| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,571.0 |
2,565.0 |
-6.0 |
-0.2% |
2,460.0 |
| High |
2,578.0 |
2,570.0 |
-8.0 |
-0.3% |
2,578.0 |
| Low |
2,552.0 |
2,521.0 |
-31.0 |
-1.2% |
2,455.0 |
| Close |
2,572.0 |
2,534.0 |
-38.0 |
-1.5% |
2,534.0 |
| Range |
26.0 |
49.0 |
23.0 |
88.5% |
123.0 |
| ATR |
42.6 |
43.2 |
0.6 |
1.4% |
0.0 |
| Volume |
1,172,116 |
820,417 |
-351,699 |
-30.0% |
5,309,323 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.7 |
2,660.3 |
2,561.0 |
|
| R3 |
2,639.7 |
2,611.3 |
2,547.5 |
|
| R2 |
2,590.7 |
2,590.7 |
2,543.0 |
|
| R1 |
2,562.3 |
2,562.3 |
2,538.5 |
2,552.0 |
| PP |
2,541.7 |
2,541.7 |
2,541.7 |
2,536.5 |
| S1 |
2,513.3 |
2,513.3 |
2,529.5 |
2,503.0 |
| S2 |
2,492.7 |
2,492.7 |
2,525.0 |
|
| S3 |
2,443.7 |
2,464.3 |
2,520.5 |
|
| S4 |
2,394.7 |
2,415.3 |
2,507.1 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.3 |
2,835.7 |
2,601.7 |
|
| R3 |
2,768.3 |
2,712.7 |
2,567.8 |
|
| R2 |
2,645.3 |
2,645.3 |
2,556.6 |
|
| R1 |
2,589.7 |
2,589.7 |
2,545.3 |
2,617.5 |
| PP |
2,522.3 |
2,522.3 |
2,522.3 |
2,536.3 |
| S1 |
2,466.7 |
2,466.7 |
2,522.7 |
2,494.5 |
| S2 |
2,399.3 |
2,399.3 |
2,511.5 |
|
| S3 |
2,276.3 |
2,343.7 |
2,500.2 |
|
| S4 |
2,153.3 |
2,220.7 |
2,466.4 |
|
|
| 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 |
4.9% |
40.2 |
1.6% |
64% |
False |
False |
1,061,864 |
| 10 |
2,578.0 |
2,433.0 |
145.0 |
5.7% |
39.3 |
1.6% |
70% |
False |
False |
1,009,587 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.7% |
41.7 |
1.6% |
70% |
False |
False |
1,012,633 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
39.3 |
1.5% |
71% |
False |
False |
665,333 |
| 60 |
2,594.0 |
2,222.0 |
372.0 |
14.7% |
41.6 |
1.6% |
84% |
False |
False |
444,320 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
18.9% |
41.8 |
1.6% |
87% |
False |
False |
336,065 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.8% |
42.7 |
1.7% |
90% |
False |
False |
270,964 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.8% |
43.4 |
1.7% |
90% |
False |
False |
226,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,778.3 |
|
2.618 |
2,698.3 |
|
1.618 |
2,649.3 |
|
1.000 |
2,619.0 |
|
0.618 |
2,600.3 |
|
HIGH |
2,570.0 |
|
0.618 |
2,551.3 |
|
0.500 |
2,545.5 |
|
0.382 |
2,539.7 |
|
LOW |
2,521.0 |
|
0.618 |
2,490.7 |
|
1.000 |
2,472.0 |
|
1.618 |
2,441.7 |
|
2.618 |
2,392.7 |
|
4.250 |
2,312.8 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.5 |
2,549.5 |
| PP |
2,541.7 |
2,544.3 |
| S1 |
2,537.8 |
2,539.2 |
|