| 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 |
2,503.0 |
2,457.0 |
-46.0 |
-1.8% |
2,439.0 |
| High |
2,504.0 |
2,467.0 |
-37.0 |
-1.5% |
2,530.0 |
| Low |
2,455.0 |
2,437.0 |
-18.0 |
-0.7% |
2,437.0 |
| Close |
2,462.0 |
2,455.0 |
-7.0 |
-0.3% |
2,525.0 |
| Range |
49.0 |
30.0 |
-19.0 |
-38.8% |
93.0 |
| ATR |
44.0 |
43.0 |
-1.0 |
-2.3% |
0.0 |
| Volume |
858,532 |
992,852 |
134,320 |
15.6% |
4,428,237 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.0 |
2,529.0 |
2,471.5 |
|
| R3 |
2,513.0 |
2,499.0 |
2,463.3 |
|
| R2 |
2,483.0 |
2,483.0 |
2,460.5 |
|
| R1 |
2,469.0 |
2,469.0 |
2,457.8 |
2,461.0 |
| PP |
2,453.0 |
2,453.0 |
2,453.0 |
2,449.0 |
| S1 |
2,439.0 |
2,439.0 |
2,452.3 |
2,431.0 |
| S2 |
2,423.0 |
2,423.0 |
2,449.5 |
|
| S3 |
2,393.0 |
2,409.0 |
2,446.8 |
|
| S4 |
2,363.0 |
2,379.0 |
2,438.5 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.3 |
2,743.7 |
2,576.2 |
|
| R3 |
2,683.3 |
2,650.7 |
2,550.6 |
|
| R2 |
2,590.3 |
2,590.3 |
2,542.1 |
|
| R1 |
2,557.7 |
2,557.7 |
2,533.5 |
2,574.0 |
| PP |
2,497.3 |
2,497.3 |
2,497.3 |
2,505.5 |
| S1 |
2,464.7 |
2,464.7 |
2,516.5 |
2,481.0 |
| S2 |
2,404.3 |
2,404.3 |
2,508.0 |
|
| S3 |
2,311.3 |
2,371.7 |
2,499.4 |
|
| S4 |
2,218.3 |
2,278.7 |
2,473.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,530.0 |
2,437.0 |
93.0 |
3.8% |
36.4 |
1.5% |
19% |
False |
True |
899,741 |
| 10 |
2,530.0 |
2,437.0 |
93.0 |
3.8% |
43.1 |
1.8% |
19% |
False |
True |
987,164 |
| 20 |
2,594.0 |
2,437.0 |
157.0 |
6.4% |
38.2 |
1.6% |
11% |
False |
True |
939,634 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.5% |
38.2 |
1.6% |
33% |
False |
False |
486,099 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.5% |
43.1 |
1.8% |
71% |
False |
False |
326,349 |
| 80 |
2,594.0 |
2,100.0 |
494.0 |
20.1% |
41.9 |
1.7% |
72% |
False |
False |
246,407 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.5% |
42.6 |
1.7% |
76% |
False |
False |
199,138 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.5% |
43.4 |
1.8% |
76% |
False |
False |
166,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,594.5 |
|
2.618 |
2,545.5 |
|
1.618 |
2,515.5 |
|
1.000 |
2,497.0 |
|
0.618 |
2,485.5 |
|
HIGH |
2,467.0 |
|
0.618 |
2,455.5 |
|
0.500 |
2,452.0 |
|
0.382 |
2,448.5 |
|
LOW |
2,437.0 |
|
0.618 |
2,418.5 |
|
1.000 |
2,407.0 |
|
1.618 |
2,388.5 |
|
2.618 |
2,358.5 |
|
4.250 |
2,309.5 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,454.0 |
2,474.5 |
| PP |
2,453.0 |
2,468.0 |
| S1 |
2,452.0 |
2,461.5 |
|