| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
4,352.0 |
4,410.0 |
58.0 |
1.3% |
4,408.0 |
| High |
4,419.0 |
4,441.0 |
22.0 |
0.5% |
4,410.0 |
| Low |
4,348.0 |
4,402.0 |
54.0 |
1.2% |
4,340.0 |
| Close |
4,394.0 |
4,434.0 |
40.0 |
0.9% |
4,384.0 |
| Range |
71.0 |
39.0 |
-32.0 |
-45.1% |
70.0 |
| ATR |
33.9 |
34.9 |
0.9 |
2.7% |
0.0 |
| Volume |
19,727 |
22,864 |
3,137 |
15.9% |
107,121 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,542.7 |
4,527.3 |
4,455.5 |
|
| R3 |
4,503.7 |
4,488.3 |
4,444.7 |
|
| R2 |
4,464.7 |
4,464.7 |
4,441.2 |
|
| R1 |
4,449.3 |
4,449.3 |
4,437.6 |
4,457.0 |
| PP |
4,425.7 |
4,425.7 |
4,425.7 |
4,429.5 |
| S1 |
4,410.3 |
4,410.3 |
4,430.4 |
4,418.0 |
| S2 |
4,386.7 |
4,386.7 |
4,426.9 |
|
| S3 |
4,347.7 |
4,371.3 |
4,423.3 |
|
| S4 |
4,308.7 |
4,332.3 |
4,412.6 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,588.0 |
4,556.0 |
4,422.5 |
|
| R3 |
4,518.0 |
4,486.0 |
4,403.3 |
|
| R2 |
4,448.0 |
4,448.0 |
4,396.8 |
|
| R1 |
4,416.0 |
4,416.0 |
4,390.4 |
4,397.0 |
| PP |
4,378.0 |
4,378.0 |
4,378.0 |
4,368.5 |
| S1 |
4,346.0 |
4,346.0 |
4,377.6 |
4,327.0 |
| S2 |
4,308.0 |
4,308.0 |
4,371.2 |
|
| S3 |
4,238.0 |
4,276.0 |
4,364.8 |
|
| S4 |
4,168.0 |
4,206.0 |
4,345.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,441.0 |
4,340.0 |
101.0 |
2.3% |
42.4 |
1.0% |
93% |
True |
False |
21,638 |
| 10 |
4,441.0 |
4,340.0 |
101.0 |
2.3% |
34.7 |
0.8% |
93% |
True |
False |
27,368 |
| 20 |
4,441.0 |
4,271.0 |
170.0 |
3.8% |
28.2 |
0.6% |
96% |
True |
False |
24,304 |
| 40 |
4,441.0 |
4,235.0 |
206.0 |
4.6% |
19.8 |
0.4% |
97% |
True |
False |
12,218 |
| 60 |
4,441.0 |
4,031.0 |
410.0 |
9.2% |
14.9 |
0.3% |
98% |
True |
False |
8,176 |
| 80 |
4,441.0 |
3,982.0 |
459.0 |
10.4% |
11.8 |
0.3% |
98% |
True |
False |
6,147 |
| 100 |
4,441.0 |
3,950.0 |
491.0 |
11.1% |
10.4 |
0.2% |
99% |
True |
False |
4,935 |
| 120 |
4,441.0 |
3,950.0 |
491.0 |
11.1% |
9.0 |
0.2% |
99% |
True |
False |
4,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,606.8 |
|
2.618 |
4,543.1 |
|
1.618 |
4,504.1 |
|
1.000 |
4,480.0 |
|
0.618 |
4,465.1 |
|
HIGH |
4,441.0 |
|
0.618 |
4,426.1 |
|
0.500 |
4,421.5 |
|
0.382 |
4,416.9 |
|
LOW |
4,402.0 |
|
0.618 |
4,377.9 |
|
1.000 |
4,363.0 |
|
1.618 |
4,338.9 |
|
2.618 |
4,299.9 |
|
4.250 |
4,236.3 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,429.8 |
4,420.8 |
| PP |
4,425.7 |
4,407.7 |
| S1 |
4,421.5 |
4,394.5 |
|