| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,438.75 |
1,449.25 |
10.50 |
0.7% |
1,425.25 |
| High |
1,450.75 |
1,459.00 |
8.25 |
0.6% |
1,459.00 |
| Low |
1,438.75 |
1,444.75 |
6.00 |
0.4% |
1,421.75 |
| Close |
1,449.00 |
1,448.75 |
-0.25 |
0.0% |
1,448.75 |
| Range |
12.00 |
14.25 |
2.25 |
18.8% |
37.25 |
| ATR |
13.19 |
13.27 |
0.08 |
0.6% |
0.00 |
| Volume |
952 |
647 |
-305 |
-32.0% |
17,021 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.50 |
1,485.50 |
1,456.50 |
|
| R3 |
1,479.25 |
1,471.25 |
1,452.75 |
|
| R2 |
1,465.00 |
1,465.00 |
1,451.25 |
|
| R1 |
1,457.00 |
1,457.00 |
1,450.00 |
1,454.00 |
| PP |
1,450.75 |
1,450.75 |
1,450.75 |
1,449.25 |
| S1 |
1,442.75 |
1,442.75 |
1,447.50 |
1,439.50 |
| S2 |
1,436.50 |
1,436.50 |
1,446.25 |
|
| S3 |
1,422.25 |
1,428.50 |
1,444.75 |
|
| S4 |
1,408.00 |
1,414.25 |
1,441.00 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,555.00 |
1,539.00 |
1,469.25 |
|
| R3 |
1,517.75 |
1,501.75 |
1,459.00 |
|
| R2 |
1,480.50 |
1,480.50 |
1,455.50 |
|
| R1 |
1,464.50 |
1,464.50 |
1,452.25 |
1,472.50 |
| PP |
1,443.25 |
1,443.25 |
1,443.25 |
1,447.00 |
| S1 |
1,427.25 |
1,427.25 |
1,445.25 |
1,435.25 |
| S2 |
1,406.00 |
1,406.00 |
1,442.00 |
|
| S3 |
1,368.75 |
1,390.00 |
1,438.50 |
|
| S4 |
1,331.50 |
1,352.75 |
1,428.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,459.00 |
1,421.75 |
37.25 |
2.6% |
14.75 |
1.0% |
72% |
True |
False |
3,404 |
| 10 |
1,459.00 |
1,417.25 |
41.75 |
2.9% |
15.00 |
1.0% |
75% |
True |
False |
2,433 |
| 20 |
1,461.00 |
1,411.00 |
50.00 |
3.5% |
13.25 |
0.9% |
76% |
False |
False |
1,369 |
| 40 |
1,461.00 |
1,380.25 |
80.75 |
5.6% |
11.25 |
0.8% |
85% |
False |
False |
878 |
| 60 |
1,461.00 |
1,313.00 |
148.00 |
10.2% |
11.25 |
0.8% |
92% |
False |
False |
613 |
| 80 |
1,461.00 |
1,293.00 |
168.00 |
11.6% |
10.50 |
0.7% |
93% |
False |
False |
487 |
| 100 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
9.50 |
0.7% |
94% |
False |
False |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,519.50 |
|
2.618 |
1,496.25 |
|
1.618 |
1,482.00 |
|
1.000 |
1,473.25 |
|
0.618 |
1,467.75 |
|
HIGH |
1,459.00 |
|
0.618 |
1,453.50 |
|
0.500 |
1,452.00 |
|
0.382 |
1,450.25 |
|
LOW |
1,444.75 |
|
0.618 |
1,436.00 |
|
1.000 |
1,430.50 |
|
1.618 |
1,421.75 |
|
2.618 |
1,407.50 |
|
4.250 |
1,384.25 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,452.00 |
1,447.25 |
| PP |
1,450.75 |
1,445.50 |
| S1 |
1,449.75 |
1,444.00 |
|