| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,540.0 |
2,564.0 |
24.0 |
0.9% |
2,499.0 |
| High |
2,560.0 |
2,568.0 |
8.0 |
0.3% |
2,500.0 |
| Low |
2,538.0 |
2,543.0 |
5.0 |
0.2% |
2,425.0 |
| Close |
2,559.0 |
2,563.0 |
4.0 |
0.2% |
2,458.0 |
| Range |
22.0 |
25.0 |
3.0 |
13.6% |
75.0 |
| ATR |
40.1 |
39.0 |
-1.1 |
-2.7% |
0.0 |
| Volume |
202 |
3,290 |
3,088 |
1,528.7% |
414 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,633.0 |
2,623.0 |
2,576.8 |
|
| R3 |
2,608.0 |
2,598.0 |
2,569.9 |
|
| R2 |
2,583.0 |
2,583.0 |
2,567.6 |
|
| R1 |
2,573.0 |
2,573.0 |
2,565.3 |
2,565.5 |
| PP |
2,558.0 |
2,558.0 |
2,558.0 |
2,554.3 |
| S1 |
2,548.0 |
2,548.0 |
2,560.7 |
2,540.5 |
| S2 |
2,533.0 |
2,533.0 |
2,558.4 |
|
| S3 |
2,508.0 |
2,523.0 |
2,556.1 |
|
| S4 |
2,483.0 |
2,498.0 |
2,549.3 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.0 |
2,647.0 |
2,499.3 |
|
| R3 |
2,611.0 |
2,572.0 |
2,478.6 |
|
| R2 |
2,536.0 |
2,536.0 |
2,471.8 |
|
| R1 |
2,497.0 |
2,497.0 |
2,464.9 |
2,479.0 |
| PP |
2,461.0 |
2,461.0 |
2,461.0 |
2,452.0 |
| S1 |
2,422.0 |
2,422.0 |
2,451.1 |
2,404.0 |
| S2 |
2,386.0 |
2,386.0 |
2,444.3 |
|
| S3 |
2,311.0 |
2,347.0 |
2,437.4 |
|
| S4 |
2,236.0 |
2,272.0 |
2,416.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,568.0 |
2,451.0 |
117.0 |
4.6% |
31.8 |
1.2% |
96% |
True |
False |
830 |
| 10 |
2,568.0 |
2,425.0 |
143.0 |
5.6% |
34.2 |
1.3% |
97% |
True |
False |
465 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.6% |
36.0 |
1.4% |
97% |
True |
False |
3,195 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
34.8 |
1.4% |
89% |
False |
False |
4,616 |
| 60 |
2,586.0 |
2,214.0 |
372.0 |
14.5% |
34.0 |
1.3% |
94% |
False |
False |
3,092 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.3% |
32.9 |
1.3% |
95% |
False |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,674.3 |
|
2.618 |
2,633.5 |
|
1.618 |
2,608.5 |
|
1.000 |
2,593.0 |
|
0.618 |
2,583.5 |
|
HIGH |
2,568.0 |
|
0.618 |
2,558.5 |
|
0.500 |
2,555.5 |
|
0.382 |
2,552.6 |
|
LOW |
2,543.0 |
|
0.618 |
2,527.6 |
|
1.000 |
2,518.0 |
|
1.618 |
2,502.6 |
|
2.618 |
2,477.6 |
|
4.250 |
2,436.8 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,560.5 |
2,551.3 |
| PP |
2,558.0 |
2,539.7 |
| S1 |
2,555.5 |
2,528.0 |
|