| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,795.25 |
2,809.00 |
13.75 |
0.5% |
2,852.00 |
| High |
2,817.25 |
2,830.00 |
12.75 |
0.5% |
2,857.25 |
| Low |
2,788.00 |
2,807.75 |
19.75 |
0.7% |
2,762.25 |
| Close |
2,808.00 |
2,821.50 |
13.50 |
0.5% |
2,792.00 |
| Range |
29.25 |
22.25 |
-7.00 |
-23.9% |
95.00 |
| ATR |
32.70 |
31.96 |
-0.75 |
-2.3% |
0.00 |
| Volume |
203,387 |
194,754 |
-8,633 |
-4.2% |
1,155,255 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.50 |
2,876.25 |
2,833.75 |
|
| R3 |
2,864.25 |
2,854.00 |
2,827.50 |
|
| R2 |
2,842.00 |
2,842.00 |
2,825.50 |
|
| R1 |
2,831.75 |
2,831.75 |
2,823.50 |
2,837.00 |
| PP |
2,819.75 |
2,819.75 |
2,819.75 |
2,822.25 |
| S1 |
2,809.50 |
2,809.50 |
2,819.50 |
2,814.50 |
| S2 |
2,797.50 |
2,797.50 |
2,817.50 |
|
| S3 |
2,775.25 |
2,787.25 |
2,815.50 |
|
| S4 |
2,753.00 |
2,765.00 |
2,809.25 |
|
|
| 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 |
2,830.00 |
2,772.50 |
57.50 |
2.0% |
32.50 |
1.1% |
85% |
True |
False |
225,026 |
| 10 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
36.00 |
1.3% |
54% |
False |
False |
220,777 |
| 20 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
31.50 |
1.1% |
54% |
False |
False |
180,872 |
| 40 |
2,871.75 |
2,701.00 |
170.75 |
6.1% |
28.50 |
1.0% |
71% |
False |
False |
90,776 |
| 60 |
2,871.75 |
2,510.25 |
361.50 |
12.8% |
29.25 |
1.0% |
86% |
False |
False |
60,527 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.0% |
28.00 |
1.0% |
86% |
False |
False |
45,397 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.2% |
24.50 |
0.9% |
88% |
False |
False |
36,318 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.2% |
22.75 |
0.8% |
88% |
False |
False |
30,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.50 |
|
2.618 |
2,888.25 |
|
1.618 |
2,866.00 |
|
1.000 |
2,852.25 |
|
0.618 |
2,843.75 |
|
HIGH |
2,830.00 |
|
0.618 |
2,821.50 |
|
0.500 |
2,819.00 |
|
0.382 |
2,816.25 |
|
LOW |
2,807.75 |
|
0.618 |
2,794.00 |
|
1.000 |
2,785.50 |
|
1.618 |
2,771.75 |
|
2.618 |
2,749.50 |
|
4.250 |
2,713.25 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,820.50 |
2,814.75 |
| PP |
2,819.75 |
2,808.00 |
| S1 |
2,819.00 |
2,801.25 |
|