| 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 |
1,712.1 |
1,712.2 |
0.1 |
0.0% |
1,722.7 |
| High |
1,719.9 |
1,717.8 |
-2.1 |
-0.1% |
1,731.2 |
| Low |
1,701.4 |
1,706.2 |
4.8 |
0.3% |
1,698.7 |
| Close |
1,711.9 |
1,708.7 |
-3.2 |
-0.2% |
1,711.9 |
| Range |
18.5 |
11.6 |
-6.9 |
-37.3% |
32.5 |
| ATR |
19.5 |
19.0 |
-0.6 |
-2.9% |
0.0 |
| Volume |
126,511 |
57,608 |
-68,903 |
-54.5% |
670,368 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,745.7 |
1,738.8 |
1,715.1 |
|
| R3 |
1,734.1 |
1,727.2 |
1,711.9 |
|
| R2 |
1,722.5 |
1,722.5 |
1,710.8 |
|
| R1 |
1,715.6 |
1,715.6 |
1,709.8 |
1,713.3 |
| PP |
1,710.9 |
1,710.9 |
1,710.9 |
1,709.7 |
| S1 |
1,704.0 |
1,704.0 |
1,707.6 |
1,701.7 |
| S2 |
1,699.3 |
1,699.3 |
1,706.6 |
|
| S3 |
1,687.7 |
1,692.4 |
1,705.5 |
|
| S4 |
1,676.1 |
1,680.8 |
1,702.3 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,811.4 |
1,794.2 |
1,729.8 |
|
| R3 |
1,778.9 |
1,761.7 |
1,720.8 |
|
| R2 |
1,746.4 |
1,746.4 |
1,717.9 |
|
| R1 |
1,729.2 |
1,729.2 |
1,714.9 |
1,721.6 |
| PP |
1,713.9 |
1,713.9 |
1,713.9 |
1,710.1 |
| S1 |
1,696.7 |
1,696.7 |
1,708.9 |
1,689.1 |
| S2 |
1,681.4 |
1,681.4 |
1,705.9 |
|
| S3 |
1,648.9 |
1,664.2 |
1,703.0 |
|
| S4 |
1,616.4 |
1,631.7 |
1,694.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,731.2 |
1,698.7 |
32.5 |
1.9% |
18.0 |
1.1% |
31% |
False |
False |
123,967 |
| 10 |
1,755.0 |
1,698.7 |
56.3 |
3.3% |
17.4 |
1.0% |
18% |
False |
False |
121,129 |
| 20 |
1,798.1 |
1,698.7 |
99.4 |
5.8% |
17.5 |
1.0% |
10% |
False |
False |
127,863 |
| 40 |
1,798.1 |
1,687.6 |
110.5 |
6.5% |
20.2 |
1.2% |
19% |
False |
False |
147,699 |
| 60 |
1,798.1 |
1,592.1 |
206.0 |
12.1% |
19.5 |
1.1% |
57% |
False |
False |
131,015 |
| 80 |
1,798.1 |
1,559.5 |
238.6 |
14.0% |
20.0 |
1.2% |
63% |
False |
False |
110,569 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
21.1 |
1.2% |
64% |
False |
False |
89,455 |
| 120 |
1,798.1 |
1,535.4 |
262.7 |
15.4% |
22.5 |
1.3% |
66% |
False |
False |
75,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,767.1 |
|
2.618 |
1,748.2 |
|
1.618 |
1,736.6 |
|
1.000 |
1,729.4 |
|
0.618 |
1,725.0 |
|
HIGH |
1,717.8 |
|
0.618 |
1,713.4 |
|
0.500 |
1,712.0 |
|
0.382 |
1,710.6 |
|
LOW |
1,706.2 |
|
0.618 |
1,699.0 |
|
1.000 |
1,694.6 |
|
1.618 |
1,687.4 |
|
2.618 |
1,675.8 |
|
4.250 |
1,656.9 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,712.0 |
1,710.7 |
| PP |
1,710.9 |
1,710.0 |
| S1 |
1,709.8 |
1,709.4 |
|