| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,493.0 |
2,507.0 |
14.0 |
0.6% |
2,439.0 |
| High |
2,530.0 |
2,512.0 |
-18.0 |
-0.7% |
2,530.0 |
| Low |
2,487.0 |
2,487.0 |
0.0 |
0.0% |
2,437.0 |
| Close |
2,525.0 |
2,493.0 |
-32.0 |
-1.3% |
2,525.0 |
| Range |
43.0 |
25.0 |
-18.0 |
-41.9% |
93.0 |
| ATR |
44.1 |
43.6 |
-0.4 |
-1.0% |
0.0 |
| Volume |
690,305 |
1,046,261 |
355,956 |
51.6% |
4,428,237 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.3 |
2,557.7 |
2,506.8 |
|
| R3 |
2,547.3 |
2,532.7 |
2,499.9 |
|
| R2 |
2,522.3 |
2,522.3 |
2,497.6 |
|
| R1 |
2,507.7 |
2,507.7 |
2,495.3 |
2,502.5 |
| PP |
2,497.3 |
2,497.3 |
2,497.3 |
2,494.8 |
| S1 |
2,482.7 |
2,482.7 |
2,490.7 |
2,477.5 |
| S2 |
2,472.3 |
2,472.3 |
2,488.4 |
|
| S3 |
2,447.3 |
2,457.7 |
2,486.1 |
|
| S4 |
2,422.3 |
2,432.7 |
2,479.3 |
|
|
| 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 |
2,468.0 |
62.0 |
2.5% |
35.6 |
1.4% |
40% |
False |
False |
898,701 |
| 10 |
2,568.0 |
2,437.0 |
131.0 |
5.3% |
44.2 |
1.8% |
43% |
False |
False |
1,029,562 |
| 20 |
2,594.0 |
2,437.0 |
157.0 |
6.3% |
38.9 |
1.6% |
36% |
False |
False |
860,623 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
37.4 |
1.5% |
52% |
False |
False |
439,819 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
42.5 |
1.7% |
79% |
False |
False |
295,501 |
| 80 |
2,594.0 |
2,100.0 |
494.0 |
19.8% |
42.6 |
1.7% |
80% |
False |
False |
223,619 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
42.3 |
1.7% |
83% |
False |
False |
180,660 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
43.3 |
1.7% |
83% |
False |
False |
150,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.3 |
|
2.618 |
2,577.5 |
|
1.618 |
2,552.5 |
|
1.000 |
2,537.0 |
|
0.618 |
2,527.5 |
|
HIGH |
2,512.0 |
|
0.618 |
2,502.5 |
|
0.500 |
2,499.5 |
|
0.382 |
2,496.6 |
|
LOW |
2,487.0 |
|
0.618 |
2,471.6 |
|
1.000 |
2,462.0 |
|
1.618 |
2,446.6 |
|
2.618 |
2,421.6 |
|
4.250 |
2,380.8 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,499.5 |
2,501.5 |
| PP |
2,497.3 |
2,498.7 |
| S1 |
2,495.2 |
2,495.8 |
|