| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,814.50 |
2,789.00 |
-25.50 |
-0.9% |
2,852.00 |
| High |
2,819.25 |
2,822.50 |
3.25 |
0.1% |
2,857.25 |
| Low |
2,788.75 |
2,777.75 |
-11.00 |
-0.4% |
2,762.25 |
| Close |
2,792.00 |
2,788.25 |
-3.75 |
-0.1% |
2,792.00 |
| Range |
30.50 |
44.75 |
14.25 |
46.7% |
95.00 |
| ATR |
31.87 |
32.79 |
0.92 |
2.9% |
0.00 |
| Volume |
242,772 |
261,991 |
19,219 |
7.9% |
1,155,255 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.50 |
2,904.00 |
2,812.75 |
|
| R3 |
2,885.75 |
2,859.25 |
2,800.50 |
|
| R2 |
2,841.00 |
2,841.00 |
2,796.50 |
|
| R1 |
2,814.50 |
2,814.50 |
2,792.25 |
2,805.50 |
| PP |
2,796.25 |
2,796.25 |
2,796.25 |
2,791.50 |
| S1 |
2,769.75 |
2,769.75 |
2,784.25 |
2,760.50 |
| S2 |
2,751.50 |
2,751.50 |
2,780.00 |
|
| S3 |
2,706.75 |
2,725.00 |
2,776.00 |
|
| S4 |
2,662.00 |
2,680.25 |
2,763.75 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.75 |
3,035.50 |
2,844.25 |
|
| R3 |
2,993.75 |
2,940.50 |
2,818.00 |
|
| R2 |
2,898.75 |
2,898.75 |
2,809.50 |
|
| R1 |
2,845.50 |
2,845.50 |
2,800.75 |
2,824.50 |
| PP |
2,803.75 |
2,803.75 |
2,803.75 |
2,793.50 |
| S1 |
2,750.50 |
2,750.50 |
2,783.25 |
2,729.50 |
| S2 |
2,708.75 |
2,708.75 |
2,774.50 |
|
| S3 |
2,613.75 |
2,655.50 |
2,766.00 |
|
| S4 |
2,518.75 |
2,560.50 |
2,739.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,853.00 |
2,762.25 |
90.75 |
3.3% |
44.25 |
1.6% |
29% |
False |
False |
242,505 |
| 10 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
33.00 |
1.2% |
24% |
False |
False |
223,325 |
| 20 |
2,871.75 |
2,736.25 |
135.50 |
4.9% |
33.25 |
1.2% |
38% |
False |
False |
150,393 |
| 40 |
2,871.75 |
2,669.25 |
202.50 |
7.3% |
27.50 |
1.0% |
59% |
False |
False |
75,268 |
| 60 |
2,871.75 |
2,510.25 |
361.50 |
13.0% |
29.25 |
1.1% |
77% |
False |
False |
50,187 |
| 80 |
2,871.75 |
2,503.75 |
368.00 |
13.2% |
27.25 |
1.0% |
77% |
False |
False |
37,642 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.4% |
24.00 |
0.9% |
81% |
False |
False |
30,114 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.4% |
22.25 |
0.8% |
81% |
False |
False |
25,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.75 |
|
2.618 |
2,939.75 |
|
1.618 |
2,895.00 |
|
1.000 |
2,867.25 |
|
0.618 |
2,850.25 |
|
HIGH |
2,822.50 |
|
0.618 |
2,805.50 |
|
0.500 |
2,800.00 |
|
0.382 |
2,794.75 |
|
LOW |
2,777.75 |
|
0.618 |
2,750.00 |
|
1.000 |
2,733.00 |
|
1.618 |
2,705.25 |
|
2.618 |
2,660.50 |
|
4.250 |
2,587.50 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.00 |
2,798.50 |
| PP |
2,796.25 |
2,795.25 |
| S1 |
2,792.25 |
2,791.75 |
|