| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
13,569.18 |
13,610.38 |
41.20 |
0.3% |
13,437.66 |
| High |
13,661.87 |
13,610.38 |
-51.49 |
-0.4% |
13,661.87 |
| Low |
13,568.75 |
13,552.09 |
-16.66 |
-0.1% |
13,424.92 |
| Close |
13,610.15 |
13,583.65 |
-26.50 |
-0.2% |
13,610.15 |
| Range |
93.12 |
58.29 |
-34.83 |
-37.4% |
236.95 |
| ATR |
109.19 |
105.56 |
-3.64 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,756.91 |
13,728.57 |
13,615.71 |
|
| R3 |
13,698.62 |
13,670.28 |
13,599.68 |
|
| R2 |
13,640.33 |
13,640.33 |
13,594.34 |
|
| R1 |
13,611.99 |
13,611.99 |
13,588.99 |
13,597.02 |
| PP |
13,582.04 |
13,582.04 |
13,582.04 |
13,574.55 |
| S1 |
13,553.70 |
13,553.70 |
13,578.31 |
13,538.73 |
| S2 |
13,523.75 |
13,523.75 |
13,572.96 |
|
| S3 |
13,465.46 |
13,495.41 |
13,567.62 |
|
| S4 |
13,407.17 |
13,437.12 |
13,551.59 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,276.50 |
14,180.27 |
13,740.47 |
|
| R3 |
14,039.55 |
13,943.32 |
13,675.31 |
|
| R2 |
13,802.60 |
13,802.60 |
13,653.59 |
|
| R1 |
13,706.37 |
13,706.37 |
13,631.87 |
13,754.49 |
| PP |
13,565.65 |
13,565.65 |
13,565.65 |
13,589.70 |
| S1 |
13,469.42 |
13,469.42 |
13,588.43 |
13,517.54 |
| S2 |
13,328.70 |
13,328.70 |
13,566.71 |
|
| S3 |
13,091.75 |
13,232.47 |
13,544.99 |
|
| S4 |
12,854.80 |
12,995.52 |
13,479.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,661.87 |
13,424.92 |
236.95 |
1.7% |
97.97 |
0.7% |
67% |
False |
False |
|
| 10 |
13,661.87 |
13,367.27 |
294.60 |
2.2% |
111.66 |
0.8% |
73% |
False |
False |
|
| 20 |
13,661.87 |
13,253.21 |
408.66 |
3.0% |
104.69 |
0.8% |
81% |
False |
False |
|
| 40 |
13,661.87 |
12,977.09 |
684.78 |
5.0% |
101.50 |
0.7% |
89% |
False |
False |
|
| 60 |
13,661.87 |
12,521.84 |
1,140.03 |
8.4% |
115.79 |
0.9% |
93% |
False |
False |
|
| 80 |
13,661.87 |
12,450.17 |
1,211.70 |
8.9% |
125.00 |
0.9% |
94% |
False |
False |
|
| 100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.0% |
133.53 |
1.0% |
95% |
False |
False |
|
| 120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.0% |
133.49 |
1.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,858.11 |
|
2.618 |
13,762.98 |
|
1.618 |
13,704.69 |
|
1.000 |
13,668.67 |
|
0.618 |
13,646.40 |
|
HIGH |
13,610.38 |
|
0.618 |
13,588.11 |
|
0.500 |
13,581.24 |
|
0.382 |
13,574.36 |
|
LOW |
13,552.09 |
|
0.618 |
13,516.07 |
|
1.000 |
13,493.80 |
|
1.618 |
13,457.78 |
|
2.618 |
13,399.49 |
|
4.250 |
13,304.36 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,582.85 |
13,581.94 |
| PP |
13,582.04 |
13,580.23 |
| S1 |
13,581.24 |
13,578.53 |
|