |
32.5 |
1.3% |
56% |
False |
False |
3,456 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.9% |
33.6 |
1.4% |
78% |
False |
False |
2,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,667.5 |
|
2.618 |
2,599.0 |
|
1.618 |
2,557.0 |
|
1.000 |
2,531.0 |
|
0.618 |
2,515.0 |
|
HIGH |
2,489.0 |
|
0.618 |
2,473.0 |
|
0.500 |
2,468.0 |
|
0.382 |
2,463.0 |
|
LOW |
2,447.0 |
|
0.618 |
2,421.0 |
|
1.000 |
2,405.0 |
|
1.618 |
2,379.0 |
|
2.618 |
2,337.0 |
|
4.250 |
2,268.5 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,478.0 |
2,479.3 |
| PP |
2,473.0 |
2,475.7 |
| S1 |
2,468.0 |
2,472.0 |
|