| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
8,560 |
8,635 |
75 |
0.9% |
8,910 |
| High |
8,670 |
8,810 |
140 |
1.6% |
8,915 |
| Low |
8,505 |
8,635 |
130 |
1.5% |
8,525 |
| Close |
8,655 |
8,795 |
140 |
1.6% |
8,555 |
| Range |
165 |
175 |
10 |
6.1% |
390 |
| ATR |
124 |
127 |
4 |
3.0% |
0 |
| Volume |
4,086 |
11,376 |
7,290 |
178.4% |
16,424 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,272 |
9,208 |
8,891 |
|
| R3 |
9,097 |
9,033 |
8,843 |
|
| R2 |
8,922 |
8,922 |
8,827 |
|
| R1 |
8,858 |
8,858 |
8,811 |
8,890 |
| PP |
8,747 |
8,747 |
8,747 |
8,763 |
| S1 |
8,683 |
8,683 |
8,779 |
8,715 |
| S2 |
8,572 |
8,572 |
8,763 |
|
| S3 |
8,397 |
8,508 |
8,747 |
|
| S4 |
8,222 |
8,333 |
8,699 |
|
|
| 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 |
8,810 |
8,505 |
305 |
3.5% |
134 |
1.5% |
95% |
True |
False |
5,225 |
| 10 |
8,955 |
8,505 |
450 |
5.1% |
134 |
1.5% |
64% |
False |
False |
4,585 |
| 20 |
9,235 |
8,505 |
730 |
8.3% |
129 |
1.5% |
40% |
False |
False |
4,348 |
| 40 |
9,245 |
8,505 |
740 |
8.4% |
118 |
1.3% |
39% |
False |
False |
3,619 |
| 60 |
9,245 |
8,365 |
880 |
10.0% |
83 |
0.9% |
49% |
False |
False |
2,414 |
| 80 |
9,245 |
8,365 |
880 |
10.0% |
64 |
0.7% |
49% |
False |
False |
1,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,554 |
|
2.618 |
9,268 |
|
1.618 |
9,093 |
|
1.000 |
8,985 |
|
0.618 |
8,918 |
|
HIGH |
8,810 |
|
0.618 |
8,743 |
|
0.500 |
8,723 |
|
0.382 |
8,702 |
|
LOW |
8,635 |
|
0.618 |
8,527 |
|
1.000 |
8,460 |
|
1.618 |
8,352 |
|
2.618 |
8,177 |
|
4.250 |
7,891 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,771 |
8,749 |
| PP |
8,747 |
8,703 |
| S1 |
8,723 |
8,658 |
|