| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
7,416.0 |
7,366.5 |
-49.5 |
-0.7% |
7,235.0 |
| High |
7,433.5 |
7,393.0 |
-40.5 |
-0.5% |
7,449.5 |
| Low |
7,330.5 |
7,303.5 |
-27.0 |
-0.4% |
7,222.0 |
| Close |
7,367.5 |
7,323.5 |
-44.0 |
-0.6% |
7,367.5 |
| Range |
103.0 |
89.5 |
-13.5 |
-13.1% |
227.5 |
| ATR |
94.8 |
94.4 |
-0.4 |
-0.4% |
0.0 |
| Volume |
112,218 |
157,958 |
45,740 |
40.8% |
601,941 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,608.5 |
7,555.5 |
7,372.7 |
|
| R3 |
7,519.0 |
7,466.0 |
7,348.1 |
|
| R2 |
7,429.5 |
7,429.5 |
7,339.9 |
|
| R1 |
7,376.5 |
7,376.5 |
7,331.7 |
7,358.3 |
| PP |
7,340.0 |
7,340.0 |
7,340.0 |
7,330.9 |
| S1 |
7,287.0 |
7,287.0 |
7,315.3 |
7,268.8 |
| S2 |
7,250.5 |
7,250.5 |
7,307.1 |
|
| S3 |
7,161.0 |
7,197.5 |
7,298.9 |
|
| S4 |
7,071.5 |
7,108.0 |
7,274.3 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,028.8 |
7,925.7 |
7,492.6 |
|
| R3 |
7,801.3 |
7,698.2 |
7,430.1 |
|
| R2 |
7,573.8 |
7,573.8 |
7,409.2 |
|
| R1 |
7,470.7 |
7,470.7 |
7,388.4 |
7,522.3 |
| PP |
7,346.3 |
7,346.3 |
7,346.3 |
7,372.1 |
| S1 |
7,243.2 |
7,243.2 |
7,346.6 |
7,294.8 |
| S2 |
7,118.8 |
7,118.8 |
7,325.8 |
|
| S3 |
6,891.3 |
7,015.7 |
7,304.9 |
|
| S4 |
6,663.8 |
6,788.2 |
7,242.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,449.5 |
7,296.0 |
153.5 |
2.1% |
76.8 |
1.0% |
18% |
False |
False |
127,028 |
| 10 |
7,449.5 |
7,183.0 |
266.5 |
3.6% |
82.7 |
1.1% |
53% |
False |
False |
122,520 |
| 20 |
7,449.5 |
7,183.0 |
266.5 |
3.6% |
91.2 |
1.2% |
53% |
False |
False |
122,324 |
| 40 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
91.6 |
1.3% |
74% |
False |
False |
78,031 |
| 60 |
7,483.5 |
6,554.5 |
929.0 |
12.7% |
94.1 |
1.3% |
83% |
False |
False |
52,132 |
| 80 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
102.0 |
1.4% |
86% |
False |
False |
39,245 |
| 100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
105.6 |
1.4% |
90% |
False |
False |
31,922 |
| 120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
107.9 |
1.5% |
90% |
False |
False |
26,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,773.4 |
|
2.618 |
7,627.3 |
|
1.618 |
7,537.8 |
|
1.000 |
7,482.5 |
|
0.618 |
7,448.3 |
|
HIGH |
7,393.0 |
|
0.618 |
7,358.8 |
|
0.500 |
7,348.3 |
|
0.382 |
7,337.7 |
|
LOW |
7,303.5 |
|
0.618 |
7,248.2 |
|
1.000 |
7,214.0 |
|
1.618 |
7,158.7 |
|
2.618 |
7,069.2 |
|
4.250 |
6,923.1 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,348.3 |
7,376.5 |
| PP |
7,340.0 |
7,358.8 |
| S1 |
7,331.8 |
7,341.2 |
|