| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,735.00 |
2,722.50 |
-12.50 |
-0.5% |
2,789.00 |
| High |
2,743.75 |
2,745.50 |
1.75 |
0.1% |
2,840.75 |
| Low |
2,717.25 |
2,712.00 |
-5.25 |
-0.2% |
2,772.50 |
| Close |
2,722.75 |
2,713.25 |
-9.50 |
-0.3% |
2,804.25 |
| Range |
26.50 |
33.50 |
7.00 |
26.4% |
68.25 |
| ATR |
33.82 |
33.80 |
-0.02 |
-0.1% |
0.00 |
| Volume |
258,892 |
248,073 |
-10,819 |
-4.2% |
1,092,210 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.00 |
2,802.25 |
2,731.75 |
|
| R3 |
2,790.50 |
2,768.75 |
2,722.50 |
|
| R2 |
2,757.00 |
2,757.00 |
2,719.50 |
|
| R1 |
2,735.25 |
2,735.25 |
2,716.25 |
2,729.50 |
| PP |
2,723.50 |
2,723.50 |
2,723.50 |
2,720.75 |
| S1 |
2,701.75 |
2,701.75 |
2,710.25 |
2,696.00 |
| S2 |
2,690.00 |
2,690.00 |
2,707.00 |
|
| S3 |
2,656.50 |
2,668.25 |
2,704.00 |
|
| S4 |
2,623.00 |
2,634.75 |
2,694.75 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.50 |
2,975.75 |
2,841.75 |
|
| R3 |
2,942.25 |
2,907.50 |
2,823.00 |
|
| R2 |
2,874.00 |
2,874.00 |
2,816.75 |
|
| R1 |
2,839.25 |
2,839.25 |
2,810.50 |
2,856.50 |
| PP |
2,805.75 |
2,805.75 |
2,805.75 |
2,814.50 |
| S1 |
2,771.00 |
2,771.00 |
2,798.00 |
2,788.50 |
| S2 |
2,737.50 |
2,737.50 |
2,791.75 |
|
| S3 |
2,669.25 |
2,702.75 |
2,785.50 |
|
| S4 |
2,601.00 |
2,634.50 |
2,766.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,840.75 |
2,712.00 |
128.75 |
4.7% |
38.25 |
1.4% |
1% |
False |
True |
248,357 |
| 10 |
2,840.75 |
2,712.00 |
128.75 |
4.7% |
35.25 |
1.3% |
1% |
False |
True |
236,691 |
| 20 |
2,871.75 |
2,712.00 |
159.75 |
5.9% |
33.00 |
1.2% |
1% |
False |
True |
232,072 |
| 40 |
2,871.75 |
2,712.00 |
159.75 |
5.9% |
31.50 |
1.2% |
1% |
False |
True |
121,813 |
| 60 |
2,871.75 |
2,513.25 |
358.50 |
13.2% |
29.75 |
1.1% |
56% |
False |
False |
81,223 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.5% |
29.25 |
1.1% |
57% |
False |
False |
60,919 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.8% |
25.50 |
0.9% |
63% |
False |
False |
48,736 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.8% |
23.75 |
0.9% |
63% |
False |
False |
40,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.00 |
|
2.618 |
2,833.25 |
|
1.618 |
2,799.75 |
|
1.000 |
2,779.00 |
|
0.618 |
2,766.25 |
|
HIGH |
2,745.50 |
|
0.618 |
2,732.75 |
|
0.500 |
2,728.75 |
|
0.382 |
2,724.75 |
|
LOW |
2,712.00 |
|
0.618 |
2,691.25 |
|
1.000 |
2,678.50 |
|
1.618 |
2,657.75 |
|
2.618 |
2,624.25 |
|
4.250 |
2,569.50 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.75 |
2,749.50 |
| PP |
2,723.50 |
2,737.25 |
| S1 |
2,718.50 |
2,725.25 |
|