| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,498.0 |
2,493.0 |
-5.0 |
-0.2% |
2,439.0 |
| High |
2,508.0 |
2,530.0 |
22.0 |
0.9% |
2,530.0 |
| Low |
2,473.0 |
2,487.0 |
14.0 |
0.6% |
2,437.0 |
| Close |
2,478.0 |
2,525.0 |
47.0 |
1.9% |
2,525.0 |
| Range |
35.0 |
43.0 |
8.0 |
22.9% |
93.0 |
| ATR |
43.5 |
44.1 |
0.6 |
1.4% |
0.0 |
| Volume |
910,758 |
690,305 |
-220,453 |
-24.2% |
4,428,237 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,643.0 |
2,627.0 |
2,548.7 |
|
| R3 |
2,600.0 |
2,584.0 |
2,536.8 |
|
| R2 |
2,557.0 |
2,557.0 |
2,532.9 |
|
| R1 |
2,541.0 |
2,541.0 |
2,528.9 |
2,549.0 |
| PP |
2,514.0 |
2,514.0 |
2,514.0 |
2,518.0 |
| S1 |
2,498.0 |
2,498.0 |
2,521.1 |
2,506.0 |
| S2 |
2,471.0 |
2,471.0 |
2,517.1 |
|
| S3 |
2,428.0 |
2,455.0 |
2,513.2 |
|
| S4 |
2,385.0 |
2,412.0 |
2,501.4 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.3 |
2,743.7 |
2,576.2 |
|
| R3 |
2,683.3 |
2,650.7 |
2,550.6 |
|
| R2 |
2,590.3 |
2,590.3 |
2,542.1 |
|
| R1 |
2,557.7 |
2,557.7 |
2,533.5 |
2,574.0 |
| PP |
2,497.3 |
2,497.3 |
2,497.3 |
2,505.5 |
| S1 |
2,464.7 |
2,464.7 |
2,516.5 |
2,481.0 |
| S2 |
2,404.3 |
2,404.3 |
2,508.0 |
|
| S3 |
2,311.3 |
2,371.7 |
2,499.4 |
|
| S4 |
2,218.3 |
2,278.7 |
2,473.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,530.0 |
2,437.0 |
93.0 |
3.7% |
42.8 |
1.7% |
95% |
True |
False |
885,647 |
| 10 |
2,568.0 |
2,437.0 |
131.0 |
5.2% |
44.1 |
1.7% |
67% |
False |
False |
1,015,679 |
| 20 |
2,594.0 |
2,437.0 |
157.0 |
6.2% |
39.0 |
1.5% |
56% |
False |
False |
812,995 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.3% |
37.5 |
1.5% |
67% |
False |
False |
413,669 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.0% |
42.7 |
1.7% |
86% |
False |
False |
278,065 |
| 80 |
2,594.0 |
2,100.0 |
494.0 |
19.6% |
42.6 |
1.7% |
86% |
False |
False |
210,750 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.9% |
42.6 |
1.7% |
88% |
False |
False |
170,198 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.9% |
43.7 |
1.7% |
88% |
False |
False |
141,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.8 |
|
2.618 |
2,642.6 |
|
1.618 |
2,599.6 |
|
1.000 |
2,573.0 |
|
0.618 |
2,556.6 |
|
HIGH |
2,530.0 |
|
0.618 |
2,513.6 |
|
0.500 |
2,508.5 |
|
0.382 |
2,503.4 |
|
LOW |
2,487.0 |
|
0.618 |
2,460.4 |
|
1.000 |
2,444.0 |
|
1.618 |
2,417.4 |
|
2.618 |
2,374.4 |
|
4.250 |
2,304.3 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,519.5 |
2,516.7 |
| PP |
2,514.0 |
2,508.3 |
| S1 |
2,508.5 |
2,500.0 |
|