| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,806.25 |
2,778.75 |
-27.50 |
-1.0% |
2,789.00 |
| High |
2,808.00 |
2,786.75 |
-21.25 |
-0.8% |
2,840.75 |
| Low |
2,774.50 |
2,730.00 |
-44.50 |
-1.6% |
2,772.50 |
| Close |
2,777.50 |
2,734.00 |
-43.50 |
-1.6% |
2,804.25 |
| Range |
33.50 |
56.75 |
23.25 |
69.4% |
68.25 |
| ATR |
32.67 |
34.39 |
1.72 |
5.3% |
0.00 |
| Volume |
191,473 |
333,498 |
142,025 |
74.2% |
1,092,210 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.50 |
2,884.00 |
2,765.25 |
|
| R3 |
2,863.75 |
2,827.25 |
2,749.50 |
|
| R2 |
2,807.00 |
2,807.00 |
2,744.50 |
|
| R1 |
2,770.50 |
2,770.50 |
2,739.25 |
2,760.50 |
| PP |
2,750.25 |
2,750.25 |
2,750.25 |
2,745.25 |
| S1 |
2,713.75 |
2,713.75 |
2,728.75 |
2,703.50 |
| S2 |
2,693.50 |
2,693.50 |
2,723.50 |
|
| S3 |
2,636.75 |
2,657.00 |
2,718.50 |
|
| S4 |
2,580.00 |
2,600.25 |
2,702.75 |
|
|
| 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 |
2,730.00 |
110.75 |
4.1% |
36.50 |
1.3% |
4% |
False |
True |
226,592 |
| 10 |
2,840.75 |
2,730.00 |
110.75 |
4.1% |
38.50 |
1.4% |
4% |
False |
True |
233,253 |
| 20 |
2,871.75 |
2,730.00 |
141.75 |
5.2% |
34.00 |
1.2% |
3% |
False |
True |
216,325 |
| 40 |
2,871.75 |
2,713.00 |
158.75 |
5.8% |
30.75 |
1.1% |
13% |
False |
False |
109,147 |
| 60 |
2,871.75 |
2,513.25 |
358.50 |
13.1% |
30.00 |
1.1% |
62% |
False |
False |
72,773 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.4% |
29.25 |
1.1% |
62% |
False |
False |
54,582 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.7% |
25.25 |
0.9% |
68% |
False |
False |
43,666 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.7% |
23.25 |
0.9% |
68% |
False |
False |
36,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,028.00 |
|
2.618 |
2,935.25 |
|
1.618 |
2,878.50 |
|
1.000 |
2,843.50 |
|
0.618 |
2,821.75 |
|
HIGH |
2,786.75 |
|
0.618 |
2,765.00 |
|
0.500 |
2,758.50 |
|
0.382 |
2,751.75 |
|
LOW |
2,730.00 |
|
0.618 |
2,695.00 |
|
1.000 |
2,673.25 |
|
1.618 |
2,638.25 |
|
2.618 |
2,581.50 |
|
4.250 |
2,488.75 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.50 |
2,785.50 |
| PP |
2,750.25 |
2,768.25 |
| S1 |
2,742.00 |
2,751.00 |
|