| 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 |
2,460.0 |
2,496.0 |
36.0 |
1.5% |
2,507.0 |
| High |
2,496.0 |
2,553.0 |
57.0 |
2.3% |
2,512.0 |
| Low |
2,455.0 |
2,494.0 |
39.0 |
1.6% |
2,433.0 |
| Close |
2,480.0 |
2,542.0 |
62.0 |
2.5% |
2,467.0 |
| Range |
41.0 |
59.0 |
18.0 |
43.9% |
79.0 |
| ATR |
42.9 |
45.1 |
2.1 |
5.0% |
0.0 |
| Volume |
1,219,948 |
1,112,278 |
-107,670 |
-8.8% |
4,786,553 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.7 |
2,683.3 |
2,574.5 |
|
| R3 |
2,647.7 |
2,624.3 |
2,558.2 |
|
| R2 |
2,588.7 |
2,588.7 |
2,552.8 |
|
| R1 |
2,565.3 |
2,565.3 |
2,547.4 |
2,577.0 |
| PP |
2,529.7 |
2,529.7 |
2,529.7 |
2,535.5 |
| S1 |
2,506.3 |
2,506.3 |
2,536.6 |
2,518.0 |
| S2 |
2,470.7 |
2,470.7 |
2,531.2 |
|
| S3 |
2,411.7 |
2,447.3 |
2,525.8 |
|
| S4 |
2,352.7 |
2,388.3 |
2,509.6 |
|
|
| 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 |
2,553.0 |
2,433.0 |
120.0 |
4.7% |
43.6 |
1.7% |
91% |
True |
False |
1,042,797 |
| 10 |
2,553.0 |
2,433.0 |
120.0 |
4.7% |
39.7 |
1.6% |
91% |
True |
False |
969,342 |
| 20 |
2,570.0 |
2,433.0 |
137.0 |
5.4% |
40.8 |
1.6% |
80% |
False |
False |
986,346 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
39.7 |
1.6% |
75% |
False |
False |
591,196 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
18.8% |
43.2 |
1.7% |
89% |
False |
False |
396,680 |
| 80 |
2,594.0 |
2,100.0 |
494.0 |
19.4% |
41.8 |
1.6% |
89% |
False |
False |
299,046 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.7% |
42.8 |
1.7% |
91% |
False |
False |
241,315 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.7% |
43.7 |
1.7% |
91% |
False |
False |
201,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.8 |
|
2.618 |
2,707.5 |
|
1.618 |
2,648.5 |
|
1.000 |
2,612.0 |
|
0.618 |
2,589.5 |
|
HIGH |
2,553.0 |
|
0.618 |
2,530.5 |
|
0.500 |
2,523.5 |
|
0.382 |
2,516.5 |
|
LOW |
2,494.0 |
|
0.618 |
2,457.5 |
|
1.000 |
2,435.0 |
|
1.618 |
2,398.5 |
|
2.618 |
2,339.5 |
|
4.250 |
2,243.3 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,535.8 |
2,529.3 |
| PP |
2,529.7 |
2,516.7 |
| S1 |
2,523.5 |
2,504.0 |
|