| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,457.0 |
2,440.0 |
-17.0 |
-0.7% |
2,439.0 |
| High |
2,467.0 |
2,490.0 |
23.0 |
0.9% |
2,530.0 |
| Low |
2,437.0 |
2,433.0 |
-4.0 |
-0.2% |
2,437.0 |
| Close |
2,455.0 |
2,482.0 |
27.0 |
1.1% |
2,525.0 |
| Range |
30.0 |
57.0 |
27.0 |
90.0% |
93.0 |
| ATR |
43.0 |
44.0 |
1.0 |
2.3% |
0.0 |
| Volume |
992,852 |
1,033,857 |
41,005 |
4.1% |
4,428,237 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,639.3 |
2,617.7 |
2,513.4 |
|
| R3 |
2,582.3 |
2,560.7 |
2,497.7 |
|
| R2 |
2,525.3 |
2,525.3 |
2,492.5 |
|
| R1 |
2,503.7 |
2,503.7 |
2,487.2 |
2,514.5 |
| PP |
2,468.3 |
2,468.3 |
2,468.3 |
2,473.8 |
| S1 |
2,446.7 |
2,446.7 |
2,476.8 |
2,457.5 |
| S2 |
2,411.3 |
2,411.3 |
2,471.6 |
|
| S3 |
2,354.3 |
2,389.7 |
2,466.3 |
|
| S4 |
2,297.3 |
2,332.7 |
2,450.7 |
|
|
| 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 |
2,433.0 |
97.0 |
3.9% |
40.8 |
1.6% |
51% |
False |
True |
924,361 |
| 10 |
2,530.0 |
2,433.0 |
97.0 |
3.9% |
45.3 |
1.8% |
51% |
False |
True |
950,159 |
| 20 |
2,594.0 |
2,433.0 |
161.0 |
6.5% |
38.3 |
1.5% |
30% |
False |
True |
970,653 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
39.0 |
1.6% |
46% |
False |
False |
511,939 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.3% |
43.4 |
1.7% |
77% |
False |
False |
343,578 |
| 80 |
2,594.0 |
2,100.0 |
494.0 |
19.9% |
42.4 |
1.7% |
77% |
False |
False |
259,327 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
42.7 |
1.7% |
81% |
False |
False |
209,462 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
43.6 |
1.8% |
81% |
False |
False |
174,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,732.3 |
|
2.618 |
2,639.2 |
|
1.618 |
2,582.2 |
|
1.000 |
2,547.0 |
|
0.618 |
2,525.2 |
|
HIGH |
2,490.0 |
|
0.618 |
2,468.2 |
|
0.500 |
2,461.5 |
|
0.382 |
2,454.8 |
|
LOW |
2,433.0 |
|
0.618 |
2,397.8 |
|
1.000 |
2,376.0 |
|
1.618 |
2,340.8 |
|
2.618 |
2,283.8 |
|
4.250 |
2,190.8 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.2 |
2,477.5 |
| PP |
2,468.3 |
2,473.0 |
| S1 |
2,461.5 |
2,468.5 |
|