| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,809.00 |
2,822.00 |
13.00 |
0.5% |
2,789.00 |
| High |
2,830.00 |
2,840.75 |
10.75 |
0.4% |
2,840.75 |
| Low |
2,807.75 |
2,799.75 |
-8.00 |
-0.3% |
2,772.50 |
| Close |
2,821.50 |
2,804.25 |
-17.25 |
-0.6% |
2,804.25 |
| Range |
22.25 |
41.00 |
18.75 |
84.3% |
68.25 |
| ATR |
31.96 |
32.60 |
0.65 |
2.0% |
0.00 |
| Volume |
194,754 |
209,852 |
15,098 |
7.8% |
1,092,210 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.00 |
2,912.00 |
2,826.75 |
|
| R3 |
2,897.00 |
2,871.00 |
2,815.50 |
|
| R2 |
2,856.00 |
2,856.00 |
2,811.75 |
|
| R1 |
2,830.00 |
2,830.00 |
2,808.00 |
2,822.50 |
| PP |
2,815.00 |
2,815.00 |
2,815.00 |
2,811.00 |
| S1 |
2,789.00 |
2,789.00 |
2,800.50 |
2,781.50 |
| S2 |
2,774.00 |
2,774.00 |
2,796.75 |
|
| S3 |
2,733.00 |
2,748.00 |
2,793.00 |
|
| S4 |
2,692.00 |
2,707.00 |
2,781.75 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.50 |
2,975.75 |
2,841.75 |
|
| R3 |
2,942.25 |
2,907.50 |
2,823.00 |
|
| R2 |
2,874.00 |
2,874.00 |
2,816.75 |
|
| R1 |
2,839.25 |
2,839.25 |
2,810.50 |
2,856.50 |
| PP |
2,805.75 |
2,805.75 |
2,805.75 |
2,814.50 |
| S1 |
2,771.00 |
2,771.00 |
2,798.00 |
2,788.50 |
| S2 |
2,737.50 |
2,737.50 |
2,791.75 |
|
| S3 |
2,669.25 |
2,702.75 |
2,785.50 |
|
| S4 |
2,601.00 |
2,634.50 |
2,766.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,840.75 |
2,772.50 |
68.25 |
2.4% |
34.50 |
1.2% |
47% |
True |
False |
218,442 |
| 10 |
2,857.25 |
2,762.25 |
95.00 |
3.4% |
38.00 |
1.4% |
44% |
False |
False |
224,746 |
| 20 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
32.50 |
1.2% |
38% |
False |
False |
191,238 |
| 40 |
2,871.75 |
2,701.00 |
170.75 |
6.1% |
29.25 |
1.0% |
60% |
False |
False |
96,023 |
| 60 |
2,871.75 |
2,513.25 |
358.50 |
12.8% |
29.50 |
1.1% |
81% |
False |
False |
64,024 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.0% |
28.25 |
1.0% |
82% |
False |
False |
48,020 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.3% |
24.75 |
0.9% |
84% |
False |
False |
38,416 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.3% |
22.75 |
0.8% |
84% |
False |
False |
32,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.00 |
|
2.618 |
2,948.00 |
|
1.618 |
2,907.00 |
|
1.000 |
2,881.75 |
|
0.618 |
2,866.00 |
|
HIGH |
2,840.75 |
|
0.618 |
2,825.00 |
|
0.500 |
2,820.25 |
|
0.382 |
2,815.50 |
|
LOW |
2,799.75 |
|
0.618 |
2,774.50 |
|
1.000 |
2,758.75 |
|
1.618 |
2,733.50 |
|
2.618 |
2,692.50 |
|
4.250 |
2,625.50 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,820.25 |
2,814.50 |
| PP |
2,815.00 |
2,811.00 |
| S1 |
2,809.50 |
2,807.50 |
|