| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,710.3 |
1,710.3 |
0.0 |
0.0% |
1,722.7 |
| High |
1,715.7 |
1,726.6 |
10.9 |
0.6% |
1,731.2 |
| Low |
1,705.2 |
1,709.8 |
4.6 |
0.3% |
1,698.7 |
| Close |
1,712.1 |
1,719.1 |
7.0 |
0.4% |
1,711.9 |
| Range |
10.5 |
16.8 |
6.3 |
60.0% |
32.5 |
| ATR |
18.4 |
18.2 |
-0.1 |
-0.6% |
0.0 |
| Volume |
57,253 |
120,009 |
62,756 |
109.6% |
670,368 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.9 |
1,760.8 |
1,728.3 |
|
| R3 |
1,752.1 |
1,744.0 |
1,723.7 |
|
| R2 |
1,735.3 |
1,735.3 |
1,722.2 |
|
| R1 |
1,727.2 |
1,727.2 |
1,720.6 |
1,731.3 |
| PP |
1,718.5 |
1,718.5 |
1,718.5 |
1,720.5 |
| S1 |
1,710.4 |
1,710.4 |
1,717.6 |
1,714.5 |
| S2 |
1,701.7 |
1,701.7 |
1,716.0 |
|
| S3 |
1,684.9 |
1,693.6 |
1,714.5 |
|
| S4 |
1,668.1 |
1,676.8 |
1,709.9 |
|
|
| 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 |
1,726.6 |
1,701.4 |
25.2 |
1.5% |
14.8 |
0.9% |
70% |
True |
False |
100,509 |
| 10 |
1,753.4 |
1,698.7 |
54.7 |
3.2% |
17.7 |
1.0% |
37% |
False |
False |
117,008 |
| 20 |
1,798.1 |
1,698.7 |
99.4 |
5.8% |
17.6 |
1.0% |
21% |
False |
False |
124,782 |
| 40 |
1,798.1 |
1,691.3 |
106.8 |
6.2% |
20.3 |
1.2% |
26% |
False |
False |
145,112 |
| 60 |
1,798.1 |
1,592.1 |
206.0 |
12.0% |
19.5 |
1.1% |
62% |
False |
False |
131,510 |
| 80 |
1,798.1 |
1,559.5 |
238.6 |
13.9% |
19.7 |
1.1% |
67% |
False |
False |
112,487 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
20.8 |
1.2% |
68% |
False |
False |
91,152 |
| 120 |
1,798.1 |
1,535.4 |
262.7 |
15.3% |
22.4 |
1.3% |
70% |
False |
False |
77,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,798.0 |
|
2.618 |
1,770.6 |
|
1.618 |
1,753.8 |
|
1.000 |
1,743.4 |
|
0.618 |
1,737.0 |
|
HIGH |
1,726.6 |
|
0.618 |
1,720.2 |
|
0.500 |
1,718.2 |
|
0.382 |
1,716.2 |
|
LOW |
1,709.8 |
|
0.618 |
1,699.4 |
|
1.000 |
1,693.0 |
|
1.618 |
1,682.6 |
|
2.618 |
1,665.8 |
|
4.250 |
1,638.4 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,718.8 |
1,718.0 |
| PP |
1,718.5 |
1,717.0 |
| S1 |
1,718.2 |
1,715.9 |
|