| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,822.00 |
2,806.25 |
-15.75 |
-0.6% |
2,789.00 |
| High |
2,840.75 |
2,808.00 |
-32.75 |
-1.2% |
2,840.75 |
| Low |
2,799.75 |
2,774.50 |
-25.25 |
-0.9% |
2,772.50 |
| Close |
2,804.25 |
2,777.50 |
-26.75 |
-1.0% |
2,804.25 |
| Range |
41.00 |
33.50 |
-7.50 |
-18.3% |
68.25 |
| ATR |
32.60 |
32.67 |
0.06 |
0.2% |
0.00 |
| Volume |
209,852 |
191,473 |
-18,379 |
-8.8% |
1,092,210 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.25 |
2,865.75 |
2,796.00 |
|
| R3 |
2,853.75 |
2,832.25 |
2,786.75 |
|
| R2 |
2,820.25 |
2,820.25 |
2,783.75 |
|
| R1 |
2,798.75 |
2,798.75 |
2,780.50 |
2,792.75 |
| PP |
2,786.75 |
2,786.75 |
2,786.75 |
2,783.50 |
| S1 |
2,765.25 |
2,765.25 |
2,774.50 |
2,759.25 |
| S2 |
2,753.25 |
2,753.25 |
2,771.25 |
|
| S3 |
2,719.75 |
2,731.75 |
2,768.25 |
|
| S4 |
2,686.25 |
2,698.25 |
2,759.00 |
|
|
| 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 |
2.5% |
32.25 |
1.2% |
7% |
False |
False |
204,338 |
| 10 |
2,853.00 |
2,762.25 |
90.75 |
3.3% |
38.25 |
1.4% |
17% |
False |
False |
223,422 |
| 20 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
32.25 |
1.2% |
14% |
False |
False |
200,550 |
| 40 |
2,871.75 |
2,702.75 |
169.00 |
6.1% |
29.75 |
1.1% |
44% |
False |
False |
100,809 |
| 60 |
2,871.75 |
2,513.25 |
358.50 |
12.9% |
29.50 |
1.1% |
74% |
False |
False |
67,215 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.2% |
28.75 |
1.0% |
74% |
False |
False |
50,413 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.5% |
25.00 |
0.9% |
78% |
False |
False |
40,331 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.5% |
22.75 |
0.8% |
78% |
False |
False |
33,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.50 |
|
2.618 |
2,895.75 |
|
1.618 |
2,862.25 |
|
1.000 |
2,841.50 |
|
0.618 |
2,828.75 |
|
HIGH |
2,808.00 |
|
0.618 |
2,795.25 |
|
0.500 |
2,791.25 |
|
0.382 |
2,787.25 |
|
LOW |
2,774.50 |
|
0.618 |
2,753.75 |
|
1.000 |
2,741.00 |
|
1.618 |
2,720.25 |
|
2.618 |
2,686.75 |
|
4.250 |
2,632.00 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.25 |
2,807.50 |
| PP |
2,786.75 |
2,797.50 |
| S1 |
2,782.00 |
2,787.50 |
|