| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,764.5 |
1,770.9 |
6.4 |
0.4% |
1,784.4 |
| High |
1,776.9 |
1,776.2 |
-0.7 |
0.0% |
1,784.4 |
| Low |
1,763.3 |
1,756.3 |
-7.0 |
-0.4% |
1,756.3 |
| Close |
1,772.7 |
1,761.8 |
-10.9 |
-0.6% |
1,761.8 |
| Range |
13.6 |
19.9 |
6.3 |
46.3% |
28.1 |
| ATR |
18.1 |
18.3 |
0.1 |
0.7% |
0.0 |
| Volume |
4,573 |
1,545 |
-3,028 |
-66.2% |
11,973 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,824.5 |
1,813.0 |
1,772.7 |
|
| R3 |
1,804.6 |
1,793.1 |
1,767.3 |
|
| R2 |
1,784.7 |
1,784.7 |
1,765.4 |
|
| R1 |
1,773.2 |
1,773.2 |
1,763.6 |
1,769.0 |
| PP |
1,764.8 |
1,764.8 |
1,764.8 |
1,762.7 |
| S1 |
1,753.3 |
1,753.3 |
1,760.0 |
1,749.1 |
| S2 |
1,744.9 |
1,744.9 |
1,758.2 |
|
| S3 |
1,725.0 |
1,733.4 |
1,756.3 |
|
| S4 |
1,705.1 |
1,713.5 |
1,750.9 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.8 |
1,834.9 |
1,777.3 |
|
| R3 |
1,823.7 |
1,806.8 |
1,769.5 |
|
| R2 |
1,795.6 |
1,795.6 |
1,767.0 |
|
| R1 |
1,778.7 |
1,778.7 |
1,764.4 |
1,773.1 |
| PP |
1,767.5 |
1,767.5 |
1,767.5 |
1,764.7 |
| S1 |
1,750.6 |
1,750.6 |
1,759.2 |
1,745.0 |
| S2 |
1,739.4 |
1,739.4 |
1,756.6 |
|
| S3 |
1,711.3 |
1,722.5 |
1,754.1 |
|
| S4 |
1,683.2 |
1,694.4 |
1,746.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,784.4 |
1,756.3 |
28.1 |
1.6% |
15.1 |
0.9% |
20% |
False |
True |
2,394 |
| 10 |
1,800.0 |
1,756.3 |
43.7 |
2.5% |
16.5 |
0.9% |
13% |
False |
True |
2,997 |
| 20 |
1,800.0 |
1,740.4 |
59.6 |
3.4% |
18.0 |
1.0% |
36% |
False |
False |
3,360 |
| 40 |
1,800.0 |
1,616.6 |
183.4 |
10.4% |
18.6 |
1.1% |
79% |
False |
False |
2,579 |
| 60 |
1,800.0 |
1,569.9 |
230.1 |
13.1% |
17.2 |
1.0% |
83% |
False |
False |
2,089 |
| 80 |
1,800.0 |
1,556.3 |
243.7 |
13.8% |
17.7 |
1.0% |
84% |
False |
False |
1,756 |
| 100 |
1,800.0 |
1,540.0 |
260.0 |
14.8% |
18.7 |
1.1% |
85% |
False |
False |
1,583 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
14.9% |
17.9 |
1.0% |
85% |
False |
False |
1,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,860.8 |
|
2.618 |
1,828.3 |
|
1.618 |
1,808.4 |
|
1.000 |
1,796.1 |
|
0.618 |
1,788.5 |
|
HIGH |
1,776.2 |
|
0.618 |
1,768.6 |
|
0.500 |
1,766.3 |
|
0.382 |
1,763.9 |
|
LOW |
1,756.3 |
|
0.618 |
1,744.0 |
|
1.000 |
1,736.4 |
|
1.618 |
1,724.1 |
|
2.618 |
1,704.2 |
|
4.250 |
1,671.7 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,766.3 |
1,766.6 |
| PP |
1,764.8 |
1,765.0 |
| S1 |
1,763.3 |
1,763.4 |
|