| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,507.0 |
2,503.0 |
-4.0 |
-0.2% |
2,439.0 |
| High |
2,512.0 |
2,504.0 |
-8.0 |
-0.3% |
2,530.0 |
| Low |
2,487.0 |
2,455.0 |
-32.0 |
-1.3% |
2,437.0 |
| Close |
2,493.0 |
2,462.0 |
-31.0 |
-1.2% |
2,525.0 |
| Range |
25.0 |
49.0 |
24.0 |
96.0% |
93.0 |
| ATR |
43.6 |
44.0 |
0.4 |
0.9% |
0.0 |
| Volume |
1,046,261 |
858,532 |
-187,729 |
-17.9% |
4,428,237 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.7 |
2,590.3 |
2,489.0 |
|
| R3 |
2,571.7 |
2,541.3 |
2,475.5 |
|
| R2 |
2,522.7 |
2,522.7 |
2,471.0 |
|
| R1 |
2,492.3 |
2,492.3 |
2,466.5 |
2,483.0 |
| PP |
2,473.7 |
2,473.7 |
2,473.7 |
2,469.0 |
| S1 |
2,443.3 |
2,443.3 |
2,457.5 |
2,434.0 |
| S2 |
2,424.7 |
2,424.7 |
2,453.0 |
|
| S3 |
2,375.7 |
2,394.3 |
2,448.5 |
|
| S4 |
2,326.7 |
2,345.3 |
2,435.1 |
|
|
| 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 |
2,455.0 |
75.0 |
3.0% |
35.8 |
1.5% |
9% |
False |
True |
895,887 |
| 10 |
2,541.0 |
2,437.0 |
104.0 |
4.2% |
45.3 |
1.8% |
24% |
False |
False |
985,647 |
| 20 |
2,594.0 |
2,437.0 |
157.0 |
6.4% |
38.7 |
1.6% |
16% |
False |
False |
898,864 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.5% |
37.8 |
1.5% |
37% |
False |
False |
461,279 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.5% |
43.0 |
1.7% |
72% |
False |
False |
309,809 |
| 80 |
2,594.0 |
2,100.0 |
494.0 |
20.1% |
42.3 |
1.7% |
73% |
False |
False |
234,248 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.5% |
42.6 |
1.7% |
77% |
False |
False |
189,242 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.5% |
43.5 |
1.8% |
77% |
False |
False |
157,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.3 |
|
2.618 |
2,632.3 |
|
1.618 |
2,583.3 |
|
1.000 |
2,553.0 |
|
0.618 |
2,534.3 |
|
HIGH |
2,504.0 |
|
0.618 |
2,485.3 |
|
0.500 |
2,479.5 |
|
0.382 |
2,473.7 |
|
LOW |
2,455.0 |
|
0.618 |
2,424.7 |
|
1.000 |
2,406.0 |
|
1.618 |
2,375.7 |
|
2.618 |
2,326.7 |
|
4.250 |
2,246.8 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,479.5 |
2,492.5 |
| PP |
2,473.7 |
2,482.3 |
| S1 |
2,467.8 |
2,472.2 |
|