| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,736.7 |
1,749.4 |
12.7 |
0.7% |
1,778.0 |
| High |
1,744.7 |
1,751.5 |
6.8 |
0.4% |
1,778.0 |
| Low |
1,736.6 |
1,746.0 |
9.4 |
0.5% |
1,753.6 |
| Close |
1,744.7 |
1,751.5 |
6.8 |
0.4% |
1,758.0 |
| Range |
8.1 |
5.5 |
-2.6 |
-32.1% |
24.4 |
| ATR |
17.7 |
16.9 |
-0.8 |
-4.4% |
0.0 |
| Volume |
15 |
36 |
21 |
140.0% |
200 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.2 |
1,764.3 |
1,754.5 |
|
| R3 |
1,760.7 |
1,758.8 |
1,753.0 |
|
| R2 |
1,755.2 |
1,755.2 |
1,752.5 |
|
| R1 |
1,753.3 |
1,753.3 |
1,752.0 |
1,754.3 |
| PP |
1,749.7 |
1,749.7 |
1,749.7 |
1,750.1 |
| S1 |
1,747.8 |
1,747.8 |
1,751.0 |
1,748.8 |
| S2 |
1,744.2 |
1,744.2 |
1,750.5 |
|
| S3 |
1,738.7 |
1,742.3 |
1,750.0 |
|
| S4 |
1,733.2 |
1,736.8 |
1,748.5 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,836.4 |
1,821.6 |
1,771.4 |
|
| R3 |
1,812.0 |
1,797.2 |
1,764.7 |
|
| R2 |
1,787.6 |
1,787.6 |
1,762.5 |
|
| R1 |
1,772.8 |
1,772.8 |
1,760.2 |
1,768.0 |
| PP |
1,763.2 |
1,763.2 |
1,763.2 |
1,760.8 |
| S1 |
1,748.4 |
1,748.4 |
1,755.8 |
1,743.6 |
| S2 |
1,738.8 |
1,738.8 |
1,753.5 |
|
| S3 |
1,714.4 |
1,724.0 |
1,751.3 |
|
| S4 |
1,690.0 |
1,699.6 |
1,744.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,771.0 |
1,729.9 |
41.1 |
2.3% |
11.8 |
0.7% |
53% |
False |
False |
54 |
| 10 |
1,794.8 |
1,729.9 |
64.9 |
3.7% |
11.8 |
0.7% |
33% |
False |
False |
81 |
| 20 |
1,794.8 |
1,729.9 |
64.9 |
3.7% |
15.2 |
0.9% |
33% |
False |
False |
3,325 |
| 40 |
1,794.8 |
1,634.0 |
160.8 |
9.2% |
19.2 |
1.1% |
73% |
False |
False |
5,095 |
| 60 |
1,794.8 |
1,581.0 |
213.8 |
12.2% |
19.0 |
1.1% |
80% |
False |
False |
5,273 |
| 80 |
1,794.8 |
1,550.0 |
244.8 |
14.0% |
20.1 |
1.1% |
82% |
False |
False |
4,760 |
| 100 |
1,794.8 |
1,534.5 |
260.3 |
14.9% |
21.6 |
1.2% |
83% |
False |
False |
4,164 |
| 120 |
1,794.8 |
1,534.3 |
260.5 |
14.9% |
21.5 |
1.2% |
83% |
False |
False |
3,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,774.9 |
|
2.618 |
1,765.9 |
|
1.618 |
1,760.4 |
|
1.000 |
1,757.0 |
|
0.618 |
1,754.9 |
|
HIGH |
1,751.5 |
|
0.618 |
1,749.4 |
|
0.500 |
1,748.8 |
|
0.382 |
1,748.1 |
|
LOW |
1,746.0 |
|
0.618 |
1,742.6 |
|
1.000 |
1,740.5 |
|
1.618 |
1,737.1 |
|
2.618 |
1,731.6 |
|
4.250 |
1,722.6 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,750.6 |
1,747.9 |
| PP |
1,749.7 |
1,744.3 |
| S1 |
1,748.8 |
1,740.7 |
|