| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,787.00 |
2,795.25 |
8.25 |
0.3% |
2,852.00 |
| High |
2,807.75 |
2,817.25 |
9.50 |
0.3% |
2,857.25 |
| Low |
2,772.50 |
2,788.00 |
15.50 |
0.6% |
2,762.25 |
| Close |
2,795.25 |
2,808.00 |
12.75 |
0.5% |
2,792.00 |
| Range |
35.25 |
29.25 |
-6.00 |
-17.0% |
95.00 |
| ATR |
32.97 |
32.70 |
-0.27 |
-0.8% |
0.00 |
| Volume |
222,226 |
203,387 |
-18,839 |
-8.5% |
1,155,255 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.25 |
2,879.25 |
2,824.00 |
|
| R3 |
2,863.00 |
2,850.00 |
2,816.00 |
|
| R2 |
2,833.75 |
2,833.75 |
2,813.25 |
|
| R1 |
2,820.75 |
2,820.75 |
2,810.75 |
2,827.25 |
| PP |
2,804.50 |
2,804.50 |
2,804.50 |
2,807.50 |
| S1 |
2,791.50 |
2,791.50 |
2,805.25 |
2,798.00 |
| S2 |
2,775.25 |
2,775.25 |
2,802.75 |
|
| S3 |
2,746.00 |
2,762.25 |
2,800.00 |
|
| S4 |
2,716.75 |
2,733.00 |
2,792.00 |
|
|
| 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 |
2,772.50 |
50.00 |
1.8% |
37.25 |
1.3% |
71% |
False |
False |
229,927 |
| 10 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
35.75 |
1.3% |
42% |
False |
False |
224,361 |
| 20 |
2,871.75 |
2,761.00 |
110.75 |
3.9% |
33.50 |
1.2% |
42% |
False |
False |
171,372 |
| 40 |
2,871.75 |
2,699.25 |
172.50 |
6.1% |
28.25 |
1.0% |
63% |
False |
False |
85,908 |
| 60 |
2,871.75 |
2,510.25 |
361.50 |
12.9% |
29.25 |
1.0% |
82% |
False |
False |
57,281 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.0% |
27.75 |
1.0% |
83% |
False |
False |
42,962 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.3% |
24.50 |
0.9% |
85% |
False |
False |
34,370 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.3% |
22.75 |
0.8% |
85% |
False |
False |
28,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.50 |
|
2.618 |
2,893.75 |
|
1.618 |
2,864.50 |
|
1.000 |
2,846.50 |
|
0.618 |
2,835.25 |
|
HIGH |
2,817.25 |
|
0.618 |
2,806.00 |
|
0.500 |
2,802.50 |
|
0.382 |
2,799.25 |
|
LOW |
2,788.00 |
|
0.618 |
2,770.00 |
|
1.000 |
2,758.75 |
|
1.618 |
2,740.75 |
|
2.618 |
2,711.50 |
|
4.250 |
2,663.75 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.25 |
2,804.50 |
| PP |
2,804.50 |
2,801.00 |
| S1 |
2,802.50 |
2,797.50 |
|