| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
9,095 |
8,990 |
-105 |
-1.2% |
8,850 |
| High |
9,105 |
9,000 |
-105 |
-1.2% |
9,135 |
| Low |
8,915 |
8,890 |
-25 |
-0.3% |
8,850 |
| Close |
8,975 |
8,935 |
-40 |
-0.4% |
8,975 |
| Range |
190 |
110 |
-80 |
-42.1% |
285 |
| ATR |
149 |
146 |
-3 |
-1.9% |
0 |
| Volume |
6,112 |
865 |
-5,247 |
-85.8% |
31,431 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,272 |
9,213 |
8,996 |
|
| R3 |
9,162 |
9,103 |
8,965 |
|
| R2 |
9,052 |
9,052 |
8,955 |
|
| R1 |
8,993 |
8,993 |
8,945 |
8,968 |
| PP |
8,942 |
8,942 |
8,942 |
8,929 |
| S1 |
8,883 |
8,883 |
8,925 |
8,858 |
| S2 |
8,832 |
8,832 |
8,915 |
|
| S3 |
8,722 |
8,773 |
8,905 |
|
| S4 |
8,612 |
8,663 |
8,875 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,842 |
9,693 |
9,132 |
|
| R3 |
9,557 |
9,408 |
9,054 |
|
| R2 |
9,272 |
9,272 |
9,027 |
|
| R1 |
9,123 |
9,123 |
9,001 |
9,198 |
| PP |
8,987 |
8,987 |
8,987 |
9,024 |
| S1 |
8,838 |
8,838 |
8,949 |
8,913 |
| S2 |
8,702 |
8,702 |
8,923 |
|
| S3 |
8,417 |
8,553 |
8,897 |
|
| S4 |
8,132 |
8,268 |
8,818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,135 |
8,890 |
245 |
2.7% |
166 |
1.9% |
18% |
False |
True |
5,259 |
| 10 |
9,135 |
8,635 |
500 |
5.6% |
167 |
1.9% |
60% |
False |
False |
6,573 |
| 20 |
9,135 |
8,505 |
630 |
7.1% |
146 |
1.6% |
68% |
False |
False |
5,224 |
| 40 |
9,235 |
8,505 |
730 |
8.2% |
141 |
1.6% |
59% |
False |
False |
4,963 |
| 60 |
9,245 |
8,505 |
740 |
8.3% |
108 |
1.2% |
58% |
False |
False |
3,320 |
| 80 |
9,245 |
8,365 |
880 |
9.8% |
82 |
0.9% |
65% |
False |
False |
2,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,468 |
|
2.618 |
9,288 |
|
1.618 |
9,178 |
|
1.000 |
9,110 |
|
0.618 |
9,068 |
|
HIGH |
9,000 |
|
0.618 |
8,958 |
|
0.500 |
8,945 |
|
0.382 |
8,932 |
|
LOW |
8,890 |
|
0.618 |
8,822 |
|
1.000 |
8,780 |
|
1.618 |
8,712 |
|
2.618 |
8,602 |
|
4.250 |
8,423 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,945 |
9,013 |
| PP |
8,942 |
8,987 |
| S1 |
8,938 |
8,961 |
|