| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,423.50 |
1,436.00 |
12.50 |
0.9% |
1,457.25 |
| High |
1,436.50 |
1,451.50 |
15.00 |
1.0% |
1,457.25 |
| Low |
1,416.50 |
1,434.50 |
18.00 |
1.3% |
1,420.00 |
| Close |
1,435.50 |
1,449.25 |
13.75 |
1.0% |
1,421.50 |
| Range |
20.00 |
17.00 |
-3.00 |
-15.0% |
37.25 |
| ATR |
15.05 |
15.19 |
0.14 |
0.9% |
0.00 |
| Volume |
1,525,436 |
1,622,289 |
96,853 |
6.3% |
7,800,288 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,496.00 |
1,489.75 |
1,458.50 |
|
| R3 |
1,479.00 |
1,472.75 |
1,454.00 |
|
| R2 |
1,462.00 |
1,462.00 |
1,452.25 |
|
| R1 |
1,455.75 |
1,455.75 |
1,450.75 |
1,459.00 |
| PP |
1,445.00 |
1,445.00 |
1,445.00 |
1,446.75 |
| S1 |
1,438.75 |
1,438.75 |
1,447.75 |
1,442.00 |
| S2 |
1,428.00 |
1,428.00 |
1,446.25 |
|
| S3 |
1,411.00 |
1,421.75 |
1,444.50 |
|
| S4 |
1,394.00 |
1,404.75 |
1,440.00 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,544.75 |
1,520.25 |
1,442.00 |
|
| R3 |
1,507.50 |
1,483.00 |
1,431.75 |
|
| R2 |
1,470.25 |
1,470.25 |
1,428.25 |
|
| R1 |
1,445.75 |
1,445.75 |
1,425.00 |
1,439.50 |
| PP |
1,433.00 |
1,433.00 |
1,433.00 |
1,429.75 |
| S1 |
1,408.50 |
1,408.50 |
1,418.00 |
1,402.00 |
| S2 |
1,395.75 |
1,395.75 |
1,414.75 |
|
| S3 |
1,358.50 |
1,371.25 |
1,411.25 |
|
| S4 |
1,321.25 |
1,334.00 |
1,401.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,451.50 |
1,416.50 |
35.00 |
2.4% |
16.50 |
1.1% |
94% |
True |
False |
1,606,055 |
| 10 |
1,466.00 |
1,416.50 |
49.50 |
3.4% |
15.25 |
1.1% |
66% |
False |
False |
1,575,021 |
| 20 |
1,466.00 |
1,416.50 |
49.50 |
3.4% |
15.00 |
1.0% |
66% |
False |
False |
1,649,829 |
| 40 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
14.25 |
1.0% |
77% |
False |
False |
1,023,121 |
| 60 |
1,468.00 |
1,314.25 |
153.75 |
10.6% |
14.50 |
1.0% |
88% |
False |
False |
682,911 |
| 80 |
1,468.00 |
1,297.00 |
171.00 |
11.8% |
15.50 |
1.1% |
89% |
False |
False |
512,634 |
| 100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.25 |
1.1% |
91% |
False |
False |
410,258 |
| 120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.25 |
1.1% |
91% |
False |
False |
341,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,523.75 |
|
2.618 |
1,496.00 |
|
1.618 |
1,479.00 |
|
1.000 |
1,468.50 |
|
0.618 |
1,462.00 |
|
HIGH |
1,451.50 |
|
0.618 |
1,445.00 |
|
0.500 |
1,443.00 |
|
0.382 |
1,441.00 |
|
LOW |
1,434.50 |
|
0.618 |
1,424.00 |
|
1.000 |
1,417.50 |
|
1.618 |
1,407.00 |
|
2.618 |
1,390.00 |
|
4.250 |
1,362.25 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,447.25 |
1,444.25 |
| PP |
1,445.00 |
1,439.00 |
| S1 |
1,443.00 |
1,434.00 |
|