| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,447.0 |
2,483.0 |
36.0 |
1.5% |
2,529.0 |
| High |
2,489.0 |
2,483.0 |
-6.0 |
-0.2% |
2,543.0 |
| Low |
2,447.0 |
2,456.0 |
9.0 |
0.4% |
2,447.0 |
| Close |
2,483.0 |
2,466.0 |
-17.0 |
-0.7% |
2,483.0 |
| Range |
42.0 |
27.0 |
-15.0 |
-35.7% |
96.0 |
| ATR |
39.6 |
38.7 |
-0.9 |
-2.3% |
0.0 |
| Volume |
10,119 |
10,238 |
119 |
1.2% |
21,878 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.3 |
2,534.7 |
2,480.9 |
|
| R3 |
2,522.3 |
2,507.7 |
2,473.4 |
|
| R2 |
2,495.3 |
2,495.3 |
2,471.0 |
|
| R1 |
2,480.7 |
2,480.7 |
2,468.5 |
2,474.5 |
| PP |
2,468.3 |
2,468.3 |
2,468.3 |
2,465.3 |
| S1 |
2,453.7 |
2,453.7 |
2,463.5 |
2,447.5 |
| S2 |
2,441.3 |
2,441.3 |
2,461.1 |
|
| S3 |
2,414.3 |
2,426.7 |
2,458.6 |
|
| S4 |
2,387.3 |
2,399.7 |
2,451.2 |
|
|
| 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 |
2,525.0 |
2,447.0 |
78.0 |
3.2% |
39.4 |
1.6% |
24% |
False |
False |
6,409 |
| 10 |
2,568.0 |
2,447.0 |
121.0 |
4.9% |
36.5 |
1.5% |
16% |
False |
False |
3,574 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
35.2 |
1.4% |
29% |
False |
False |
1,851 |
| 40 |
2,586.0 |
2,399.0 |
187.0 |
7.6% |
36.5 |
1.5% |
36% |
False |
False |
5,383 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
32.5 |
1.3% |
42% |
False |
False |
3,627 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
33.7 |
1.4% |
74% |
False |
False |
2,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,597.8 |
|
2.618 |
2,553.7 |
|
1.618 |
2,526.7 |
|
1.000 |
2,510.0 |
|
0.618 |
2,499.7 |
|
HIGH |
2,483.0 |
|
0.618 |
2,472.7 |
|
0.500 |
2,469.5 |
|
0.382 |
2,466.3 |
|
LOW |
2,456.0 |
|
0.618 |
2,439.3 |
|
1.000 |
2,429.0 |
|
1.618 |
2,412.3 |
|
2.618 |
2,385.3 |
|
4.250 |
2,341.3 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,469.5 |
2,472.0 |
| PP |
2,468.3 |
2,470.0 |
| S1 |
2,467.2 |
2,468.0 |
|