| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,776.2 |
1,780.0 |
3.8 |
0.2% |
1,774.7 |
| High |
1,784.0 |
1,797.7 |
13.7 |
0.8% |
1,785.9 |
| Low |
1,773.0 |
1,779.9 |
6.9 |
0.4% |
1,738.3 |
| Close |
1,779.8 |
1,796.5 |
16.7 |
0.9% |
1,773.9 |
| Range |
11.0 |
17.8 |
6.8 |
61.8% |
47.6 |
| ATR |
21.3 |
21.1 |
-0.2 |
-1.1% |
0.0 |
| Volume |
119,091 |
161,985 |
42,894 |
36.0% |
851,654 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,844.8 |
1,838.4 |
1,806.3 |
|
| R3 |
1,827.0 |
1,820.6 |
1,801.4 |
|
| R2 |
1,809.2 |
1,809.2 |
1,799.8 |
|
| R1 |
1,802.8 |
1,802.8 |
1,798.1 |
1,806.0 |
| PP |
1,791.4 |
1,791.4 |
1,791.4 |
1,793.0 |
| S1 |
1,785.0 |
1,785.0 |
1,794.9 |
1,788.2 |
| S2 |
1,773.6 |
1,773.6 |
1,793.2 |
|
| S3 |
1,755.8 |
1,767.2 |
1,791.6 |
|
| S4 |
1,738.0 |
1,749.4 |
1,786.7 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,908.8 |
1,889.0 |
1,800.1 |
|
| R3 |
1,861.2 |
1,841.4 |
1,787.0 |
|
| R2 |
1,813.6 |
1,813.6 |
1,782.6 |
|
| R1 |
1,793.8 |
1,793.8 |
1,778.3 |
1,779.9 |
| PP |
1,766.0 |
1,766.0 |
1,766.0 |
1,759.1 |
| S1 |
1,746.2 |
1,746.2 |
1,769.5 |
1,732.3 |
| S2 |
1,718.4 |
1,718.4 |
1,765.2 |
|
| S3 |
1,670.8 |
1,698.6 |
1,760.8 |
|
| S4 |
1,623.2 |
1,651.0 |
1,747.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,797.7 |
1,765.7 |
32.0 |
1.8% |
17.6 |
1.0% |
96% |
True |
False |
149,682 |
| 10 |
1,797.7 |
1,738.3 |
59.4 |
3.3% |
20.3 |
1.1% |
98% |
True |
False |
162,842 |
| 20 |
1,797.7 |
1,691.3 |
106.4 |
5.9% |
22.8 |
1.3% |
99% |
True |
False |
164,701 |
| 40 |
1,797.7 |
1,592.1 |
205.6 |
11.4% |
20.6 |
1.1% |
99% |
True |
False |
136,897 |
| 60 |
1,797.7 |
1,559.5 |
238.2 |
13.3% |
20.4 |
1.1% |
99% |
True |
False |
110,823 |
| 80 |
1,797.7 |
1,552.0 |
245.7 |
13.7% |
21.4 |
1.2% |
100% |
True |
False |
84,759 |
| 100 |
1,797.7 |
1,535.4 |
262.3 |
14.6% |
23.3 |
1.3% |
100% |
True |
False |
69,061 |
| 120 |
1,797.7 |
1,535.4 |
262.3 |
14.6% |
22.5 |
1.3% |
100% |
True |
False |
58,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,873.4 |
|
2.618 |
1,844.3 |
|
1.618 |
1,826.5 |
|
1.000 |
1,815.5 |
|
0.618 |
1,808.7 |
|
HIGH |
1,797.7 |
|
0.618 |
1,790.9 |
|
0.500 |
1,788.8 |
|
0.382 |
1,786.7 |
|
LOW |
1,779.9 |
|
0.618 |
1,768.9 |
|
1.000 |
1,762.1 |
|
1.618 |
1,751.1 |
|
2.618 |
1,733.3 |
|
4.250 |
1,704.3 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,793.9 |
1,792.7 |
| PP |
1,791.4 |
1,788.8 |
| S1 |
1,788.8 |
1,785.0 |
|