| 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 |
2,713.00 |
2,732.50 |
19.50 |
0.7% |
2,806.25 |
| High |
2,736.25 |
2,777.25 |
41.00 |
1.5% |
2,808.00 |
| Low |
2,705.00 |
2,729.75 |
24.75 |
0.9% |
2,707.25 |
| Close |
2,731.25 |
2,765.25 |
34.00 |
1.2% |
2,710.00 |
| Range |
31.25 |
47.50 |
16.25 |
52.0% |
100.75 |
| ATR |
32.77 |
33.82 |
1.05 |
3.2% |
0.00 |
| Volume |
217,875 |
235,193 |
17,318 |
7.9% |
1,240,088 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.00 |
2,880.00 |
2,791.50 |
|
| R3 |
2,852.50 |
2,832.50 |
2,778.25 |
|
| R2 |
2,805.00 |
2,805.00 |
2,774.00 |
|
| R1 |
2,785.00 |
2,785.00 |
2,769.50 |
2,795.00 |
| PP |
2,757.50 |
2,757.50 |
2,757.50 |
2,762.50 |
| S1 |
2,737.50 |
2,737.50 |
2,761.00 |
2,747.50 |
| S2 |
2,710.00 |
2,710.00 |
2,756.50 |
|
| S3 |
2,662.50 |
2,690.00 |
2,752.25 |
|
| S4 |
2,615.00 |
2,642.50 |
2,739.00 |
|
|
| 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 |
2,777.25 |
2,705.00 |
72.25 |
2.6% |
32.00 |
1.2% |
83% |
True |
False |
233,637 |
| 10 |
2,840.75 |
2,705.00 |
135.75 |
4.9% |
34.25 |
1.2% |
44% |
False |
False |
230,114 |
| 20 |
2,871.75 |
2,705.00 |
166.75 |
6.0% |
34.50 |
1.3% |
36% |
False |
False |
228,051 |
| 40 |
2,871.75 |
2,705.00 |
166.75 |
6.0% |
32.25 |
1.2% |
36% |
False |
False |
138,334 |
| 60 |
2,871.75 |
2,513.25 |
358.50 |
13.0% |
29.25 |
1.1% |
70% |
False |
False |
92,238 |
| 80 |
2,871.75 |
2,506.00 |
365.75 |
13.2% |
29.25 |
1.1% |
71% |
False |
False |
69,184 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.5% |
26.25 |
0.9% |
75% |
False |
False |
55,348 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.5% |
24.50 |
0.9% |
75% |
False |
False |
46,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.00 |
|
2.618 |
2,901.50 |
|
1.618 |
2,854.00 |
|
1.000 |
2,824.75 |
|
0.618 |
2,806.50 |
|
HIGH |
2,777.25 |
|
0.618 |
2,759.00 |
|
0.500 |
2,753.50 |
|
0.382 |
2,748.00 |
|
LOW |
2,729.75 |
|
0.618 |
2,700.50 |
|
1.000 |
2,682.25 |
|
1.618 |
2,653.00 |
|
2.618 |
2,605.50 |
|
4.250 |
2,528.00 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.25 |
2,757.25 |
| PP |
2,757.50 |
2,749.25 |
| S1 |
2,753.50 |
2,741.00 |
|