| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,483.0 |
2,471.0 |
-12.0 |
-0.5% |
2,529.0 |
| High |
2,483.0 |
2,508.0 |
25.0 |
1.0% |
2,543.0 |
| Low |
2,456.0 |
2,471.0 |
15.0 |
0.6% |
2,447.0 |
| Close |
2,466.0 |
2,501.0 |
35.0 |
1.4% |
2,483.0 |
| Range |
27.0 |
37.0 |
10.0 |
37.0% |
96.0 |
| ATR |
38.7 |
39.0 |
0.2 |
0.6% |
0.0 |
| Volume |
10,238 |
131 |
-10,107 |
-98.7% |
21,878 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.3 |
2,589.7 |
2,521.4 |
|
| R3 |
2,567.3 |
2,552.7 |
2,511.2 |
|
| R2 |
2,530.3 |
2,530.3 |
2,507.8 |
|
| R1 |
2,515.7 |
2,515.7 |
2,504.4 |
2,523.0 |
| PP |
2,493.3 |
2,493.3 |
2,493.3 |
2,497.0 |
| S1 |
2,478.7 |
2,478.7 |
2,497.6 |
2,486.0 |
| S2 |
2,456.3 |
2,456.3 |
2,494.2 |
|
| S3 |
2,419.3 |
2,441.7 |
2,490.8 |
|
| S4 |
2,382.3 |
2,404.7 |
2,480.7 |
|
|
| 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 |
2,508.0 |
2,447.0 |
61.0 |
2.4% |
34.0 |
1.4% |
89% |
True |
False |
6,424 |
| 10 |
2,568.0 |
2,447.0 |
121.0 |
4.8% |
34.9 |
1.4% |
45% |
False |
False |
3,579 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
34.9 |
1.4% |
53% |
False |
False |
1,853 |
| 40 |
2,586.0 |
2,399.0 |
187.0 |
7.5% |
36.7 |
1.5% |
55% |
False |
False |
5,372 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
32.3 |
1.3% |
59% |
False |
False |
3,628 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.8% |
33.7 |
1.3% |
82% |
False |
False |
2,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,665.3 |
|
2.618 |
2,604.9 |
|
1.618 |
2,567.9 |
|
1.000 |
2,545.0 |
|
0.618 |
2,530.9 |
|
HIGH |
2,508.0 |
|
0.618 |
2,493.9 |
|
0.500 |
2,489.5 |
|
0.382 |
2,485.1 |
|
LOW |
2,471.0 |
|
0.618 |
2,448.1 |
|
1.000 |
2,434.0 |
|
1.618 |
2,411.1 |
|
2.618 |
2,374.1 |
|
4.250 |
2,313.8 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,497.2 |
2,493.2 |
| PP |
2,493.3 |
2,485.3 |
| S1 |
2,489.5 |
2,477.5 |
|