| 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 |
2,472.0 |
2,511.0 |
39.0 |
1.6% |
2,532.0 |
| High |
2,518.0 |
2,538.0 |
20.0 |
0.8% |
2,553.0 |
| Low |
2,471.0 |
2,494.0 |
23.0 |
0.9% |
2,451.0 |
| Close |
2,509.0 |
2,504.0 |
-5.0 |
-0.2% |
2,491.0 |
| Range |
47.0 |
44.0 |
-3.0 |
-6.4% |
102.0 |
| ATR |
43.3 |
43.3 |
0.1 |
0.1% |
0.0 |
| Volume |
1,026,765 |
804,865 |
-221,900 |
-21.6% |
4,722,987 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.0 |
2,618.0 |
2,528.2 |
|
| R3 |
2,600.0 |
2,574.0 |
2,516.1 |
|
| R2 |
2,556.0 |
2,556.0 |
2,512.1 |
|
| R1 |
2,530.0 |
2,530.0 |
2,508.0 |
2,521.0 |
| PP |
2,512.0 |
2,512.0 |
2,512.0 |
2,507.5 |
| S1 |
2,486.0 |
2,486.0 |
2,500.0 |
2,477.0 |
| S2 |
2,468.0 |
2,468.0 |
2,495.9 |
|
| S3 |
2,424.0 |
2,442.0 |
2,491.9 |
|
| S4 |
2,380.0 |
2,398.0 |
2,479.8 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.3 |
2,749.7 |
2,547.1 |
|
| R3 |
2,702.3 |
2,647.7 |
2,519.1 |
|
| R2 |
2,600.3 |
2,600.3 |
2,509.7 |
|
| R1 |
2,545.7 |
2,545.7 |
2,500.4 |
2,522.0 |
| PP |
2,498.3 |
2,498.3 |
2,498.3 |
2,486.5 |
| S1 |
2,443.7 |
2,443.7 |
2,481.7 |
2,420.0 |
| S2 |
2,396.3 |
2,396.3 |
2,472.3 |
|
| S3 |
2,294.3 |
2,341.7 |
2,463.0 |
|
| S4 |
2,192.3 |
2,239.7 |
2,434.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,538.0 |
2,451.0 |
87.0 |
3.5% |
40.8 |
1.6% |
61% |
True |
False |
763,538 |
| 10 |
2,578.0 |
2,451.0 |
127.0 |
5.1% |
42.2 |
1.7% |
42% |
False |
False |
904,244 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.8% |
40.9 |
1.6% |
49% |
False |
False |
937,342 |
| 40 |
2,594.0 |
2,430.0 |
164.0 |
6.5% |
41.1 |
1.6% |
45% |
False |
False |
839,664 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.3% |
38.5 |
1.5% |
57% |
False |
False |
561,550 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.1% |
41.9 |
1.7% |
81% |
False |
False |
423,098 |
| 100 |
2,594.0 |
2,098.0 |
496.0 |
19.8% |
42.2 |
1.7% |
82% |
False |
False |
340,556 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.1% |
42.6 |
1.7% |
84% |
False |
False |
284,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.0 |
|
2.618 |
2,653.2 |
|
1.618 |
2,609.2 |
|
1.000 |
2,582.0 |
|
0.618 |
2,565.2 |
|
HIGH |
2,538.0 |
|
0.618 |
2,521.2 |
|
0.500 |
2,516.0 |
|
0.382 |
2,510.8 |
|
LOW |
2,494.0 |
|
0.618 |
2,466.8 |
|
1.000 |
2,450.0 |
|
1.618 |
2,422.8 |
|
2.618 |
2,378.8 |
|
4.250 |
2,307.0 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,516.0 |
2,503.0 |
| PP |
2,512.0 |
2,502.0 |
| S1 |
2,508.0 |
2,501.0 |
|