| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,477.0 |
2,483.0 |
6.0 |
0.2% |
2,548.0 |
| High |
2,516.0 |
2,497.0 |
-19.0 |
-0.8% |
2,568.0 |
| Low |
2,468.0 |
2,470.0 |
2.0 |
0.1% |
2,446.0 |
| Close |
2,489.0 |
2,487.0 |
-2.0 |
-0.1% |
2,455.0 |
| Range |
48.0 |
27.0 |
-21.0 |
-43.8% |
122.0 |
| ATR |
45.4 |
44.1 |
-1.3 |
-2.9% |
0.0 |
| Volume |
872,604 |
973,581 |
100,977 |
11.6% |
5,728,562 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.7 |
2,553.3 |
2,501.9 |
|
| R3 |
2,538.7 |
2,526.3 |
2,494.4 |
|
| R2 |
2,511.7 |
2,511.7 |
2,492.0 |
|
| R1 |
2,499.3 |
2,499.3 |
2,489.5 |
2,505.5 |
| PP |
2,484.7 |
2,484.7 |
2,484.7 |
2,487.8 |
| S1 |
2,472.3 |
2,472.3 |
2,484.5 |
2,478.5 |
| S2 |
2,457.7 |
2,457.7 |
2,482.1 |
|
| S3 |
2,430.7 |
2,445.3 |
2,479.6 |
|
| S4 |
2,403.7 |
2,418.3 |
2,472.2 |
|
|
| 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 |
2,525.0 |
2,437.0 |
88.0 |
3.5% |
49.8 |
2.0% |
57% |
False |
False |
1,074,587 |
| 10 |
2,570.0 |
2,437.0 |
133.0 |
5.3% |
41.6 |
1.7% |
38% |
False |
False |
1,010,360 |
| 20 |
2,594.0 |
2,430.0 |
164.0 |
6.6% |
41.3 |
1.7% |
35% |
False |
False |
741,986 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
37.3 |
1.5% |
49% |
False |
False |
373,653 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.3% |
42.2 |
1.7% |
78% |
False |
False |
251,684 |
| 80 |
2,594.0 |
2,098.0 |
496.0 |
19.9% |
42.5 |
1.7% |
78% |
False |
False |
191,360 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
42.9 |
1.7% |
81% |
False |
False |
154,221 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
43.9 |
1.8% |
81% |
False |
False |
128,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,611.8 |
|
2.618 |
2,567.7 |
|
1.618 |
2,540.7 |
|
1.000 |
2,524.0 |
|
0.618 |
2,513.7 |
|
HIGH |
2,497.0 |
|
0.618 |
2,486.7 |
|
0.500 |
2,483.5 |
|
0.382 |
2,480.3 |
|
LOW |
2,470.0 |
|
0.618 |
2,453.3 |
|
1.000 |
2,443.0 |
|
1.618 |
2,426.3 |
|
2.618 |
2,399.3 |
|
4.250 |
2,355.3 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,485.8 |
2,483.5 |
| PP |
2,484.7 |
2,480.0 |
| S1 |
2,483.5 |
2,476.5 |
|