| 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 |
2,564.0 |
2,554.0 |
-10.0 |
-0.4% |
2,452.0 |
| High |
2,568.0 |
2,554.0 |
-14.0 |
-0.5% |
2,568.0 |
| Low |
2,543.0 |
2,514.0 |
-29.0 |
-1.1% |
2,452.0 |
| Close |
2,563.0 |
2,526.0 |
-37.0 |
-1.4% |
2,526.0 |
| Range |
25.0 |
40.0 |
15.0 |
60.0% |
116.0 |
| ATR |
39.0 |
39.7 |
0.7 |
1.8% |
0.0 |
| Volume |
3,290 |
52 |
-3,238 |
-98.4% |
4,142 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,651.3 |
2,628.7 |
2,548.0 |
|
| R3 |
2,611.3 |
2,588.7 |
2,537.0 |
|
| R2 |
2,571.3 |
2,571.3 |
2,533.3 |
|
| R1 |
2,548.7 |
2,548.7 |
2,529.7 |
2,540.0 |
| PP |
2,531.3 |
2,531.3 |
2,531.3 |
2,527.0 |
| S1 |
2,508.7 |
2,508.7 |
2,522.3 |
2,500.0 |
| S2 |
2,491.3 |
2,491.3 |
2,518.7 |
|
| S3 |
2,451.3 |
2,468.7 |
2,515.0 |
|
| S4 |
2,411.3 |
2,428.7 |
2,504.0 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.3 |
2,810.7 |
2,589.8 |
|
| R3 |
2,747.3 |
2,694.7 |
2,557.9 |
|
| R2 |
2,631.3 |
2,631.3 |
2,547.3 |
|
| R1 |
2,578.7 |
2,578.7 |
2,536.6 |
2,605.0 |
| PP |
2,515.3 |
2,515.3 |
2,515.3 |
2,528.5 |
| S1 |
2,462.7 |
2,462.7 |
2,515.4 |
2,489.0 |
| S2 |
2,399.3 |
2,399.3 |
2,504.7 |
|
| S3 |
2,283.3 |
2,346.7 |
2,494.1 |
|
| S4 |
2,167.3 |
2,230.7 |
2,462.2 |
|
|
| 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 |
2,452.0 |
116.0 |
4.6% |
34.8 |
1.4% |
64% |
False |
False |
828 |
| 10 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
34.2 |
1.4% |
71% |
False |
False |
455 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
36.8 |
1.5% |
71% |
False |
False |
2,793 |
| 40 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
35.1 |
1.4% |
71% |
False |
False |
4,607 |
| 60 |
2,586.0 |
2,233.0 |
353.0 |
14.0% |
33.3 |
1.3% |
83% |
False |
False |
3,093 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.6% |
32.7 |
1.3% |
87% |
False |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,724.0 |
|
2.618 |
2,658.7 |
|
1.618 |
2,618.7 |
|
1.000 |
2,594.0 |
|
0.618 |
2,578.7 |
|
HIGH |
2,554.0 |
|
0.618 |
2,538.7 |
|
0.500 |
2,534.0 |
|
0.382 |
2,529.3 |
|
LOW |
2,514.0 |
|
0.618 |
2,489.3 |
|
1.000 |
2,474.0 |
|
1.618 |
2,449.3 |
|
2.618 |
2,409.3 |
|
4.250 |
2,344.0 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,534.0 |
2,541.0 |
| PP |
2,531.3 |
2,536.0 |
| S1 |
2,528.7 |
2,531.0 |
|