| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,496.0 |
2,549.0 |
53.0 |
2.1% |
2,507.0 |
| High |
2,553.0 |
2,570.0 |
17.0 |
0.7% |
2,512.0 |
| Low |
2,494.0 |
2,544.0 |
50.0 |
2.0% |
2,433.0 |
| Close |
2,542.0 |
2,568.0 |
26.0 |
1.0% |
2,467.0 |
| Range |
59.0 |
26.0 |
-33.0 |
-55.9% |
79.0 |
| ATR |
45.1 |
43.9 |
-1.2 |
-2.7% |
0.0 |
| Volume |
1,112,278 |
984,564 |
-127,714 |
-11.5% |
4,786,553 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.7 |
2,629.3 |
2,582.3 |
|
| R3 |
2,612.7 |
2,603.3 |
2,575.2 |
|
| R2 |
2,586.7 |
2,586.7 |
2,572.8 |
|
| R1 |
2,577.3 |
2,577.3 |
2,570.4 |
2,582.0 |
| PP |
2,560.7 |
2,560.7 |
2,560.7 |
2,563.0 |
| S1 |
2,551.3 |
2,551.3 |
2,565.6 |
2,556.0 |
| S2 |
2,534.7 |
2,534.7 |
2,563.2 |
|
| S3 |
2,508.7 |
2,525.3 |
2,560.9 |
|
| S4 |
2,482.7 |
2,499.3 |
2,553.7 |
|
|
| 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 |
2,570.0 |
2,433.0 |
137.0 |
5.3% |
42.8 |
1.7% |
99% |
True |
False |
1,041,139 |
| 10 |
2,570.0 |
2,433.0 |
137.0 |
5.3% |
39.6 |
1.5% |
99% |
True |
False |
970,440 |
| 20 |
2,570.0 |
2,433.0 |
137.0 |
5.3% |
40.6 |
1.6% |
99% |
True |
False |
990,400 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.1% |
39.7 |
1.5% |
88% |
False |
False |
615,734 |
| 60 |
2,594.0 |
2,125.0 |
469.0 |
18.3% |
42.8 |
1.7% |
94% |
False |
False |
413,064 |
| 80 |
2,594.0 |
2,111.0 |
483.0 |
18.8% |
41.8 |
1.6% |
95% |
False |
False |
311,352 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.5% |
42.8 |
1.7% |
96% |
False |
False |
251,120 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.5% |
43.7 |
1.7% |
96% |
False |
False |
209,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.5 |
|
2.618 |
2,638.1 |
|
1.618 |
2,612.1 |
|
1.000 |
2,596.0 |
|
0.618 |
2,586.1 |
|
HIGH |
2,570.0 |
|
0.618 |
2,560.1 |
|
0.500 |
2,557.0 |
|
0.382 |
2,553.9 |
|
LOW |
2,544.0 |
|
0.618 |
2,527.9 |
|
1.000 |
2,518.0 |
|
1.618 |
2,501.9 |
|
2.618 |
2,475.9 |
|
4.250 |
2,433.5 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,564.3 |
2,549.5 |
| PP |
2,560.7 |
2,531.0 |
| S1 |
2,557.0 |
2,512.5 |
|