| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,532.0 |
2,488.0 |
-44.0 |
-1.7% |
2,460.0 |
| High |
2,534.0 |
2,496.0 |
-38.0 |
-1.5% |
2,578.0 |
| Low |
2,463.0 |
2,457.0 |
-6.0 |
-0.2% |
2,455.0 |
| Close |
2,475.0 |
2,489.0 |
14.0 |
0.6% |
2,534.0 |
| Range |
71.0 |
39.0 |
-32.0 |
-45.1% |
123.0 |
| ATR |
44.5 |
44.1 |
-0.4 |
-0.9% |
0.0 |
| Volume |
1,066,208 |
902,046 |
-164,162 |
-15.4% |
5,309,323 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.7 |
2,582.3 |
2,510.5 |
|
| R3 |
2,558.7 |
2,543.3 |
2,499.7 |
|
| R2 |
2,519.7 |
2,519.7 |
2,496.2 |
|
| R1 |
2,504.3 |
2,504.3 |
2,492.6 |
2,512.0 |
| PP |
2,480.7 |
2,480.7 |
2,480.7 |
2,484.5 |
| S1 |
2,465.3 |
2,465.3 |
2,485.4 |
2,473.0 |
| S2 |
2,441.7 |
2,441.7 |
2,481.9 |
|
| S3 |
2,402.7 |
2,426.3 |
2,478.3 |
|
| S4 |
2,363.7 |
2,387.3 |
2,467.6 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.3 |
2,835.7 |
2,601.7 |
|
| R3 |
2,768.3 |
2,712.7 |
2,567.8 |
|
| R2 |
2,645.3 |
2,645.3 |
2,556.6 |
|
| R1 |
2,589.7 |
2,589.7 |
2,545.3 |
2,617.5 |
| PP |
2,522.3 |
2,522.3 |
2,522.3 |
2,536.3 |
| S1 |
2,466.7 |
2,466.7 |
2,522.7 |
2,494.5 |
| S2 |
2,399.3 |
2,399.3 |
2,511.5 |
|
| S3 |
2,276.3 |
2,343.7 |
2,500.2 |
|
| S4 |
2,153.3 |
2,220.7 |
2,466.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,578.0 |
2,457.0 |
121.0 |
4.9% |
43.6 |
1.8% |
26% |
False |
True |
1,044,949 |
| 10 |
2,578.0 |
2,433.0 |
145.0 |
5.8% |
43.2 |
1.7% |
39% |
False |
False |
1,043,044 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.8% |
43.2 |
1.7% |
39% |
False |
False |
1,015,104 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
40.5 |
1.6% |
50% |
False |
False |
746,092 |
| 60 |
2,594.0 |
2,235.0 |
359.0 |
14.4% |
41.1 |
1.7% |
71% |
False |
False |
497,947 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
41.8 |
1.7% |
78% |
False |
False |
376,324 |
| 100 |
2,594.0 |
2,074.0 |
520.0 |
20.9% |
42.6 |
1.7% |
80% |
False |
False |
303,144 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
43.0 |
1.7% |
82% |
False |
False |
252,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.8 |
|
2.618 |
2,598.1 |
|
1.618 |
2,559.1 |
|
1.000 |
2,535.0 |
|
0.618 |
2,520.1 |
|
HIGH |
2,496.0 |
|
0.618 |
2,481.1 |
|
0.500 |
2,476.5 |
|
0.382 |
2,471.9 |
|
LOW |
2,457.0 |
|
0.618 |
2,432.9 |
|
1.000 |
2,418.0 |
|
1.618 |
2,393.9 |
|
2.618 |
2,354.9 |
|
4.250 |
2,291.3 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,484.8 |
2,505.0 |
| PP |
2,480.7 |
2,499.7 |
| S1 |
2,476.5 |
2,494.3 |
|