| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,722.50 |
2,713.75 |
-8.75 |
-0.3% |
2,806.25 |
| High |
2,745.50 |
2,728.25 |
-17.25 |
-0.6% |
2,808.00 |
| Low |
2,712.00 |
2,707.25 |
-4.75 |
-0.2% |
2,707.25 |
| Close |
2,713.25 |
2,710.00 |
-3.25 |
-0.1% |
2,710.00 |
| Range |
33.50 |
21.00 |
-12.50 |
-37.3% |
100.75 |
| ATR |
33.80 |
32.89 |
-0.91 |
-2.7% |
0.00 |
| Volume |
248,073 |
208,152 |
-39,921 |
-16.1% |
1,240,088 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.25 |
2,765.00 |
2,721.50 |
|
| R3 |
2,757.25 |
2,744.00 |
2,715.75 |
|
| R2 |
2,736.25 |
2,736.25 |
2,713.75 |
|
| R1 |
2,723.00 |
2,723.00 |
2,712.00 |
2,719.00 |
| PP |
2,715.25 |
2,715.25 |
2,715.25 |
2,713.25 |
| S1 |
2,702.00 |
2,702.00 |
2,708.00 |
2,698.00 |
| S2 |
2,694.25 |
2,694.25 |
2,706.25 |
|
| S3 |
2,673.25 |
2,681.00 |
2,704.25 |
|
| S4 |
2,652.25 |
2,660.00 |
2,698.50 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.00 |
2,977.75 |
2,765.50 |
|
| R3 |
2,943.25 |
2,877.00 |
2,737.75 |
|
| R2 |
2,842.50 |
2,842.50 |
2,728.50 |
|
| R1 |
2,776.25 |
2,776.25 |
2,719.25 |
2,759.00 |
| PP |
2,741.75 |
2,741.75 |
2,741.75 |
2,733.00 |
| S1 |
2,675.50 |
2,675.50 |
2,700.75 |
2,658.25 |
| S2 |
2,641.00 |
2,641.00 |
2,691.50 |
|
| S3 |
2,540.25 |
2,574.75 |
2,682.25 |
|
| S4 |
2,439.50 |
2,474.00 |
2,654.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,808.00 |
2,707.25 |
100.75 |
3.7% |
34.25 |
1.3% |
3% |
False |
True |
248,017 |
| 10 |
2,840.75 |
2,707.25 |
133.50 |
4.9% |
34.50 |
1.3% |
2% |
False |
True |
233,229 |
| 20 |
2,871.75 |
2,707.25 |
164.50 |
6.1% |
32.00 |
1.2% |
2% |
False |
True |
226,720 |
| 40 |
2,871.75 |
2,707.25 |
164.50 |
6.1% |
31.25 |
1.1% |
2% |
False |
True |
127,011 |
| 60 |
2,871.75 |
2,513.25 |
358.50 |
13.2% |
29.75 |
1.1% |
55% |
False |
False |
84,688 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.5% |
29.25 |
1.1% |
56% |
False |
False |
63,521 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.8% |
25.50 |
0.9% |
62% |
False |
False |
50,817 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.8% |
23.75 |
0.9% |
62% |
False |
False |
42,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.50 |
|
2.618 |
2,783.25 |
|
1.618 |
2,762.25 |
|
1.000 |
2,749.25 |
|
0.618 |
2,741.25 |
|
HIGH |
2,728.25 |
|
0.618 |
2,720.25 |
|
0.500 |
2,717.75 |
|
0.382 |
2,715.25 |
|
LOW |
2,707.25 |
|
0.618 |
2,694.25 |
|
1.000 |
2,686.25 |
|
1.618 |
2,673.25 |
|
2.618 |
2,652.25 |
|
4.250 |
2,618.00 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.75 |
2,726.50 |
| PP |
2,715.25 |
2,721.00 |
| S1 |
2,712.50 |
2,715.50 |
|