| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,779.2 |
1,768.0 |
-11.2 |
-0.6% |
1,775.3 |
| High |
1,783.5 |
1,771.1 |
-12.4 |
-0.7% |
1,800.0 |
| Low |
1,765.0 |
1,761.0 |
-4.0 |
-0.2% |
1,768.0 |
| Close |
1,767.1 |
1,767.2 |
0.1 |
0.0% |
1,782.9 |
| Range |
18.5 |
10.1 |
-8.4 |
-45.4% |
32.0 |
| ATR |
19.1 |
18.5 |
-0.6 |
-3.4% |
0.0 |
| Volume |
793 |
2,221 |
1,428 |
180.1% |
18,004 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,796.7 |
1,792.1 |
1,772.8 |
|
| R3 |
1,786.6 |
1,782.0 |
1,770.0 |
|
| R2 |
1,776.5 |
1,776.5 |
1,769.1 |
|
| R1 |
1,771.9 |
1,771.9 |
1,768.1 |
1,769.2 |
| PP |
1,766.4 |
1,766.4 |
1,766.4 |
1,765.1 |
| S1 |
1,761.8 |
1,761.8 |
1,766.3 |
1,759.1 |
| S2 |
1,756.3 |
1,756.3 |
1,765.3 |
|
| S3 |
1,746.2 |
1,751.7 |
1,764.4 |
|
| S4 |
1,736.1 |
1,741.6 |
1,761.6 |
|
|
| 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 |
1,761.0 |
39.0 |
2.2% |
16.3 |
0.9% |
16% |
False |
True |
3,605 |
| 10 |
1,800.0 |
1,755.7 |
44.3 |
2.5% |
17.5 |
1.0% |
26% |
False |
False |
3,130 |
| 20 |
1,800.0 |
1,718.0 |
82.0 |
4.6% |
19.7 |
1.1% |
60% |
False |
False |
3,548 |
| 40 |
1,800.0 |
1,599.0 |
201.0 |
11.4% |
18.4 |
1.0% |
84% |
False |
False |
2,475 |
| 60 |
1,800.0 |
1,569.9 |
230.1 |
13.0% |
17.0 |
1.0% |
86% |
False |
False |
2,024 |
| 80 |
1,800.0 |
1,556.3 |
243.7 |
13.8% |
17.8 |
1.0% |
87% |
False |
False |
1,690 |
| 100 |
1,800.0 |
1,540.0 |
260.0 |
14.7% |
18.7 |
1.1% |
87% |
False |
False |
1,544 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
14.8% |
17.8 |
1.0% |
87% |
False |
False |
1,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,814.0 |
|
2.618 |
1,797.5 |
|
1.618 |
1,787.4 |
|
1.000 |
1,781.2 |
|
0.618 |
1,777.3 |
|
HIGH |
1,771.1 |
|
0.618 |
1,767.2 |
|
0.500 |
1,766.1 |
|
0.382 |
1,764.9 |
|
LOW |
1,761.0 |
|
0.618 |
1,754.8 |
|
1.000 |
1,750.9 |
|
1.618 |
1,744.7 |
|
2.618 |
1,734.6 |
|
4.250 |
1,718.1 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,766.8 |
1,772.7 |
| PP |
1,766.4 |
1,770.9 |
| S1 |
1,766.1 |
1,769.0 |
|