| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,439.0 |
2,477.0 |
38.0 |
1.6% |
2,548.0 |
| High |
2,498.0 |
2,516.0 |
18.0 |
0.7% |
2,568.0 |
| Low |
2,437.0 |
2,468.0 |
31.0 |
1.3% |
2,446.0 |
| Close |
2,495.0 |
2,489.0 |
-6.0 |
-0.2% |
2,455.0 |
| Range |
61.0 |
48.0 |
-13.0 |
-21.3% |
122.0 |
| ATR |
45.2 |
45.4 |
0.2 |
0.4% |
0.0 |
| Volume |
980,989 |
872,604 |
-108,385 |
-11.0% |
5,728,562 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.0 |
2,610.0 |
2,515.4 |
|
| R3 |
2,587.0 |
2,562.0 |
2,502.2 |
|
| R2 |
2,539.0 |
2,539.0 |
2,497.8 |
|
| R1 |
2,514.0 |
2,514.0 |
2,493.4 |
2,526.5 |
| PP |
2,491.0 |
2,491.0 |
2,491.0 |
2,497.3 |
| S1 |
2,466.0 |
2,466.0 |
2,484.6 |
2,478.5 |
| S2 |
2,443.0 |
2,443.0 |
2,480.2 |
|
| S3 |
2,395.0 |
2,418.0 |
2,475.8 |
|
| S4 |
2,347.0 |
2,370.0 |
2,462.6 |
|
|
| 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 |
2,541.0 |
2,437.0 |
104.0 |
4.2% |
54.8 |
2.2% |
50% |
False |
False |
1,075,407 |
| 10 |
2,570.0 |
2,437.0 |
133.0 |
5.3% |
41.9 |
1.7% |
39% |
False |
False |
1,003,351 |
| 20 |
2,594.0 |
2,407.0 |
187.0 |
7.5% |
42.0 |
1.7% |
44% |
False |
False |
695,838 |
| 40 |
2,594.0 |
2,379.0 |
215.0 |
8.6% |
38.1 |
1.5% |
51% |
False |
False |
349,321 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
42.4 |
1.7% |
78% |
False |
False |
235,459 |
| 80 |
2,594.0 |
2,097.0 |
497.0 |
20.0% |
42.7 |
1.7% |
79% |
False |
False |
179,565 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
43.2 |
1.7% |
82% |
False |
False |
144,492 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
44.1 |
1.8% |
82% |
False |
False |
120,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,720.0 |
|
2.618 |
2,641.7 |
|
1.618 |
2,593.7 |
|
1.000 |
2,564.0 |
|
0.618 |
2,545.7 |
|
HIGH |
2,516.0 |
|
0.618 |
2,497.7 |
|
0.500 |
2,492.0 |
|
0.382 |
2,486.3 |
|
LOW |
2,468.0 |
|
0.618 |
2,438.3 |
|
1.000 |
2,420.0 |
|
1.618 |
2,390.3 |
|
2.618 |
2,342.3 |
|
4.250 |
2,264.0 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,492.0 |
2,486.2 |
| PP |
2,491.0 |
2,483.3 |
| S1 |
2,490.0 |
2,480.5 |
|