| 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 |
1,436.00 |
1,449.25 |
13.25 |
0.9% |
1,457.25 |
| High |
1,451.50 |
1,457.75 |
6.25 |
0.4% |
1,457.25 |
| Low |
1,434.50 |
1,446.25 |
11.75 |
0.8% |
1,420.00 |
| Close |
1,449.25 |
1,457.00 |
7.75 |
0.5% |
1,421.50 |
| Range |
17.00 |
11.50 |
-5.50 |
-32.4% |
37.25 |
| ATR |
15.19 |
14.93 |
-0.26 |
-1.7% |
0.00 |
| Volume |
1,622,289 |
1,534,392 |
-87,897 |
-5.4% |
7,800,288 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,488.25 |
1,484.00 |
1,463.25 |
|
| R3 |
1,476.75 |
1,472.50 |
1,460.25 |
|
| R2 |
1,465.25 |
1,465.25 |
1,459.00 |
|
| R1 |
1,461.00 |
1,461.00 |
1,458.00 |
1,463.00 |
| PP |
1,453.75 |
1,453.75 |
1,453.75 |
1,454.75 |
| S1 |
1,449.50 |
1,449.50 |
1,456.00 |
1,451.50 |
| S2 |
1,442.25 |
1,442.25 |
1,455.00 |
|
| S3 |
1,430.75 |
1,438.00 |
1,453.75 |
|
| S4 |
1,419.25 |
1,426.50 |
1,450.75 |
|
|
| 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 |
1,457.75 |
1,416.50 |
41.25 |
2.8% |
16.25 |
1.1% |
98% |
True |
False |
1,578,399 |
| 10 |
1,466.00 |
1,416.50 |
49.50 |
3.4% |
15.00 |
1.0% |
82% |
False |
False |
1,573,078 |
| 20 |
1,466.00 |
1,416.50 |
49.50 |
3.4% |
15.25 |
1.0% |
82% |
False |
False |
1,643,631 |
| 40 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
14.25 |
1.0% |
86% |
False |
False |
1,061,425 |
| 60 |
1,468.00 |
1,321.25 |
146.75 |
10.1% |
14.50 |
1.0% |
93% |
False |
False |
708,464 |
| 80 |
1,468.00 |
1,300.50 |
167.50 |
11.5% |
15.50 |
1.1% |
93% |
False |
False |
531,805 |
| 100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.25 |
1.1% |
95% |
False |
False |
425,601 |
| 120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.25 |
1.1% |
95% |
False |
False |
354,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,506.50 |
|
2.618 |
1,487.75 |
|
1.618 |
1,476.25 |
|
1.000 |
1,469.25 |
|
0.618 |
1,464.75 |
|
HIGH |
1,457.75 |
|
0.618 |
1,453.25 |
|
0.500 |
1,452.00 |
|
0.382 |
1,450.75 |
|
LOW |
1,446.25 |
|
0.618 |
1,439.25 |
|
1.000 |
1,434.75 |
|
1.618 |
1,427.75 |
|
2.618 |
1,416.25 |
|
4.250 |
1,397.50 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,455.25 |
1,450.50 |
| PP |
1,453.75 |
1,443.75 |
| S1 |
1,452.00 |
1,437.00 |
|