| 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 |
13,329.54 |
13,423.84 |
94.30 |
0.7% |
13,610.38 |
| High |
13,437.66 |
13,556.37 |
118.71 |
0.9% |
13,610.38 |
| Low |
13,325.93 |
13,423.76 |
97.83 |
0.7% |
13,296.43 |
| Close |
13,424.23 |
13,551.78 |
127.55 |
1.0% |
13,328.85 |
| Range |
111.73 |
132.61 |
20.88 |
18.7% |
313.95 |
| ATR |
109.08 |
110.76 |
1.68 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,908.47 |
13,862.73 |
13,624.72 |
|
| R3 |
13,775.86 |
13,730.12 |
13,588.25 |
|
| R2 |
13,643.25 |
13,643.25 |
13,576.09 |
|
| R1 |
13,597.51 |
13,597.51 |
13,563.94 |
13,620.38 |
| PP |
13,510.64 |
13,510.64 |
13,510.64 |
13,522.07 |
| S1 |
13,464.90 |
13,464.90 |
13,539.62 |
13,487.77 |
| S2 |
13,378.03 |
13,378.03 |
13,527.47 |
|
| S3 |
13,245.42 |
13,332.29 |
13,515.31 |
|
| S4 |
13,112.81 |
13,199.68 |
13,478.84 |
|
|
| 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 |
13,556.37 |
13,296.43 |
259.94 |
1.9% |
120.56 |
0.9% |
98% |
True |
False |
|
| 10 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
106.95 |
0.8% |
70% |
False |
False |
|
| 20 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
108.00 |
0.8% |
70% |
False |
False |
|
| 40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
108.70 |
0.8% |
84% |
False |
False |
|
| 60 |
13,661.87 |
12,521.84 |
1,140.03 |
8.4% |
112.85 |
0.8% |
90% |
False |
False |
|
| 80 |
13,661.87 |
12,450.17 |
1,211.70 |
8.9% |
122.89 |
0.9% |
91% |
False |
False |
|
| 100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.0% |
131.62 |
1.0% |
93% |
False |
False |
|
| 120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.0% |
132.24 |
1.0% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,119.96 |
|
2.618 |
13,903.54 |
|
1.618 |
13,770.93 |
|
1.000 |
13,688.98 |
|
0.618 |
13,638.32 |
|
HIGH |
13,556.37 |
|
0.618 |
13,505.71 |
|
0.500 |
13,490.07 |
|
0.382 |
13,474.42 |
|
LOW |
13,423.76 |
|
0.618 |
13,341.81 |
|
1.000 |
13,291.15 |
|
1.618 |
13,209.20 |
|
2.618 |
13,076.59 |
|
4.250 |
12,860.17 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,531.21 |
13,509.99 |
| PP |
13,510.64 |
13,468.19 |
| S1 |
13,490.07 |
13,426.40 |
|