| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,732.50 |
2,765.75 |
33.25 |
1.2% |
2,806.25 |
| High |
2,777.25 |
2,778.75 |
1.50 |
0.1% |
2,808.00 |
| Low |
2,729.75 |
2,753.50 |
23.75 |
0.9% |
2,707.25 |
| Close |
2,765.25 |
2,770.50 |
5.25 |
0.2% |
2,710.00 |
| Range |
47.50 |
25.25 |
-22.25 |
-46.8% |
100.75 |
| ATR |
33.82 |
33.21 |
-0.61 |
-1.8% |
0.00 |
| Volume |
235,193 |
228,333 |
-6,860 |
-2.9% |
1,240,088 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.25 |
2,832.25 |
2,784.50 |
|
| R3 |
2,818.00 |
2,807.00 |
2,777.50 |
|
| R2 |
2,792.75 |
2,792.75 |
2,775.25 |
|
| R1 |
2,781.75 |
2,781.75 |
2,772.75 |
2,787.25 |
| PP |
2,767.50 |
2,767.50 |
2,767.50 |
2,770.50 |
| S1 |
2,756.50 |
2,756.50 |
2,768.25 |
2,762.00 |
| S2 |
2,742.25 |
2,742.25 |
2,765.75 |
|
| S3 |
2,717.00 |
2,731.25 |
2,763.50 |
|
| S4 |
2,691.75 |
2,706.00 |
2,756.50 |
|
|
| 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 |
2,778.75 |
2,705.00 |
73.75 |
2.7% |
31.75 |
1.1% |
89% |
True |
False |
227,525 |
| 10 |
2,840.75 |
2,705.00 |
135.75 |
4.9% |
33.75 |
1.2% |
48% |
False |
False |
232,609 |
| 20 |
2,871.75 |
2,705.00 |
166.75 |
6.0% |
34.75 |
1.3% |
39% |
False |
False |
228,485 |
| 40 |
2,871.75 |
2,705.00 |
166.75 |
6.0% |
32.00 |
1.2% |
39% |
False |
False |
144,042 |
| 60 |
2,871.75 |
2,513.25 |
358.50 |
12.9% |
29.25 |
1.1% |
72% |
False |
False |
96,043 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.2% |
29.50 |
1.1% |
72% |
False |
False |
72,038 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.5% |
26.50 |
1.0% |
76% |
False |
False |
57,631 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.5% |
24.75 |
0.9% |
76% |
False |
False |
48,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.00 |
|
2.618 |
2,844.75 |
|
1.618 |
2,819.50 |
|
1.000 |
2,804.00 |
|
0.618 |
2,794.25 |
|
HIGH |
2,778.75 |
|
0.618 |
2,769.00 |
|
0.500 |
2,766.00 |
|
0.382 |
2,763.25 |
|
LOW |
2,753.50 |
|
0.618 |
2,738.00 |
|
1.000 |
2,728.25 |
|
1.618 |
2,712.75 |
|
2.618 |
2,687.50 |
|
4.250 |
2,646.25 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.00 |
2,761.00 |
| PP |
2,767.50 |
2,751.50 |
| S1 |
2,766.00 |
2,742.00 |
|