| 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 |
1,776.7 |
1,762.4 |
-14.3 |
-0.8% |
1,766.0 |
| High |
1,776.7 |
1,764.2 |
-12.5 |
-0.7% |
1,794.8 |
| Low |
1,762.3 |
1,758.1 |
-4.2 |
-0.2% |
1,763.3 |
| Close |
1,763.0 |
1,763.2 |
0.2 |
0.0% |
1,778.6 |
| Range |
14.4 |
6.1 |
-8.3 |
-57.6% |
31.5 |
| ATR |
19.4 |
18.4 |
-0.9 |
-4.9% |
0.0 |
| Volume |
24 |
29 |
5 |
20.8% |
1,500 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,780.1 |
1,777.8 |
1,766.6 |
|
| R3 |
1,774.0 |
1,771.7 |
1,764.9 |
|
| R2 |
1,767.9 |
1,767.9 |
1,764.3 |
|
| R1 |
1,765.6 |
1,765.6 |
1,763.8 |
1,766.8 |
| PP |
1,761.8 |
1,761.8 |
1,761.8 |
1,762.4 |
| S1 |
1,759.5 |
1,759.5 |
1,762.6 |
1,760.7 |
| S2 |
1,755.7 |
1,755.7 |
1,762.1 |
|
| S3 |
1,749.6 |
1,753.4 |
1,761.5 |
|
| S4 |
1,743.5 |
1,747.3 |
1,759.8 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.4 |
1,857.5 |
1,795.9 |
|
| R3 |
1,841.9 |
1,826.0 |
1,787.3 |
|
| R2 |
1,810.4 |
1,810.4 |
1,784.4 |
|
| R1 |
1,794.5 |
1,794.5 |
1,781.5 |
1,802.5 |
| PP |
1,778.9 |
1,778.9 |
1,778.9 |
1,782.9 |
| S1 |
1,763.0 |
1,763.0 |
1,775.7 |
1,771.0 |
| S2 |
1,747.4 |
1,747.4 |
1,772.8 |
|
| S3 |
1,715.9 |
1,731.5 |
1,769.9 |
|
| S4 |
1,684.4 |
1,700.0 |
1,761.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,794.8 |
1,758.1 |
36.7 |
2.1% |
11.7 |
0.7% |
14% |
False |
True |
108 |
| 10 |
1,794.8 |
1,750.7 |
44.1 |
2.5% |
14.5 |
0.8% |
28% |
False |
False |
1,141 |
| 20 |
1,794.8 |
1,691.2 |
103.6 |
5.9% |
19.9 |
1.1% |
69% |
False |
False |
5,349 |
| 40 |
1,794.8 |
1,590.2 |
204.6 |
11.6% |
19.7 |
1.1% |
85% |
False |
False |
5,511 |
| 60 |
1,794.8 |
1,564.5 |
230.3 |
13.1% |
19.4 |
1.1% |
86% |
False |
False |
5,639 |
| 80 |
1,794.8 |
1,550.0 |
244.8 |
13.9% |
20.9 |
1.2% |
87% |
False |
False |
4,835 |
| 100 |
1,794.8 |
1,534.5 |
260.3 |
14.8% |
22.2 |
1.3% |
88% |
False |
False |
4,241 |
| 120 |
1,794.8 |
1,534.3 |
260.5 |
14.8% |
21.7 |
1.2% |
88% |
False |
False |
3,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,790.1 |
|
2.618 |
1,780.2 |
|
1.618 |
1,774.1 |
|
1.000 |
1,770.3 |
|
0.618 |
1,768.0 |
|
HIGH |
1,764.2 |
|
0.618 |
1,761.9 |
|
0.500 |
1,761.2 |
|
0.382 |
1,760.4 |
|
LOW |
1,758.1 |
|
0.618 |
1,754.3 |
|
1.000 |
1,752.0 |
|
1.618 |
1,748.2 |
|
2.618 |
1,742.1 |
|
4.250 |
1,732.2 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,762.5 |
1,768.1 |
| PP |
1,761.8 |
1,766.4 |
| S1 |
1,761.2 |
1,764.8 |
|