| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,713.75 |
2,713.00 |
-0.75 |
0.0% |
2,806.25 |
| High |
2,728.25 |
2,736.25 |
8.00 |
0.3% |
2,808.00 |
| Low |
2,707.25 |
2,705.00 |
-2.25 |
-0.1% |
2,707.25 |
| Close |
2,710.00 |
2,731.25 |
21.25 |
0.8% |
2,710.00 |
| Range |
21.00 |
31.25 |
10.25 |
48.8% |
100.75 |
| ATR |
32.89 |
32.77 |
-0.12 |
-0.4% |
0.00 |
| Volume |
208,152 |
217,875 |
9,723 |
4.7% |
1,240,088 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.00 |
2,805.75 |
2,748.50 |
|
| R3 |
2,786.75 |
2,774.50 |
2,739.75 |
|
| R2 |
2,755.50 |
2,755.50 |
2,737.00 |
|
| R1 |
2,743.25 |
2,743.25 |
2,734.00 |
2,749.50 |
| PP |
2,724.25 |
2,724.25 |
2,724.25 |
2,727.25 |
| S1 |
2,712.00 |
2,712.00 |
2,728.50 |
2,718.00 |
| S2 |
2,693.00 |
2,693.00 |
2,725.50 |
|
| S3 |
2,661.75 |
2,680.75 |
2,722.75 |
|
| S4 |
2,630.50 |
2,649.50 |
2,714.00 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.00 |
2,977.75 |
2,765.50 |
|
| R3 |
2,943.25 |
2,877.00 |
2,737.75 |
|
| R2 |
2,842.50 |
2,842.50 |
2,728.50 |
|
| R1 |
2,776.25 |
2,776.25 |
2,719.25 |
2,759.00 |
| PP |
2,741.75 |
2,741.75 |
2,741.75 |
2,733.00 |
| S1 |
2,675.50 |
2,675.50 |
2,700.75 |
2,658.25 |
| S2 |
2,641.00 |
2,641.00 |
2,691.50 |
|
| S3 |
2,540.25 |
2,574.75 |
2,682.25 |
|
| S4 |
2,439.50 |
2,474.00 |
2,654.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,786.75 |
2,705.00 |
81.75 |
3.0% |
33.75 |
1.2% |
32% |
False |
True |
253,298 |
| 10 |
2,840.75 |
2,705.00 |
135.75 |
5.0% |
33.00 |
1.2% |
19% |
False |
True |
228,818 |
| 20 |
2,871.75 |
2,705.00 |
166.75 |
6.1% |
33.00 |
1.2% |
16% |
False |
True |
226,071 |
| 40 |
2,871.75 |
2,705.00 |
166.75 |
6.1% |
31.50 |
1.2% |
16% |
False |
True |
132,457 |
| 60 |
2,871.75 |
2,513.25 |
358.50 |
13.1% |
29.50 |
1.1% |
61% |
False |
False |
88,319 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.4% |
29.00 |
1.1% |
62% |
False |
False |
66,244 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.7% |
25.75 |
0.9% |
67% |
False |
False |
52,996 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.7% |
24.00 |
0.9% |
67% |
False |
False |
44,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.00 |
|
2.618 |
2,818.00 |
|
1.618 |
2,786.75 |
|
1.000 |
2,767.50 |
|
0.618 |
2,755.50 |
|
HIGH |
2,736.25 |
|
0.618 |
2,724.25 |
|
0.500 |
2,720.50 |
|
0.382 |
2,717.00 |
|
LOW |
2,705.00 |
|
0.618 |
2,685.75 |
|
1.000 |
2,673.75 |
|
1.618 |
2,654.50 |
|
2.618 |
2,623.25 |
|
4.250 |
2,572.25 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.75 |
2,729.25 |
| PP |
2,724.25 |
2,727.25 |
| S1 |
2,720.50 |
2,725.25 |
|