| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,789.00 |
2,787.00 |
-2.00 |
-0.1% |
2,852.00 |
| High |
2,822.50 |
2,807.75 |
-14.75 |
-0.5% |
2,857.25 |
| Low |
2,777.75 |
2,772.50 |
-5.25 |
-0.2% |
2,762.25 |
| Close |
2,788.25 |
2,795.25 |
7.00 |
0.3% |
2,792.00 |
| Range |
44.75 |
35.25 |
-9.50 |
-21.2% |
95.00 |
| ATR |
32.79 |
32.97 |
0.18 |
0.5% |
0.00 |
| Volume |
261,991 |
222,226 |
-39,765 |
-15.2% |
1,155,255 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.50 |
2,881.75 |
2,814.75 |
|
| R3 |
2,862.25 |
2,846.50 |
2,805.00 |
|
| R2 |
2,827.00 |
2,827.00 |
2,801.75 |
|
| R1 |
2,811.25 |
2,811.25 |
2,798.50 |
2,819.00 |
| PP |
2,791.75 |
2,791.75 |
2,791.75 |
2,795.75 |
| S1 |
2,776.00 |
2,776.00 |
2,792.00 |
2,784.00 |
| S2 |
2,756.50 |
2,756.50 |
2,788.75 |
|
| S3 |
2,721.25 |
2,740.75 |
2,785.50 |
|
| S4 |
2,686.00 |
2,705.50 |
2,775.75 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.75 |
3,035.50 |
2,844.25 |
|
| R3 |
2,993.75 |
2,940.50 |
2,818.00 |
|
| R2 |
2,898.75 |
2,898.75 |
2,809.50 |
|
| R1 |
2,845.50 |
2,845.50 |
2,800.75 |
2,824.50 |
| PP |
2,803.75 |
2,803.75 |
2,803.75 |
2,793.50 |
| S1 |
2,750.50 |
2,750.50 |
2,783.25 |
2,729.50 |
| S2 |
2,708.75 |
2,708.75 |
2,774.50 |
|
| S3 |
2,613.75 |
2,655.50 |
2,766.00 |
|
| S4 |
2,518.75 |
2,560.50 |
2,739.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,822.50 |
2,762.25 |
60.25 |
2.2% |
40.50 |
1.4% |
55% |
False |
False |
239,913 |
| 10 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
35.00 |
1.3% |
30% |
False |
False |
225,987 |
| 20 |
2,871.75 |
2,751.25 |
120.50 |
4.3% |
33.00 |
1.2% |
37% |
False |
False |
161,263 |
| 40 |
2,871.75 |
2,695.75 |
176.00 |
6.3% |
27.75 |
1.0% |
57% |
False |
False |
80,823 |
| 60 |
2,871.75 |
2,510.25 |
361.50 |
12.9% |
29.50 |
1.1% |
79% |
False |
False |
53,891 |
| 80 |
2,871.75 |
2,503.75 |
368.00 |
13.2% |
27.50 |
1.0% |
79% |
False |
False |
40,420 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.4% |
24.50 |
0.9% |
82% |
False |
False |
32,337 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.4% |
22.50 |
0.8% |
82% |
False |
False |
26,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.50 |
|
2.618 |
2,900.00 |
|
1.618 |
2,864.75 |
|
1.000 |
2,843.00 |
|
0.618 |
2,829.50 |
|
HIGH |
2,807.75 |
|
0.618 |
2,794.25 |
|
0.500 |
2,790.00 |
|
0.382 |
2,786.00 |
|
LOW |
2,772.50 |
|
0.618 |
2,750.75 |
|
1.000 |
2,737.25 |
|
1.618 |
2,715.50 |
|
2.618 |
2,680.25 |
|
4.250 |
2,622.75 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.50 |
2,797.50 |
| PP |
2,791.75 |
2,796.75 |
| S1 |
2,790.00 |
2,796.00 |
|