| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,549.0 |
2,571.0 |
22.0 |
0.9% |
2,507.0 |
| High |
2,570.0 |
2,578.0 |
8.0 |
0.3% |
2,512.0 |
| Low |
2,544.0 |
2,552.0 |
8.0 |
0.3% |
2,433.0 |
| Close |
2,568.0 |
2,572.0 |
4.0 |
0.2% |
2,467.0 |
| Range |
26.0 |
26.0 |
0.0 |
0.0% |
79.0 |
| ATR |
43.9 |
42.6 |
-1.3 |
-2.9% |
0.0 |
| Volume |
984,564 |
1,172,116 |
187,552 |
19.0% |
4,786,553 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.3 |
2,634.7 |
2,586.3 |
|
| R3 |
2,619.3 |
2,608.7 |
2,579.2 |
|
| R2 |
2,593.3 |
2,593.3 |
2,576.8 |
|
| R1 |
2,582.7 |
2,582.7 |
2,574.4 |
2,588.0 |
| PP |
2,567.3 |
2,567.3 |
2,567.3 |
2,570.0 |
| S1 |
2,556.7 |
2,556.7 |
2,569.6 |
2,562.0 |
| S2 |
2,541.3 |
2,541.3 |
2,567.2 |
|
| S3 |
2,515.3 |
2,530.7 |
2,564.9 |
|
| S4 |
2,489.3 |
2,504.7 |
2,557.7 |
|
|
| 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 |
2,578.0 |
2,455.0 |
123.0 |
4.8% |
36.6 |
1.4% |
95% |
True |
False |
1,068,791 |
| 10 |
2,578.0 |
2,433.0 |
145.0 |
5.6% |
38.7 |
1.5% |
96% |
True |
False |
996,576 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.6% |
40.8 |
1.6% |
96% |
True |
False |
1,003,831 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.1% |
39.6 |
1.5% |
89% |
False |
False |
644,964 |
| 60 |
2,594.0 |
2,130.0 |
464.0 |
18.0% |
42.6 |
1.7% |
95% |
False |
False |
430,864 |
| 80 |
2,594.0 |
2,114.0 |
480.0 |
18.7% |
41.6 |
1.6% |
95% |
False |
False |
325,811 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.5% |
42.5 |
1.7% |
96% |
False |
False |
262,794 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.5% |
43.4 |
1.7% |
96% |
False |
False |
219,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,688.5 |
|
2.618 |
2,646.1 |
|
1.618 |
2,620.1 |
|
1.000 |
2,604.0 |
|
0.618 |
2,594.1 |
|
HIGH |
2,578.0 |
|
0.618 |
2,568.1 |
|
0.500 |
2,565.0 |
|
0.382 |
2,561.9 |
|
LOW |
2,552.0 |
|
0.618 |
2,535.9 |
|
1.000 |
2,526.0 |
|
1.618 |
2,509.9 |
|
2.618 |
2,483.9 |
|
4.250 |
2,441.5 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,569.7 |
2,560.0 |
| PP |
2,567.3 |
2,548.0 |
| S1 |
2,565.0 |
2,536.0 |
|