| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
13,582.88 |
13,473.53 |
-109.35 |
-0.8% |
13,437.66 |
| High |
13,592.33 |
13,478.83 |
-113.50 |
-0.8% |
13,661.87 |
| Low |
13,473.31 |
13,327.62 |
-145.69 |
-1.1% |
13,424.92 |
| Close |
13,473.53 |
13,344.97 |
-128.56 |
-1.0% |
13,610.15 |
| Range |
119.02 |
151.21 |
32.19 |
27.0% |
236.95 |
| ATR |
106.52 |
109.71 |
3.19 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,837.44 |
13,742.41 |
13,428.14 |
|
| R3 |
13,686.23 |
13,591.20 |
13,386.55 |
|
| R2 |
13,535.02 |
13,535.02 |
13,372.69 |
|
| R1 |
13,439.99 |
13,439.99 |
13,358.83 |
13,411.90 |
| PP |
13,383.81 |
13,383.81 |
13,383.81 |
13,369.76 |
| S1 |
13,288.78 |
13,288.78 |
13,331.11 |
13,260.69 |
| S2 |
13,232.60 |
13,232.60 |
13,317.25 |
|
| S3 |
13,081.39 |
13,137.57 |
13,303.39 |
|
| S4 |
12,930.18 |
12,986.36 |
13,261.80 |
|
|
| 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 |
13,327.62 |
334.25 |
2.5% |
104.16 |
0.8% |
5% |
False |
True |
|
| 10 |
13,661.87 |
13,327.62 |
334.25 |
2.5% |
115.04 |
0.9% |
5% |
False |
True |
|
| 20 |
13,661.87 |
13,325.11 |
336.76 |
2.5% |
110.34 |
0.8% |
6% |
False |
False |
|
| 40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
103.93 |
0.8% |
54% |
False |
False |
|
| 60 |
13,661.87 |
12,521.84 |
1,140.03 |
8.5% |
115.73 |
0.9% |
72% |
False |
False |
|
| 80 |
13,661.87 |
12,450.17 |
1,211.70 |
9.1% |
125.77 |
0.9% |
74% |
False |
False |
|
| 100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
132.96 |
1.0% |
81% |
False |
False |
|
| 120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
133.23 |
1.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,121.47 |
|
2.618 |
13,874.70 |
|
1.618 |
13,723.49 |
|
1.000 |
13,630.04 |
|
0.618 |
13,572.28 |
|
HIGH |
13,478.83 |
|
0.618 |
13,421.07 |
|
0.500 |
13,403.23 |
|
0.382 |
13,385.38 |
|
LOW |
13,327.62 |
|
0.618 |
13,234.17 |
|
1.000 |
13,176.41 |
|
1.618 |
13,082.96 |
|
2.618 |
12,931.75 |
|
4.250 |
12,684.98 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,403.23 |
13,469.00 |
| PP |
13,383.81 |
13,427.66 |
| S1 |
13,364.39 |
13,386.31 |
|