| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
13,325.62 |
13,329.54 |
3.92 |
0.0% |
13,610.38 |
| High |
13,401.32 |
13,437.66 |
36.34 |
0.3% |
13,610.38 |
| Low |
13,296.43 |
13,325.93 |
29.50 |
0.2% |
13,296.43 |
| Close |
13,328.85 |
13,424.23 |
95.38 |
0.7% |
13,328.85 |
| Range |
104.89 |
111.73 |
6.84 |
6.5% |
313.95 |
| ATR |
108.88 |
109.08 |
0.20 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,731.13 |
13,689.41 |
13,485.68 |
|
| R3 |
13,619.40 |
13,577.68 |
13,454.96 |
|
| R2 |
13,507.67 |
13,507.67 |
13,444.71 |
|
| R1 |
13,465.95 |
13,465.95 |
13,434.47 |
13,486.81 |
| PP |
13,395.94 |
13,395.94 |
13,395.94 |
13,406.37 |
| S1 |
13,354.22 |
13,354.22 |
13,413.99 |
13,375.08 |
| S2 |
13,284.21 |
13,284.21 |
13,403.75 |
|
| S3 |
13,172.48 |
13,242.49 |
13,393.50 |
|
| S4 |
13,060.75 |
13,130.76 |
13,362.78 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,353.74 |
14,155.24 |
13,501.52 |
|
| R3 |
14,039.79 |
13,841.29 |
13,415.19 |
|
| R2 |
13,725.84 |
13,725.84 |
13,386.41 |
|
| R1 |
13,527.34 |
13,527.34 |
13,357.63 |
13,469.62 |
| PP |
13,411.89 |
13,411.89 |
13,411.89 |
13,383.02 |
| S1 |
13,213.39 |
13,213.39 |
13,300.07 |
13,155.67 |
| S2 |
13,097.94 |
13,097.94 |
13,271.29 |
|
| S3 |
12,783.99 |
12,899.44 |
13,242.51 |
|
| S4 |
12,470.04 |
12,585.49 |
13,156.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,592.33 |
13,296.43 |
295.90 |
2.2% |
117.84 |
0.9% |
43% |
False |
False |
|
| 10 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
107.91 |
0.8% |
35% |
False |
False |
|
| 20 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
104.58 |
0.8% |
35% |
False |
False |
|
| 40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
106.54 |
0.8% |
65% |
False |
False |
|
| 60 |
13,661.87 |
12,521.84 |
1,140.03 |
8.5% |
114.59 |
0.9% |
79% |
False |
False |
|
| 80 |
13,661.87 |
12,450.17 |
1,211.70 |
9.0% |
122.47 |
0.9% |
80% |
False |
False |
|
| 100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.1% |
131.49 |
1.0% |
85% |
False |
False |
|
| 120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.1% |
132.40 |
1.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,912.51 |
|
2.618 |
13,730.17 |
|
1.618 |
13,618.44 |
|
1.000 |
13,549.39 |
|
0.618 |
13,506.71 |
|
HIGH |
13,437.66 |
|
0.618 |
13,394.98 |
|
0.500 |
13,381.80 |
|
0.382 |
13,368.61 |
|
LOW |
13,325.93 |
|
0.618 |
13,256.88 |
|
1.000 |
13,214.20 |
|
1.618 |
13,145.15 |
|
2.618 |
13,033.42 |
|
4.250 |
12,851.08 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,410.09 |
13,405.17 |
| PP |
13,395.94 |
13,386.11 |
| S1 |
13,381.80 |
13,367.05 |
|