| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,750.9 |
1,742.4 |
-8.5 |
-0.5% |
1,755.2 |
| High |
1,753.4 |
1,744.7 |
-8.7 |
-0.5% |
1,755.5 |
| Low |
1,739.0 |
1,716.0 |
-23.0 |
-1.3% |
1,716.0 |
| Close |
1,744.7 |
1,724.0 |
-20.7 |
-1.2% |
1,724.0 |
| Range |
14.4 |
28.7 |
14.3 |
99.3% |
39.5 |
| ATR |
19.1 |
19.8 |
0.7 |
3.6% |
0.0 |
| Volume |
106,130 |
158,721 |
52,591 |
49.6% |
656,088 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,814.3 |
1,797.9 |
1,739.8 |
|
| R3 |
1,785.6 |
1,769.2 |
1,731.9 |
|
| R2 |
1,756.9 |
1,756.9 |
1,729.3 |
|
| R1 |
1,740.5 |
1,740.5 |
1,726.6 |
1,734.4 |
| PP |
1,728.2 |
1,728.2 |
1,728.2 |
1,725.2 |
| S1 |
1,711.8 |
1,711.8 |
1,721.4 |
1,705.7 |
| S2 |
1,699.5 |
1,699.5 |
1,718.7 |
|
| S3 |
1,670.8 |
1,683.1 |
1,716.1 |
|
| S4 |
1,642.1 |
1,654.4 |
1,708.2 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,850.3 |
1,826.7 |
1,745.7 |
|
| R3 |
1,810.8 |
1,787.2 |
1,734.9 |
|
| R2 |
1,771.3 |
1,771.3 |
1,731.2 |
|
| R1 |
1,747.7 |
1,747.7 |
1,727.6 |
1,739.8 |
| PP |
1,731.8 |
1,731.8 |
1,731.8 |
1,727.9 |
| S1 |
1,708.2 |
1,708.2 |
1,720.4 |
1,700.3 |
| S2 |
1,692.3 |
1,692.3 |
1,716.8 |
|
| S3 |
1,652.8 |
1,668.7 |
1,713.1 |
|
| S4 |
1,613.3 |
1,629.2 |
1,702.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,755.5 |
1,716.0 |
39.5 |
2.3% |
18.7 |
1.1% |
20% |
False |
True |
131,217 |
| 10 |
1,782.5 |
1,716.0 |
66.5 |
3.9% |
17.7 |
1.0% |
12% |
False |
True |
126,998 |
| 20 |
1,798.1 |
1,716.0 |
82.1 |
4.8% |
19.1 |
1.1% |
10% |
False |
True |
143,578 |
| 40 |
1,798.1 |
1,647.1 |
151.0 |
8.8% |
20.6 |
1.2% |
51% |
False |
False |
145,288 |
| 60 |
1,798.1 |
1,586.3 |
211.8 |
12.3% |
19.8 |
1.2% |
65% |
False |
False |
130,677 |
| 80 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
21.0 |
1.2% |
70% |
False |
False |
102,105 |
| 100 |
1,798.1 |
1,551.0 |
247.1 |
14.3% |
22.2 |
1.3% |
70% |
False |
False |
82,430 |
| 120 |
1,798.1 |
1,535.4 |
262.7 |
15.2% |
22.7 |
1.3% |
72% |
False |
False |
69,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,866.7 |
|
2.618 |
1,819.8 |
|
1.618 |
1,791.1 |
|
1.000 |
1,773.4 |
|
0.618 |
1,762.4 |
|
HIGH |
1,744.7 |
|
0.618 |
1,733.7 |
|
0.500 |
1,730.4 |
|
0.382 |
1,727.0 |
|
LOW |
1,716.0 |
|
0.618 |
1,698.3 |
|
1.000 |
1,687.3 |
|
1.618 |
1,669.6 |
|
2.618 |
1,640.9 |
|
4.250 |
1,594.0 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,730.4 |
1,735.5 |
| PP |
1,728.2 |
1,731.7 |
| S1 |
1,726.1 |
1,727.8 |
|