| 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 |
2,471.0 |
2,509.0 |
38.0 |
1.5% |
2,529.0 |
| High |
2,508.0 |
2,527.0 |
19.0 |
0.8% |
2,543.0 |
| Low |
2,471.0 |
2,487.0 |
16.0 |
0.6% |
2,447.0 |
| Close |
2,501.0 |
2,496.0 |
-5.0 |
-0.2% |
2,483.0 |
| Range |
37.0 |
40.0 |
3.0 |
8.1% |
96.0 |
| ATR |
39.0 |
39.0 |
0.1 |
0.2% |
0.0 |
| Volume |
131 |
63,609 |
63,478 |
48,456.5% |
21,878 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,623.3 |
2,599.7 |
2,518.0 |
|
| R3 |
2,583.3 |
2,559.7 |
2,507.0 |
|
| R2 |
2,543.3 |
2,543.3 |
2,503.3 |
|
| R1 |
2,519.7 |
2,519.7 |
2,499.7 |
2,511.5 |
| PP |
2,503.3 |
2,503.3 |
2,503.3 |
2,499.3 |
| S1 |
2,479.7 |
2,479.7 |
2,492.3 |
2,471.5 |
| S2 |
2,463.3 |
2,463.3 |
2,488.7 |
|
| S3 |
2,423.3 |
2,439.7 |
2,485.0 |
|
| S4 |
2,383.3 |
2,399.7 |
2,474.0 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.0 |
2,727.0 |
2,535.8 |
|
| R3 |
2,683.0 |
2,631.0 |
2,509.4 |
|
| R2 |
2,587.0 |
2,587.0 |
2,500.6 |
|
| R1 |
2,535.0 |
2,535.0 |
2,491.8 |
2,513.0 |
| PP |
2,491.0 |
2,491.0 |
2,491.0 |
2,480.0 |
| S1 |
2,439.0 |
2,439.0 |
2,474.2 |
2,417.0 |
| S2 |
2,395.0 |
2,395.0 |
2,465.4 |
|
| S3 |
2,299.0 |
2,343.0 |
2,456.6 |
|
| S4 |
2,203.0 |
2,247.0 |
2,430.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,527.0 |
2,447.0 |
80.0 |
3.2% |
35.2 |
1.4% |
61% |
True |
False |
18,135 |
| 10 |
2,568.0 |
2,447.0 |
121.0 |
4.8% |
36.7 |
1.5% |
40% |
False |
False |
9,919 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
35.7 |
1.4% |
50% |
False |
False |
5,030 |
| 40 |
2,586.0 |
2,422.0 |
164.0 |
6.6% |
36.7 |
1.5% |
45% |
False |
False |
6,884 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
32.7 |
1.3% |
57% |
False |
False |
4,688 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.8% |
33.8 |
1.4% |
81% |
False |
False |
3,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.0 |
|
2.618 |
2,631.7 |
|
1.618 |
2,591.7 |
|
1.000 |
2,567.0 |
|
0.618 |
2,551.7 |
|
HIGH |
2,527.0 |
|
0.618 |
2,511.7 |
|
0.500 |
2,507.0 |
|
0.382 |
2,502.3 |
|
LOW |
2,487.0 |
|
0.618 |
2,462.3 |
|
1.000 |
2,447.0 |
|
1.618 |
2,422.3 |
|
2.618 |
2,382.3 |
|
4.250 |
2,317.0 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,507.0 |
2,494.5 |
| PP |
2,503.3 |
2,493.0 |
| S1 |
2,499.7 |
2,491.5 |
|