| 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 |
1,402.00 |
1,399.75 |
-2.25 |
-0.2% |
1,419.00 |
| High |
1,405.25 |
1,400.75 |
-4.50 |
-0.3% |
1,425.50 |
| Low |
1,388.75 |
1,390.50 |
1.75 |
0.1% |
1,388.75 |
| Close |
1,400.75 |
1,400.75 |
0.00 |
0.0% |
1,400.75 |
| Range |
16.50 |
10.25 |
-6.25 |
-37.9% |
36.75 |
| ATR |
15.69 |
15.30 |
-0.39 |
-2.5% |
0.00 |
| Volume |
1,053 |
1,187 |
134 |
12.7% |
5,749 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.00 |
1,424.75 |
1,406.50 |
|
| R3 |
1,417.75 |
1,414.50 |
1,403.50 |
|
| R2 |
1,407.50 |
1,407.50 |
1,402.75 |
|
| R1 |
1,404.25 |
1,404.25 |
1,401.75 |
1,406.00 |
| PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,398.25 |
| S1 |
1,394.00 |
1,394.00 |
1,399.75 |
1,395.50 |
| S2 |
1,387.00 |
1,387.00 |
1,398.75 |
|
| S3 |
1,376.75 |
1,383.75 |
1,398.00 |
|
| S4 |
1,366.50 |
1,373.50 |
1,395.00 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.25 |
1,494.75 |
1,421.00 |
|
| R3 |
1,478.50 |
1,458.00 |
1,410.75 |
|
| R2 |
1,441.75 |
1,441.75 |
1,407.50 |
|
| R1 |
1,421.25 |
1,421.25 |
1,404.00 |
1,413.00 |
| PP |
1,405.00 |
1,405.00 |
1,405.00 |
1,401.00 |
| S1 |
1,384.50 |
1,384.50 |
1,397.50 |
1,376.50 |
| S2 |
1,368.25 |
1,368.25 |
1,394.00 |
|
| S3 |
1,331.50 |
1,347.75 |
1,390.75 |
|
| S4 |
1,294.75 |
1,311.00 |
1,380.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,425.50 |
1,388.75 |
36.75 |
2.6% |
17.00 |
1.2% |
33% |
False |
False |
1,155 |
| 10 |
1,452.50 |
1,388.75 |
63.75 |
4.6% |
16.50 |
1.2% |
19% |
False |
False |
1,251 |
| 20 |
1,459.00 |
1,388.75 |
70.25 |
5.0% |
15.50 |
1.1% |
17% |
False |
False |
1,384 |
| 40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
14.25 |
1.0% |
24% |
False |
False |
1,277 |
| 60 |
1,461.00 |
1,374.75 |
86.25 |
6.2% |
12.00 |
0.9% |
30% |
False |
False |
927 |
| 80 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
12.00 |
0.9% |
59% |
False |
False |
731 |
| 100 |
1,461.00 |
1,287.50 |
173.50 |
12.4% |
11.50 |
0.8% |
65% |
False |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,444.25 |
|
2.618 |
1,427.50 |
|
1.618 |
1,417.25 |
|
1.000 |
1,411.00 |
|
0.618 |
1,407.00 |
|
HIGH |
1,400.75 |
|
0.618 |
1,396.75 |
|
0.500 |
1,395.50 |
|
0.382 |
1,394.50 |
|
LOW |
1,390.50 |
|
0.618 |
1,384.25 |
|
1.000 |
1,380.25 |
|
1.618 |
1,374.00 |
|
2.618 |
1,363.75 |
|
4.250 |
1,347.00 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,399.00 |
1,400.25 |
| PP |
1,397.25 |
1,399.75 |
| S1 |
1,395.50 |
1,399.25 |
|