| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
8,790 |
8,865 |
75 |
0.9% |
8,910 |
| High |
8,890 |
9,005 |
115 |
1.3% |
8,915 |
| Low |
8,775 |
8,865 |
90 |
1.0% |
8,525 |
| Close |
8,885 |
8,980 |
95 |
1.1% |
8,555 |
| Range |
115 |
140 |
25 |
21.7% |
390 |
| ATR |
127 |
128 |
1 |
0.8% |
0 |
| Volume |
7,113 |
10,277 |
3,164 |
44.5% |
16,424 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,370 |
9,315 |
9,057 |
|
| R3 |
9,230 |
9,175 |
9,019 |
|
| R2 |
9,090 |
9,090 |
9,006 |
|
| R1 |
9,035 |
9,035 |
8,993 |
9,063 |
| PP |
8,950 |
8,950 |
8,950 |
8,964 |
| S1 |
8,895 |
8,895 |
8,967 |
8,923 |
| S2 |
8,810 |
8,810 |
8,954 |
|
| S3 |
8,670 |
8,755 |
8,942 |
|
| S4 |
8,530 |
8,615 |
8,903 |
|
|
| 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 |
9,005 |
8,505 |
500 |
5.6% |
135 |
1.5% |
95% |
True |
False |
7,081 |
| 10 |
9,005 |
8,505 |
500 |
5.6% |
137 |
1.5% |
95% |
True |
False |
5,369 |
| 20 |
9,100 |
8,505 |
595 |
6.6% |
127 |
1.4% |
80% |
False |
False |
4,683 |
| 40 |
9,245 |
8,505 |
740 |
8.2% |
122 |
1.4% |
64% |
False |
False |
4,054 |
| 60 |
9,245 |
8,375 |
870 |
9.7% |
88 |
1.0% |
70% |
False |
False |
2,704 |
| 80 |
9,245 |
8,365 |
880 |
9.8% |
67 |
0.7% |
70% |
False |
False |
2,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,600 |
|
2.618 |
9,372 |
|
1.618 |
9,232 |
|
1.000 |
9,145 |
|
0.618 |
9,092 |
|
HIGH |
9,005 |
|
0.618 |
8,952 |
|
0.500 |
8,935 |
|
0.382 |
8,919 |
|
LOW |
8,865 |
|
0.618 |
8,779 |
|
1.000 |
8,725 |
|
1.618 |
8,639 |
|
2.618 |
8,499 |
|
4.250 |
8,270 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,965 |
8,927 |
| PP |
8,950 |
8,873 |
| S1 |
8,935 |
8,820 |
|