| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,771.00 |
2,731.00 |
-40.00 |
-1.4% |
2,713.00 |
| High |
2,774.00 |
2,737.50 |
-36.50 |
-1.3% |
2,778.75 |
| Low |
2,727.50 |
2,664.00 |
-63.50 |
-2.3% |
2,664.00 |
| Close |
2,732.75 |
2,664.00 |
-68.75 |
-2.5% |
2,664.00 |
| Range |
46.50 |
73.50 |
27.00 |
58.1% |
114.75 |
| ATR |
34.16 |
36.97 |
2.81 |
8.2% |
0.00 |
| Volume |
332,954 |
338,284 |
5,330 |
1.6% |
1,352,639 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.00 |
2,860.00 |
2,704.50 |
|
| R3 |
2,835.50 |
2,786.50 |
2,684.25 |
|
| R2 |
2,762.00 |
2,762.00 |
2,677.50 |
|
| R1 |
2,713.00 |
2,713.00 |
2,670.75 |
2,700.75 |
| PP |
2,688.50 |
2,688.50 |
2,688.50 |
2,682.50 |
| S1 |
2,639.50 |
2,639.50 |
2,657.25 |
2,627.25 |
| S2 |
2,615.00 |
2,615.00 |
2,650.50 |
|
| S3 |
2,541.50 |
2,566.00 |
2,643.75 |
|
| S4 |
2,468.00 |
2,492.50 |
2,623.50 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,046.50 |
2,970.00 |
2,727.00 |
|
| R3 |
2,931.75 |
2,855.25 |
2,695.50 |
|
| R2 |
2,817.00 |
2,817.00 |
2,685.00 |
|
| R1 |
2,740.50 |
2,740.50 |
2,674.50 |
2,721.50 |
| PP |
2,702.25 |
2,702.25 |
2,702.25 |
2,692.75 |
| S1 |
2,625.75 |
2,625.75 |
2,653.50 |
2,606.50 |
| S2 |
2,587.50 |
2,587.50 |
2,643.00 |
|
| S3 |
2,472.75 |
2,511.00 |
2,632.50 |
|
| S4 |
2,358.00 |
2,396.25 |
2,601.00 |
|
|
| 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 |
2,664.00 |
114.75 |
4.3% |
44.75 |
1.7% |
0% |
False |
True |
270,527 |
| 10 |
2,808.00 |
2,664.00 |
144.00 |
5.4% |
39.50 |
1.5% |
0% |
False |
True |
259,272 |
| 20 |
2,857.25 |
2,664.00 |
193.25 |
7.3% |
38.75 |
1.5% |
0% |
False |
True |
242,009 |
| 40 |
2,871.75 |
2,664.00 |
207.75 |
7.8% |
33.25 |
1.2% |
0% |
False |
True |
160,819 |
| 60 |
2,871.75 |
2,570.50 |
301.25 |
11.3% |
30.00 |
1.1% |
31% |
False |
False |
107,229 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.7% |
30.50 |
1.1% |
43% |
False |
False |
80,428 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
16.1% |
27.50 |
1.0% |
52% |
False |
False |
64,343 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.1% |
25.50 |
1.0% |
52% |
False |
False |
53,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,050.00 |
|
2.618 |
2,930.00 |
|
1.618 |
2,856.50 |
|
1.000 |
2,811.00 |
|
0.618 |
2,783.00 |
|
HIGH |
2,737.50 |
|
0.618 |
2,709.50 |
|
0.500 |
2,700.75 |
|
0.382 |
2,692.00 |
|
LOW |
2,664.00 |
|
0.618 |
2,618.50 |
|
1.000 |
2,590.50 |
|
1.618 |
2,545.00 |
|
2.618 |
2,471.50 |
|
4.250 |
2,351.50 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,700.75 |
2,721.50 |
| PP |
2,688.50 |
2,702.25 |
| S1 |
2,676.25 |
2,683.00 |
|