| 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 |
2,488.0 |
2,493.0 |
5.0 |
0.2% |
2,460.0 |
| High |
2,496.0 |
2,509.0 |
13.0 |
0.5% |
2,578.0 |
| Low |
2,457.0 |
2,472.0 |
15.0 |
0.6% |
2,455.0 |
| Close |
2,489.0 |
2,479.0 |
-10.0 |
-0.4% |
2,534.0 |
| Range |
39.0 |
37.0 |
-2.0 |
-5.1% |
123.0 |
| ATR |
44.1 |
43.6 |
-0.5 |
-1.2% |
0.0 |
| Volume |
902,046 |
1,012,962 |
110,916 |
12.3% |
5,309,323 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.7 |
2,575.3 |
2,499.4 |
|
| R3 |
2,560.7 |
2,538.3 |
2,489.2 |
|
| R2 |
2,523.7 |
2,523.7 |
2,485.8 |
|
| R1 |
2,501.3 |
2,501.3 |
2,482.4 |
2,494.0 |
| PP |
2,486.7 |
2,486.7 |
2,486.7 |
2,483.0 |
| S1 |
2,464.3 |
2,464.3 |
2,475.6 |
2,457.0 |
| S2 |
2,449.7 |
2,449.7 |
2,472.2 |
|
| S3 |
2,412.7 |
2,427.3 |
2,468.8 |
|
| S4 |
2,375.7 |
2,390.3 |
2,458.7 |
|
|
| 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 |
2,570.0 |
2,457.0 |
113.0 |
4.6% |
45.8 |
1.8% |
19% |
False |
False |
1,013,119 |
| 10 |
2,578.0 |
2,455.0 |
123.0 |
5.0% |
41.2 |
1.7% |
20% |
False |
False |
1,040,955 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.8% |
43.3 |
1.7% |
32% |
False |
False |
995,557 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
40.8 |
1.6% |
45% |
False |
False |
771,405 |
| 60 |
2,594.0 |
2,235.0 |
359.0 |
14.5% |
41.4 |
1.7% |
68% |
False |
False |
514,828 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.3% |
42.0 |
1.7% |
76% |
False |
False |
388,803 |
| 100 |
2,594.0 |
2,087.0 |
507.0 |
20.5% |
42.5 |
1.7% |
77% |
False |
False |
313,208 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
42.9 |
1.7% |
80% |
False |
False |
261,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,666.3 |
|
2.618 |
2,605.9 |
|
1.618 |
2,568.9 |
|
1.000 |
2,546.0 |
|
0.618 |
2,531.9 |
|
HIGH |
2,509.0 |
|
0.618 |
2,494.9 |
|
0.500 |
2,490.5 |
|
0.382 |
2,486.1 |
|
LOW |
2,472.0 |
|
0.618 |
2,449.1 |
|
1.000 |
2,435.0 |
|
1.618 |
2,412.1 |
|
2.618 |
2,375.1 |
|
4.250 |
2,314.8 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,490.5 |
2,495.5 |
| PP |
2,486.7 |
2,490.0 |
| S1 |
2,482.8 |
2,484.5 |
|