| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,521.0 |
2,439.0 |
-82.0 |
-3.3% |
2,548.0 |
| High |
2,524.0 |
2,498.0 |
-26.0 |
-1.0% |
2,568.0 |
| Low |
2,446.0 |
2,437.0 |
-9.0 |
-0.4% |
2,446.0 |
| Close |
2,455.0 |
2,495.0 |
40.0 |
1.6% |
2,455.0 |
| Range |
78.0 |
61.0 |
-17.0 |
-21.8% |
122.0 |
| ATR |
44.0 |
45.2 |
1.2 |
2.8% |
0.0 |
| Volume |
1,141,858 |
980,989 |
-160,869 |
-14.1% |
5,728,562 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.7 |
2,638.3 |
2,528.6 |
|
| R3 |
2,598.7 |
2,577.3 |
2,511.8 |
|
| R2 |
2,537.7 |
2,537.7 |
2,506.2 |
|
| R1 |
2,516.3 |
2,516.3 |
2,500.6 |
2,527.0 |
| PP |
2,476.7 |
2,476.7 |
2,476.7 |
2,482.0 |
| S1 |
2,455.3 |
2,455.3 |
2,489.4 |
2,466.0 |
| S2 |
2,415.7 |
2,415.7 |
2,483.8 |
|
| S3 |
2,354.7 |
2,394.3 |
2,478.2 |
|
| S4 |
2,293.7 |
2,333.3 |
2,461.5 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.7 |
2,777.3 |
2,522.1 |
|
| R3 |
2,733.7 |
2,655.3 |
2,488.6 |
|
| R2 |
2,611.7 |
2,611.7 |
2,477.4 |
|
| R1 |
2,533.3 |
2,533.3 |
2,466.2 |
2,511.5 |
| PP |
2,489.7 |
2,489.7 |
2,489.7 |
2,478.8 |
| S1 |
2,411.3 |
2,411.3 |
2,443.8 |
2,389.5 |
| S2 |
2,367.7 |
2,367.7 |
2,432.6 |
|
| S3 |
2,245.7 |
2,289.3 |
2,421.5 |
|
| S4 |
2,123.7 |
2,167.3 |
2,387.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,568.0 |
2,437.0 |
131.0 |
5.3% |
52.8 |
2.1% |
44% |
False |
True |
1,160,422 |
| 10 |
2,570.0 |
2,437.0 |
133.0 |
5.3% |
41.2 |
1.7% |
44% |
False |
True |
1,028,948 |
| 20 |
2,594.0 |
2,407.0 |
187.0 |
7.5% |
41.3 |
1.7% |
47% |
False |
False |
652,706 |
| 40 |
2,594.0 |
2,350.0 |
244.0 |
9.8% |
38.0 |
1.5% |
59% |
False |
False |
327,512 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
42.0 |
1.7% |
79% |
False |
False |
221,087 |
| 80 |
2,594.0 |
2,097.0 |
497.0 |
19.9% |
43.1 |
1.7% |
80% |
False |
False |
168,894 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
43.2 |
1.7% |
83% |
False |
False |
135,766 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
44.2 |
1.8% |
83% |
False |
False |
113,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.3 |
|
2.618 |
2,657.7 |
|
1.618 |
2,596.7 |
|
1.000 |
2,559.0 |
|
0.618 |
2,535.7 |
|
HIGH |
2,498.0 |
|
0.618 |
2,474.7 |
|
0.500 |
2,467.5 |
|
0.382 |
2,460.3 |
|
LOW |
2,437.0 |
|
0.618 |
2,399.3 |
|
1.000 |
2,376.0 |
|
1.618 |
2,338.3 |
|
2.618 |
2,277.3 |
|
4.250 |
2,177.8 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,485.8 |
2,490.3 |
| PP |
2,476.7 |
2,485.7 |
| S1 |
2,467.5 |
2,481.0 |
|