| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,440.0 |
2,474.0 |
34.0 |
1.4% |
2,507.0 |
| High |
2,490.0 |
2,489.0 |
-1.0 |
0.0% |
2,512.0 |
| Low |
2,433.0 |
2,458.0 |
25.0 |
1.0% |
2,433.0 |
| Close |
2,482.0 |
2,467.0 |
-15.0 |
-0.6% |
2,467.0 |
| Range |
57.0 |
31.0 |
-26.0 |
-45.6% |
79.0 |
| ATR |
44.0 |
43.1 |
-0.9 |
-2.1% |
0.0 |
| Volume |
1,033,857 |
855,051 |
-178,806 |
-17.3% |
4,786,553 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,564.3 |
2,546.7 |
2,484.1 |
|
| R3 |
2,533.3 |
2,515.7 |
2,475.5 |
|
| R2 |
2,502.3 |
2,502.3 |
2,472.7 |
|
| R1 |
2,484.7 |
2,484.7 |
2,469.8 |
2,478.0 |
| PP |
2,471.3 |
2,471.3 |
2,471.3 |
2,468.0 |
| S1 |
2,453.7 |
2,453.7 |
2,464.2 |
2,447.0 |
| S2 |
2,440.3 |
2,440.3 |
2,461.3 |
|
| S3 |
2,409.3 |
2,422.7 |
2,458.5 |
|
| S4 |
2,378.3 |
2,391.7 |
2,450.0 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.7 |
2,666.3 |
2,510.5 |
|
| R3 |
2,628.7 |
2,587.3 |
2,488.7 |
|
| R2 |
2,549.7 |
2,549.7 |
2,481.5 |
|
| R1 |
2,508.3 |
2,508.3 |
2,474.2 |
2,489.5 |
| PP |
2,470.7 |
2,470.7 |
2,470.7 |
2,461.3 |
| S1 |
2,429.3 |
2,429.3 |
2,459.8 |
2,410.5 |
| S2 |
2,391.7 |
2,391.7 |
2,452.5 |
|
| S3 |
2,312.7 |
2,350.3 |
2,445.3 |
|
| S4 |
2,233.7 |
2,271.3 |
2,423.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,512.0 |
2,433.0 |
79.0 |
3.2% |
38.4 |
1.6% |
43% |
False |
False |
957,310 |
| 10 |
2,530.0 |
2,433.0 |
97.0 |
3.9% |
40.6 |
1.6% |
35% |
False |
False |
921,479 |
| 20 |
2,579.0 |
2,433.0 |
146.0 |
5.9% |
38.6 |
1.6% |
23% |
False |
False |
983,201 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.5% |
38.6 |
1.6% |
39% |
False |
False |
533,309 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.4% |
43.5 |
1.8% |
73% |
False |
False |
357,827 |
| 80 |
2,594.0 |
2,100.0 |
494.0 |
20.0% |
42.0 |
1.7% |
74% |
False |
False |
270,013 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.4% |
42.5 |
1.7% |
78% |
False |
False |
218,011 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.4% |
43.7 |
1.8% |
78% |
False |
False |
181,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,620.8 |
|
2.618 |
2,570.2 |
|
1.618 |
2,539.2 |
|
1.000 |
2,520.0 |
|
0.618 |
2,508.2 |
|
HIGH |
2,489.0 |
|
0.618 |
2,477.2 |
|
0.500 |
2,473.5 |
|
0.382 |
2,469.8 |
|
LOW |
2,458.0 |
|
0.618 |
2,438.8 |
|
1.000 |
2,427.0 |
|
1.618 |
2,407.8 |
|
2.618 |
2,376.8 |
|
4.250 |
2,326.3 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,473.5 |
2,465.2 |
| PP |
2,471.3 |
2,463.3 |
| S1 |
2,469.2 |
2,461.5 |
|