| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
8,795 |
8,680 |
-115 |
-1.3% |
8,875 |
| High |
8,855 |
8,685 |
-170 |
-1.9% |
8,955 |
| Low |
8,675 |
8,555 |
-120 |
-1.4% |
8,745 |
| Close |
8,680 |
8,560 |
-120 |
-1.4% |
8,905 |
| Range |
180 |
130 |
-50 |
-27.8% |
210 |
| ATR |
124 |
124 |
0 |
0.4% |
0 |
| Volume |
3,735 |
3,896 |
161 |
4.3% |
23,324 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,990 |
8,905 |
8,632 |
|
| R3 |
8,860 |
8,775 |
8,596 |
|
| R2 |
8,730 |
8,730 |
8,584 |
|
| R1 |
8,645 |
8,645 |
8,572 |
8,623 |
| PP |
8,600 |
8,600 |
8,600 |
8,589 |
| S1 |
8,515 |
8,515 |
8,548 |
8,493 |
| S2 |
8,470 |
8,470 |
8,536 |
|
| S3 |
8,340 |
8,385 |
8,524 |
|
| S4 |
8,210 |
8,255 |
8,489 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,498 |
9,412 |
9,021 |
|
| R3 |
9,288 |
9,202 |
8,963 |
|
| R2 |
9,078 |
9,078 |
8,944 |
|
| R1 |
8,992 |
8,992 |
8,924 |
9,035 |
| PP |
8,868 |
8,868 |
8,868 |
8,890 |
| S1 |
8,782 |
8,782 |
8,886 |
8,825 |
| S2 |
8,658 |
8,658 |
8,867 |
|
| S3 |
8,448 |
8,572 |
8,847 |
|
| S4 |
8,238 |
8,362 |
8,790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,955 |
8,555 |
400 |
4.7% |
144 |
1.7% |
1% |
False |
True |
3,824 |
| 10 |
9,010 |
8,555 |
455 |
5.3% |
132 |
1.5% |
1% |
False |
True |
4,223 |
| 20 |
9,235 |
8,555 |
680 |
7.9% |
134 |
1.6% |
1% |
False |
True |
4,483 |
| 40 |
9,245 |
8,555 |
690 |
8.1% |
107 |
1.3% |
1% |
False |
True |
3,064 |
| 60 |
9,245 |
8,365 |
880 |
10.3% |
74 |
0.9% |
22% |
False |
False |
2,044 |
| 80 |
9,245 |
8,365 |
880 |
10.3% |
57 |
0.7% |
22% |
False |
False |
1,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,238 |
|
2.618 |
9,025 |
|
1.618 |
8,895 |
|
1.000 |
8,815 |
|
0.618 |
8,765 |
|
HIGH |
8,685 |
|
0.618 |
8,635 |
|
0.500 |
8,620 |
|
0.382 |
8,605 |
|
LOW |
8,555 |
|
0.618 |
8,475 |
|
1.000 |
8,425 |
|
1.618 |
8,345 |
|
2.618 |
8,215 |
|
4.250 |
8,003 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,620 |
8,735 |
| PP |
8,600 |
8,677 |
| S1 |
8,580 |
8,618 |
|