| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,483.0 |
2,498.0 |
15.0 |
0.6% |
2,548.0 |
| High |
2,497.0 |
2,508.0 |
11.0 |
0.4% |
2,568.0 |
| Low |
2,470.0 |
2,473.0 |
3.0 |
0.1% |
2,446.0 |
| Close |
2,487.0 |
2,478.0 |
-9.0 |
-0.4% |
2,455.0 |
| Range |
27.0 |
35.0 |
8.0 |
29.6% |
122.0 |
| ATR |
44.1 |
43.5 |
-0.7 |
-1.5% |
0.0 |
| Volume |
973,581 |
910,758 |
-62,823 |
-6.5% |
5,728,562 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.3 |
2,569.7 |
2,497.3 |
|
| R3 |
2,556.3 |
2,534.7 |
2,487.6 |
|
| R2 |
2,521.3 |
2,521.3 |
2,484.4 |
|
| R1 |
2,499.7 |
2,499.7 |
2,481.2 |
2,493.0 |
| PP |
2,486.3 |
2,486.3 |
2,486.3 |
2,483.0 |
| S1 |
2,464.7 |
2,464.7 |
2,474.8 |
2,458.0 |
| S2 |
2,451.3 |
2,451.3 |
2,471.6 |
|
| S3 |
2,416.3 |
2,429.7 |
2,468.4 |
|
| S4 |
2,381.3 |
2,394.7 |
2,458.8 |
|
|
| 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 |
2,524.0 |
2,437.0 |
87.0 |
3.5% |
49.8 |
2.0% |
47% |
False |
False |
975,958 |
| 10 |
2,570.0 |
2,437.0 |
133.0 |
5.4% |
42.8 |
1.7% |
31% |
False |
False |
1,011,087 |
| 20 |
2,594.0 |
2,437.0 |
157.0 |
6.3% |
38.7 |
1.6% |
26% |
False |
False |
784,992 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
37.5 |
1.5% |
44% |
False |
False |
396,419 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.3% |
42.3 |
1.7% |
76% |
False |
False |
266,861 |
| 80 |
2,594.0 |
2,098.0 |
496.0 |
20.0% |
42.6 |
1.7% |
77% |
False |
False |
202,322 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
42.7 |
1.7% |
80% |
False |
False |
163,315 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
43.7 |
1.8% |
80% |
False |
False |
136,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.8 |
|
2.618 |
2,599.6 |
|
1.618 |
2,564.6 |
|
1.000 |
2,543.0 |
|
0.618 |
2,529.6 |
|
HIGH |
2,508.0 |
|
0.618 |
2,494.6 |
|
0.500 |
2,490.5 |
|
0.382 |
2,486.4 |
|
LOW |
2,473.0 |
|
0.618 |
2,451.4 |
|
1.000 |
2,438.0 |
|
1.618 |
2,416.4 |
|
2.618 |
2,381.4 |
|
4.250 |
2,324.3 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,490.5 |
2,492.0 |
| PP |
2,486.3 |
2,487.3 |
| S1 |
2,482.2 |
2,482.7 |
|