| 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 |
1,709.0 |
1,702.8 |
-6.2 |
-0.4% |
1,755.2 |
| High |
1,715.2 |
1,718.9 |
3.7 |
0.2% |
1,755.5 |
| Low |
1,698.7 |
1,702.3 |
3.6 |
0.2% |
1,716.0 |
| Close |
1,701.6 |
1,713.0 |
11.4 |
0.7% |
1,724.0 |
| Range |
16.5 |
16.6 |
0.1 |
0.6% |
39.5 |
| ATR |
19.8 |
19.6 |
-0.2 |
-0.9% |
0.0 |
| Volume |
140,583 |
141,164 |
581 |
0.4% |
656,088 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.2 |
1,753.7 |
1,722.1 |
|
| R3 |
1,744.6 |
1,737.1 |
1,717.6 |
|
| R2 |
1,728.0 |
1,728.0 |
1,716.0 |
|
| R1 |
1,720.5 |
1,720.5 |
1,714.5 |
1,724.3 |
| PP |
1,711.4 |
1,711.4 |
1,711.4 |
1,713.3 |
| S1 |
1,703.9 |
1,703.9 |
1,711.5 |
1,707.7 |
| S2 |
1,694.8 |
1,694.8 |
1,710.0 |
|
| S3 |
1,678.2 |
1,687.3 |
1,708.4 |
|
| S4 |
1,661.6 |
1,670.7 |
1,703.9 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,850.3 |
1,826.7 |
1,745.7 |
|
| R3 |
1,810.8 |
1,787.2 |
1,734.9 |
|
| R2 |
1,771.3 |
1,771.3 |
1,731.2 |
|
| R1 |
1,747.7 |
1,747.7 |
1,727.6 |
1,739.8 |
| PP |
1,731.8 |
1,731.8 |
1,731.8 |
1,727.9 |
| S1 |
1,708.2 |
1,708.2 |
1,720.4 |
1,700.3 |
| S2 |
1,692.3 |
1,692.3 |
1,716.8 |
|
| S3 |
1,652.8 |
1,668.7 |
1,713.1 |
|
| S4 |
1,613.3 |
1,629.2 |
1,702.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,744.7 |
1,698.7 |
46.0 |
2.7% |
21.0 |
1.2% |
31% |
False |
False |
140,515 |
| 10 |
1,775.0 |
1,698.7 |
76.3 |
4.5% |
19.1 |
1.1% |
19% |
False |
False |
133,033 |
| 20 |
1,798.1 |
1,698.7 |
99.4 |
5.8% |
18.2 |
1.1% |
14% |
False |
False |
136,035 |
| 40 |
1,798.1 |
1,647.1 |
151.0 |
8.8% |
21.0 |
1.2% |
44% |
False |
False |
149,793 |
| 60 |
1,798.1 |
1,586.3 |
211.8 |
12.4% |
19.9 |
1.2% |
60% |
False |
False |
132,370 |
| 80 |
1,798.1 |
1,559.5 |
238.6 |
13.9% |
20.4 |
1.2% |
64% |
False |
False |
108,545 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
21.6 |
1.3% |
65% |
False |
False |
87,665 |
| 120 |
1,798.1 |
1,535.4 |
262.7 |
15.3% |
22.8 |
1.3% |
68% |
False |
False |
74,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,789.5 |
|
2.618 |
1,762.4 |
|
1.618 |
1,745.8 |
|
1.000 |
1,735.5 |
|
0.618 |
1,729.2 |
|
HIGH |
1,718.9 |
|
0.618 |
1,712.6 |
|
0.500 |
1,710.6 |
|
0.382 |
1,708.6 |
|
LOW |
1,702.3 |
|
0.618 |
1,692.0 |
|
1.000 |
1,685.7 |
|
1.618 |
1,675.4 |
|
2.618 |
1,658.8 |
|
4.250 |
1,631.8 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,712.2 |
1,715.0 |
| PP |
1,711.4 |
1,714.3 |
| S1 |
1,710.6 |
1,713.7 |
|