| 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 |
1,750.0 |
1,736.7 |
-13.3 |
-0.8% |
1,778.0 |
| High |
1,750.0 |
1,744.7 |
-5.3 |
-0.3% |
1,778.0 |
| Low |
1,729.9 |
1,736.6 |
6.7 |
0.4% |
1,753.6 |
| Close |
1,736.0 |
1,744.7 |
8.7 |
0.5% |
1,758.0 |
| Range |
20.1 |
8.1 |
-12.0 |
-59.7% |
24.4 |
| ATR |
18.4 |
17.7 |
-0.7 |
-3.8% |
0.0 |
| Volume |
108 |
15 |
-93 |
-86.1% |
200 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.3 |
1,763.6 |
1,749.2 |
|
| R3 |
1,758.2 |
1,755.5 |
1,746.9 |
|
| R2 |
1,750.1 |
1,750.1 |
1,746.2 |
|
| R1 |
1,747.4 |
1,747.4 |
1,745.4 |
1,748.8 |
| PP |
1,742.0 |
1,742.0 |
1,742.0 |
1,742.7 |
| S1 |
1,739.3 |
1,739.3 |
1,744.0 |
1,740.7 |
| S2 |
1,733.9 |
1,733.9 |
1,743.2 |
|
| S3 |
1,725.8 |
1,731.2 |
1,742.5 |
|
| S4 |
1,717.7 |
1,723.1 |
1,740.2 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,836.4 |
1,821.6 |
1,771.4 |
|
| R3 |
1,812.0 |
1,797.2 |
1,764.7 |
|
| R2 |
1,787.6 |
1,787.6 |
1,762.5 |
|
| R1 |
1,772.8 |
1,772.8 |
1,760.2 |
1,768.0 |
| PP |
1,763.2 |
1,763.2 |
1,763.2 |
1,760.8 |
| S1 |
1,748.4 |
1,748.4 |
1,755.8 |
1,743.6 |
| S2 |
1,738.8 |
1,738.8 |
1,753.5 |
|
| S3 |
1,714.4 |
1,724.0 |
1,751.3 |
|
| S4 |
1,690.0 |
1,699.6 |
1,744.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,771.0 |
1,729.9 |
41.1 |
2.4% |
11.9 |
0.7% |
36% |
False |
False |
53 |
| 10 |
1,794.8 |
1,729.9 |
64.9 |
3.7% |
12.0 |
0.7% |
23% |
False |
False |
91 |
| 20 |
1,794.8 |
1,729.9 |
64.9 |
3.7% |
15.8 |
0.9% |
23% |
False |
False |
3,717 |
| 40 |
1,794.8 |
1,619.1 |
175.7 |
10.1% |
19.6 |
1.1% |
71% |
False |
False |
5,239 |
| 60 |
1,794.8 |
1,570.4 |
224.4 |
12.9% |
19.1 |
1.1% |
78% |
False |
False |
5,373 |
| 80 |
1,794.8 |
1,550.0 |
244.8 |
14.0% |
20.3 |
1.2% |
80% |
False |
False |
4,774 |
| 100 |
1,794.8 |
1,534.5 |
260.3 |
14.9% |
21.7 |
1.2% |
81% |
False |
False |
4,188 |
| 120 |
1,794.8 |
1,534.3 |
260.5 |
14.9% |
21.6 |
1.2% |
81% |
False |
False |
3,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,779.1 |
|
2.618 |
1,765.9 |
|
1.618 |
1,757.8 |
|
1.000 |
1,752.8 |
|
0.618 |
1,749.7 |
|
HIGH |
1,744.7 |
|
0.618 |
1,741.6 |
|
0.500 |
1,740.7 |
|
0.382 |
1,739.7 |
|
LOW |
1,736.6 |
|
0.618 |
1,731.6 |
|
1.000 |
1,728.5 |
|
1.618 |
1,723.5 |
|
2.618 |
1,715.4 |
|
4.250 |
1,702.2 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,743.4 |
1,749.7 |
| PP |
1,742.0 |
1,748.0 |
| S1 |
1,740.7 |
1,746.4 |
|