| 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 |
1,392.25 |
1,406.00 |
13.75 |
1.0% |
1,419.00 |
| High |
1,405.00 |
1,411.00 |
6.00 |
0.4% |
1,425.50 |
| Low |
1,386.75 |
1,394.00 |
7.25 |
0.5% |
1,388.75 |
| Close |
1,400.75 |
1,400.00 |
-0.75 |
-0.1% |
1,400.75 |
| Range |
18.25 |
17.00 |
-1.25 |
-6.8% |
36.75 |
| ATR |
15.51 |
15.62 |
0.11 |
0.7% |
0.00 |
| Volume |
232 |
238 |
6 |
2.6% |
5,749 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.75 |
1,443.25 |
1,409.25 |
|
| R3 |
1,435.75 |
1,426.25 |
1,404.75 |
|
| R2 |
1,418.75 |
1,418.75 |
1,403.00 |
|
| R1 |
1,409.25 |
1,409.25 |
1,401.50 |
1,405.50 |
| PP |
1,401.75 |
1,401.75 |
1,401.75 |
1,399.75 |
| S1 |
1,392.25 |
1,392.25 |
1,398.50 |
1,388.50 |
| S2 |
1,384.75 |
1,384.75 |
1,397.00 |
|
| S3 |
1,367.75 |
1,375.25 |
1,395.25 |
|
| S4 |
1,350.75 |
1,358.25 |
1,390.75 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.25 |
1,494.75 |
1,421.00 |
|
| R3 |
1,478.50 |
1,458.00 |
1,410.75 |
|
| R2 |
1,441.75 |
1,441.75 |
1,407.50 |
|
| R1 |
1,421.25 |
1,421.25 |
1,404.00 |
1,413.00 |
| PP |
1,405.00 |
1,405.00 |
1,405.00 |
1,401.00 |
| S1 |
1,384.50 |
1,384.50 |
1,397.50 |
1,376.50 |
| S2 |
1,368.25 |
1,368.25 |
1,394.00 |
|
| S3 |
1,331.50 |
1,347.75 |
1,390.75 |
|
| S4 |
1,294.75 |
1,311.00 |
1,380.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,411.00 |
1,386.75 |
24.25 |
1.7% |
15.75 |
1.1% |
55% |
True |
False |
730 |
| 10 |
1,452.50 |
1,386.75 |
65.75 |
4.7% |
17.50 |
1.2% |
20% |
False |
False |
1,051 |
| 20 |
1,459.00 |
1,386.75 |
72.25 |
5.2% |
16.00 |
1.1% |
18% |
False |
False |
1,120 |
| 40 |
1,461.00 |
1,386.75 |
74.25 |
5.3% |
14.75 |
1.1% |
18% |
False |
False |
1,253 |
| 60 |
1,461.00 |
1,379.50 |
81.50 |
5.8% |
12.50 |
0.9% |
25% |
False |
False |
933 |
| 80 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
12.25 |
0.9% |
59% |
False |
False |
737 |
| 100 |
1,461.00 |
1,287.50 |
173.50 |
12.4% |
11.50 |
0.8% |
65% |
False |
False |
598 |
| 120 |
1,461.00 |
1,246.50 |
214.50 |
15.3% |
10.50 |
0.8% |
72% |
False |
False |
500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.25 |
|
2.618 |
1,455.50 |
|
1.618 |
1,438.50 |
|
1.000 |
1,428.00 |
|
0.618 |
1,421.50 |
|
HIGH |
1,411.00 |
|
0.618 |
1,404.50 |
|
0.500 |
1,402.50 |
|
0.382 |
1,400.50 |
|
LOW |
1,394.00 |
|
0.618 |
1,383.50 |
|
1.000 |
1,377.00 |
|
1.618 |
1,366.50 |
|
2.618 |
1,349.50 |
|
4.250 |
1,321.75 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.50 |
1,399.50 |
| PP |
1,401.75 |
1,399.25 |
| S1 |
1,400.75 |
1,399.00 |
|