| 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 |
1,784.4 |
1,779.2 |
-5.2 |
-0.3% |
1,775.3 |
| High |
1,784.4 |
1,783.5 |
-0.9 |
-0.1% |
1,800.0 |
| Low |
1,771.0 |
1,765.0 |
-6.0 |
-0.3% |
1,768.0 |
| Close |
1,777.8 |
1,767.1 |
-10.7 |
-0.6% |
1,782.9 |
| Range |
13.4 |
18.5 |
5.1 |
38.1% |
32.0 |
| ATR |
19.2 |
19.1 |
0.0 |
-0.3% |
0.0 |
| Volume |
2,841 |
793 |
-2,048 |
-72.1% |
18,004 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,827.4 |
1,815.7 |
1,777.3 |
|
| R3 |
1,808.9 |
1,797.2 |
1,772.2 |
|
| R2 |
1,790.4 |
1,790.4 |
1,770.5 |
|
| R1 |
1,778.7 |
1,778.7 |
1,768.8 |
1,775.3 |
| PP |
1,771.9 |
1,771.9 |
1,771.9 |
1,770.2 |
| S1 |
1,760.2 |
1,760.2 |
1,765.4 |
1,756.8 |
| S2 |
1,753.4 |
1,753.4 |
1,763.7 |
|
| S3 |
1,734.9 |
1,741.7 |
1,762.0 |
|
| S4 |
1,716.4 |
1,723.2 |
1,756.9 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,879.6 |
1,863.3 |
1,800.5 |
|
| R3 |
1,847.6 |
1,831.3 |
1,791.7 |
|
| R2 |
1,815.6 |
1,815.6 |
1,788.8 |
|
| R1 |
1,799.3 |
1,799.3 |
1,785.8 |
1,807.5 |
| PP |
1,783.6 |
1,783.6 |
1,783.6 |
1,787.7 |
| S1 |
1,767.3 |
1,767.3 |
1,780.0 |
1,775.5 |
| S2 |
1,751.6 |
1,751.6 |
1,777.0 |
|
| S3 |
1,719.6 |
1,735.3 |
1,774.1 |
|
| S4 |
1,687.6 |
1,703.3 |
1,765.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,800.0 |
1,765.0 |
35.0 |
2.0% |
16.2 |
0.9% |
6% |
False |
True |
3,487 |
| 10 |
1,800.0 |
1,740.4 |
59.6 |
3.4% |
19.5 |
1.1% |
45% |
False |
False |
3,068 |
| 20 |
1,800.0 |
1,718.0 |
82.0 |
4.6% |
20.2 |
1.1% |
60% |
False |
False |
3,604 |
| 40 |
1,800.0 |
1,598.0 |
202.0 |
11.4% |
18.7 |
1.1% |
84% |
False |
False |
2,460 |
| 60 |
1,800.0 |
1,569.9 |
230.1 |
13.0% |
17.1 |
1.0% |
86% |
False |
False |
1,991 |
| 80 |
1,800.0 |
1,556.3 |
243.7 |
13.8% |
17.9 |
1.0% |
86% |
False |
False |
1,666 |
| 100 |
1,800.0 |
1,540.0 |
260.0 |
14.7% |
18.8 |
1.1% |
87% |
False |
False |
1,543 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
14.8% |
17.7 |
1.0% |
87% |
False |
False |
1,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,862.1 |
|
2.618 |
1,831.9 |
|
1.618 |
1,813.4 |
|
1.000 |
1,802.0 |
|
0.618 |
1,794.9 |
|
HIGH |
1,783.5 |
|
0.618 |
1,776.4 |
|
0.500 |
1,774.3 |
|
0.382 |
1,772.1 |
|
LOW |
1,765.0 |
|
0.618 |
1,753.6 |
|
1.000 |
1,746.5 |
|
1.618 |
1,735.1 |
|
2.618 |
1,716.6 |
|
4.250 |
1,686.4 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,774.3 |
1,782.5 |
| PP |
1,771.9 |
1,777.4 |
| S1 |
1,769.5 |
1,772.2 |
|