| 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 |
1,751.9 |
1,745.0 |
-6.9 |
-0.4% |
1,757.4 |
| High |
1,755.1 |
1,745.3 |
-9.8 |
-0.6% |
1,757.4 |
| Low |
1,741.8 |
1,718.2 |
-23.6 |
-1.4% |
1,718.2 |
| Close |
1,746.9 |
1,726.1 |
-20.8 |
-1.2% |
1,726.1 |
| Range |
13.3 |
27.1 |
13.8 |
103.8% |
39.2 |
| ATR |
17.7 |
18.5 |
0.8 |
4.4% |
0.0 |
| Volume |
4,459 |
1,900 |
-2,559 |
-57.4% |
18,580 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,811.2 |
1,795.7 |
1,741.0 |
|
| R3 |
1,784.1 |
1,768.6 |
1,733.6 |
|
| R2 |
1,757.0 |
1,757.0 |
1,731.1 |
|
| R1 |
1,741.5 |
1,741.5 |
1,728.6 |
1,735.7 |
| PP |
1,729.9 |
1,729.9 |
1,729.9 |
1,727.0 |
| S1 |
1,714.4 |
1,714.4 |
1,723.6 |
1,708.6 |
| S2 |
1,702.8 |
1,702.8 |
1,721.1 |
|
| S3 |
1,675.7 |
1,687.3 |
1,718.6 |
|
| S4 |
1,648.6 |
1,660.2 |
1,711.2 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.5 |
1,828.0 |
1,747.7 |
|
| R3 |
1,812.3 |
1,788.8 |
1,736.9 |
|
| R2 |
1,773.1 |
1,773.1 |
1,733.3 |
|
| R1 |
1,749.6 |
1,749.6 |
1,729.7 |
1,741.8 |
| PP |
1,733.9 |
1,733.9 |
1,733.9 |
1,730.0 |
| S1 |
1,710.4 |
1,710.4 |
1,722.5 |
1,702.6 |
| S2 |
1,694.7 |
1,694.7 |
1,718.9 |
|
| S3 |
1,655.5 |
1,671.2 |
1,715.3 |
|
| S4 |
1,616.3 |
1,632.0 |
1,704.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,757.4 |
1,718.2 |
39.2 |
2.3% |
17.8 |
1.0% |
20% |
False |
True |
3,716 |
| 10 |
1,784.4 |
1,718.2 |
66.2 |
3.8% |
16.4 |
1.0% |
12% |
False |
True |
3,055 |
| 20 |
1,800.0 |
1,718.2 |
81.8 |
4.7% |
17.9 |
1.0% |
10% |
False |
True |
3,777 |
| 40 |
1,800.0 |
1,651.9 |
148.1 |
8.6% |
18.9 |
1.1% |
50% |
False |
False |
2,868 |
| 60 |
1,800.0 |
1,588.7 |
211.3 |
12.2% |
17.6 |
1.0% |
65% |
False |
False |
2,258 |
| 80 |
1,800.0 |
1,556.3 |
243.7 |
14.1% |
17.7 |
1.0% |
70% |
False |
False |
1,966 |
| 100 |
1,800.0 |
1,551.9 |
248.1 |
14.4% |
18.3 |
1.1% |
70% |
False |
False |
1,699 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
15.2% |
18.2 |
1.1% |
72% |
False |
False |
1,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,860.5 |
|
2.618 |
1,816.2 |
|
1.618 |
1,789.1 |
|
1.000 |
1,772.4 |
|
0.618 |
1,762.0 |
|
HIGH |
1,745.3 |
|
0.618 |
1,734.9 |
|
0.500 |
1,731.8 |
|
0.382 |
1,728.6 |
|
LOW |
1,718.2 |
|
0.618 |
1,701.5 |
|
1.000 |
1,691.1 |
|
1.618 |
1,674.4 |
|
2.618 |
1,647.3 |
|
4.250 |
1,603.0 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,731.8 |
1,737.4 |
| PP |
1,729.9 |
1,733.6 |
| S1 |
1,728.0 |
1,729.9 |
|