| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,474.0 |
2,460.0 |
-14.0 |
-0.6% |
2,507.0 |
| High |
2,489.0 |
2,496.0 |
7.0 |
0.3% |
2,512.0 |
| Low |
2,458.0 |
2,455.0 |
-3.0 |
-0.1% |
2,433.0 |
| Close |
2,467.0 |
2,480.0 |
13.0 |
0.5% |
2,467.0 |
| Range |
31.0 |
41.0 |
10.0 |
32.3% |
79.0 |
| ATR |
43.1 |
42.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
855,051 |
1,219,948 |
364,897 |
42.7% |
4,786,553 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,600.0 |
2,581.0 |
2,502.6 |
|
| R3 |
2,559.0 |
2,540.0 |
2,491.3 |
|
| R2 |
2,518.0 |
2,518.0 |
2,487.5 |
|
| R1 |
2,499.0 |
2,499.0 |
2,483.8 |
2,508.5 |
| PP |
2,477.0 |
2,477.0 |
2,477.0 |
2,481.8 |
| S1 |
2,458.0 |
2,458.0 |
2,476.2 |
2,467.5 |
| S2 |
2,436.0 |
2,436.0 |
2,472.5 |
|
| S3 |
2,395.0 |
2,417.0 |
2,468.7 |
|
| S4 |
2,354.0 |
2,376.0 |
2,457.5 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.7 |
2,666.3 |
2,510.5 |
|
| R3 |
2,628.7 |
2,587.3 |
2,488.7 |
|
| R2 |
2,549.7 |
2,549.7 |
2,481.5 |
|
| R1 |
2,508.3 |
2,508.3 |
2,474.2 |
2,489.5 |
| PP |
2,470.7 |
2,470.7 |
2,470.7 |
2,461.3 |
| S1 |
2,429.3 |
2,429.3 |
2,459.8 |
2,410.5 |
| S2 |
2,391.7 |
2,391.7 |
2,452.5 |
|
| S3 |
2,312.7 |
2,350.3 |
2,445.3 |
|
| S4 |
2,233.7 |
2,271.3 |
2,423.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,504.0 |
2,433.0 |
71.0 |
2.9% |
41.6 |
1.7% |
66% |
False |
False |
992,048 |
| 10 |
2,530.0 |
2,433.0 |
97.0 |
3.9% |
38.6 |
1.6% |
48% |
False |
False |
945,374 |
| 20 |
2,570.0 |
2,433.0 |
137.0 |
5.5% |
39.9 |
1.6% |
34% |
False |
False |
987,161 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
39.2 |
1.6% |
45% |
False |
False |
563,495 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.3% |
43.1 |
1.7% |
76% |
False |
False |
378,147 |
| 80 |
2,594.0 |
2,100.0 |
494.0 |
19.9% |
42.1 |
1.7% |
77% |
False |
False |
285,146 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
42.6 |
1.7% |
80% |
False |
False |
230,200 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
43.7 |
1.8% |
80% |
False |
False |
191,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,670.3 |
|
2.618 |
2,603.3 |
|
1.618 |
2,562.3 |
|
1.000 |
2,537.0 |
|
0.618 |
2,521.3 |
|
HIGH |
2,496.0 |
|
0.618 |
2,480.3 |
|
0.500 |
2,475.5 |
|
0.382 |
2,470.7 |
|
LOW |
2,455.0 |
|
0.618 |
2,429.7 |
|
1.000 |
2,414.0 |
|
1.618 |
2,388.7 |
|
2.618 |
2,347.7 |
|
4.250 |
2,280.8 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,478.5 |
2,474.8 |
| PP |
2,477.0 |
2,469.7 |
| S1 |
2,475.5 |
2,464.5 |
|