| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,416.50 |
1,429.00 |
12.50 |
0.9% |
1,450.00 |
| High |
1,429.50 |
1,444.25 |
14.75 |
1.0% |
1,450.00 |
| Low |
1,410.50 |
1,428.25 |
17.75 |
1.3% |
1,414.00 |
| Close |
1,428.75 |
1,442.50 |
13.75 |
1.0% |
1,414.75 |
| Range |
19.00 |
16.00 |
-3.00 |
-15.8% |
36.00 |
| ATR |
14.00 |
14.15 |
0.14 |
1.0% |
0.00 |
| Volume |
1,627 |
1,572 |
-55 |
-3.4% |
6,204 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.25 |
1,480.50 |
1,451.25 |
|
| R3 |
1,470.25 |
1,464.50 |
1,447.00 |
|
| R2 |
1,454.25 |
1,454.25 |
1,445.50 |
|
| R1 |
1,448.50 |
1,448.50 |
1,444.00 |
1,451.50 |
| PP |
1,438.25 |
1,438.25 |
1,438.25 |
1,439.75 |
| S1 |
1,432.50 |
1,432.50 |
1,441.00 |
1,435.50 |
| S2 |
1,422.25 |
1,422.25 |
1,439.50 |
|
| S3 |
1,406.25 |
1,416.50 |
1,438.00 |
|
| S4 |
1,390.25 |
1,400.50 |
1,433.75 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,534.25 |
1,510.50 |
1,434.50 |
|
| R3 |
1,498.25 |
1,474.50 |
1,424.75 |
|
| R2 |
1,462.25 |
1,462.25 |
1,421.25 |
|
| R1 |
1,438.50 |
1,438.50 |
1,418.00 |
1,432.50 |
| PP |
1,426.25 |
1,426.25 |
1,426.25 |
1,423.25 |
| S1 |
1,402.50 |
1,402.50 |
1,411.50 |
1,396.50 |
| S2 |
1,390.25 |
1,390.25 |
1,408.25 |
|
| S3 |
1,354.25 |
1,366.50 |
1,404.75 |
|
| S4 |
1,318.25 |
1,330.50 |
1,395.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,444.25 |
1,410.50 |
33.75 |
2.3% |
15.75 |
1.1% |
95% |
True |
False |
1,456 |
| 10 |
1,459.00 |
1,410.50 |
48.50 |
3.4% |
14.50 |
1.0% |
66% |
False |
False |
1,595 |
| 20 |
1,459.00 |
1,410.50 |
48.50 |
3.4% |
14.25 |
1.0% |
66% |
False |
False |
1,806 |
| 40 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
12.75 |
0.9% |
77% |
False |
False |
1,063 |
| 60 |
1,461.00 |
1,313.00 |
148.00 |
10.3% |
12.00 |
0.8% |
88% |
False |
False |
762 |
| 80 |
1,461.00 |
1,293.00 |
168.00 |
11.6% |
11.50 |
0.8% |
89% |
False |
False |
603 |
| 100 |
1,461.00 |
1,246.50 |
214.50 |
14.9% |
10.50 |
0.7% |
91% |
False |
False |
485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,512.25 |
|
2.618 |
1,486.25 |
|
1.618 |
1,470.25 |
|
1.000 |
1,460.25 |
|
0.618 |
1,454.25 |
|
HIGH |
1,444.25 |
|
0.618 |
1,438.25 |
|
0.500 |
1,436.25 |
|
0.382 |
1,434.25 |
|
LOW |
1,428.25 |
|
0.618 |
1,418.25 |
|
1.000 |
1,412.25 |
|
1.618 |
1,402.25 |
|
2.618 |
1,386.25 |
|
4.250 |
1,360.25 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,440.50 |
1,437.50 |
| PP |
1,438.25 |
1,432.50 |
| S1 |
1,436.25 |
1,427.50 |
|