| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
8,550 |
8,615 |
65 |
0.8% |
8,910 |
| High |
8,645 |
8,615 |
-30 |
-0.3% |
8,915 |
| Low |
8,525 |
8,535 |
10 |
0.1% |
8,525 |
| Close |
8,585 |
8,555 |
-30 |
-0.3% |
8,555 |
| Range |
120 |
80 |
-40 |
-33.3% |
390 |
| ATR |
124 |
121 |
-3 |
-2.5% |
0 |
| Volume |
4,212 |
2,557 |
-1,655 |
-39.3% |
16,424 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,808 |
8,762 |
8,599 |
|
| R3 |
8,728 |
8,682 |
8,577 |
|
| R2 |
8,648 |
8,648 |
8,570 |
|
| R1 |
8,602 |
8,602 |
8,562 |
8,585 |
| PP |
8,568 |
8,568 |
8,568 |
8,560 |
| S1 |
8,522 |
8,522 |
8,548 |
8,505 |
| S2 |
8,488 |
8,488 |
8,540 |
|
| S3 |
8,408 |
8,442 |
8,533 |
|
| S4 |
8,328 |
8,362 |
8,511 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,835 |
9,585 |
8,770 |
|
| R3 |
9,445 |
9,195 |
8,662 |
|
| R2 |
9,055 |
9,055 |
8,627 |
|
| R1 |
8,805 |
8,805 |
8,591 |
8,735 |
| PP |
8,665 |
8,665 |
8,665 |
8,630 |
| S1 |
8,415 |
8,415 |
8,519 |
8,345 |
| S2 |
8,275 |
8,275 |
8,484 |
|
| S3 |
7,885 |
8,025 |
8,448 |
|
| S4 |
7,495 |
7,635 |
8,341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,915 |
8,525 |
390 |
4.6% |
127 |
1.5% |
8% |
False |
False |
3,284 |
| 10 |
8,955 |
8,525 |
430 |
5.0% |
120 |
1.4% |
7% |
False |
False |
3,974 |
| 20 |
9,235 |
8,525 |
710 |
8.3% |
125 |
1.5% |
4% |
False |
False |
4,001 |
| 40 |
9,245 |
8,525 |
720 |
8.4% |
110 |
1.3% |
4% |
False |
False |
3,233 |
| 60 |
9,245 |
8,365 |
880 |
10.3% |
78 |
0.9% |
22% |
False |
False |
2,157 |
| 80 |
9,245 |
8,365 |
880 |
10.3% |
59 |
0.7% |
22% |
False |
False |
1,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,955 |
|
2.618 |
8,825 |
|
1.618 |
8,745 |
|
1.000 |
8,695 |
|
0.618 |
8,665 |
|
HIGH |
8,615 |
|
0.618 |
8,585 |
|
0.500 |
8,575 |
|
0.382 |
8,566 |
|
LOW |
8,535 |
|
0.618 |
8,486 |
|
1.000 |
8,455 |
|
1.618 |
8,406 |
|
2.618 |
8,326 |
|
4.250 |
8,195 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,575 |
8,605 |
| PP |
8,568 |
8,588 |
| S1 |
8,562 |
8,572 |
|