| 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 |
2,691.00 |
2,660.00 |
-31.00 |
-1.2% |
2,713.00 |
| High |
2,695.25 |
2,680.50 |
-14.75 |
-0.5% |
2,778.75 |
| Low |
2,651.50 |
2,646.25 |
-5.25 |
-0.2% |
2,664.00 |
| Close |
2,660.50 |
2,650.50 |
-10.00 |
-0.4% |
2,664.00 |
| Range |
43.75 |
34.25 |
-9.50 |
-21.7% |
114.75 |
| ATR |
37.36 |
37.13 |
-0.22 |
-0.6% |
0.00 |
| Volume |
356,710 |
261,593 |
-95,117 |
-26.7% |
1,352,639 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.75 |
2,740.50 |
2,669.25 |
|
| R3 |
2,727.50 |
2,706.25 |
2,660.00 |
|
| R2 |
2,693.25 |
2,693.25 |
2,656.75 |
|
| R1 |
2,672.00 |
2,672.00 |
2,653.75 |
2,665.50 |
| PP |
2,659.00 |
2,659.00 |
2,659.00 |
2,656.00 |
| S1 |
2,637.75 |
2,637.75 |
2,647.25 |
2,631.25 |
| S2 |
2,624.75 |
2,624.75 |
2,644.25 |
|
| S3 |
2,590.50 |
2,603.50 |
2,641.00 |
|
| S4 |
2,556.25 |
2,569.25 |
2,631.75 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,046.50 |
2,970.00 |
2,727.00 |
|
| R3 |
2,931.75 |
2,855.25 |
2,695.50 |
|
| R2 |
2,817.00 |
2,817.00 |
2,685.00 |
|
| R1 |
2,740.50 |
2,740.50 |
2,674.50 |
2,721.50 |
| PP |
2,702.25 |
2,702.25 |
2,702.25 |
2,692.75 |
| S1 |
2,625.75 |
2,625.75 |
2,653.50 |
2,606.50 |
| S2 |
2,587.50 |
2,587.50 |
2,643.00 |
|
| S3 |
2,472.75 |
2,511.00 |
2,632.50 |
|
| S4 |
2,358.00 |
2,396.25 |
2,601.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,774.00 |
2,646.25 |
127.75 |
4.8% |
46.75 |
1.8% |
3% |
False |
True |
313,577 |
| 10 |
2,778.75 |
2,646.25 |
132.50 |
5.0% |
39.25 |
1.5% |
3% |
False |
True |
270,551 |
| 20 |
2,840.75 |
2,646.25 |
194.50 |
7.3% |
38.00 |
1.4% |
2% |
False |
True |
252,180 |
| 40 |
2,871.75 |
2,646.25 |
225.50 |
8.5% |
34.50 |
1.3% |
2% |
False |
True |
183,219 |
| 60 |
2,871.75 |
2,599.75 |
272.00 |
10.3% |
30.25 |
1.1% |
19% |
False |
False |
122,172 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.6% |
30.50 |
1.1% |
39% |
False |
False |
91,636 |
| 100 |
2,871.75 |
2,475.50 |
396.25 |
15.0% |
28.25 |
1.1% |
44% |
False |
False |
73,310 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.2% |
25.75 |
1.0% |
48% |
False |
False |
61,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.00 |
|
2.618 |
2,770.25 |
|
1.618 |
2,736.00 |
|
1.000 |
2,714.75 |
|
0.618 |
2,701.75 |
|
HIGH |
2,680.50 |
|
0.618 |
2,667.50 |
|
0.500 |
2,663.50 |
|
0.382 |
2,659.25 |
|
LOW |
2,646.25 |
|
0.618 |
2,625.00 |
|
1.000 |
2,612.00 |
|
1.618 |
2,590.75 |
|
2.618 |
2,556.50 |
|
4.250 |
2,500.75 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.50 |
2,670.75 |
| PP |
2,659.00 |
2,664.00 |
| S1 |
2,654.75 |
2,657.25 |
|