| 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 |
1,757.4 |
1,738.6 |
-18.8 |
-1.1% |
1,784.4 |
| High |
1,757.4 |
1,751.7 |
-5.7 |
-0.3% |
1,784.4 |
| Low |
1,732.0 |
1,738.6 |
6.6 |
0.4% |
1,756.3 |
| Close |
1,739.7 |
1,748.4 |
8.7 |
0.5% |
1,761.8 |
| Range |
25.4 |
13.1 |
-12.3 |
-48.4% |
28.1 |
| ATR |
19.1 |
18.7 |
-0.4 |
-2.2% |
0.0 |
| Volume |
3,324 |
7,576 |
4,252 |
127.9% |
11,973 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.5 |
1,780.1 |
1,755.6 |
|
| R3 |
1,772.4 |
1,767.0 |
1,752.0 |
|
| R2 |
1,759.3 |
1,759.3 |
1,750.8 |
|
| R1 |
1,753.9 |
1,753.9 |
1,749.6 |
1,756.6 |
| PP |
1,746.2 |
1,746.2 |
1,746.2 |
1,747.6 |
| S1 |
1,740.8 |
1,740.8 |
1,747.2 |
1,743.5 |
| S2 |
1,733.1 |
1,733.1 |
1,746.0 |
|
| S3 |
1,720.0 |
1,727.7 |
1,744.8 |
|
| S4 |
1,706.9 |
1,714.6 |
1,741.2 |
|
|
| 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 |
1,776.9 |
1,732.0 |
44.9 |
2.6% |
16.4 |
0.9% |
37% |
False |
False |
3,847 |
| 10 |
1,800.0 |
1,732.0 |
68.0 |
3.9% |
16.3 |
0.9% |
24% |
False |
False |
3,667 |
| 20 |
1,800.0 |
1,732.0 |
68.0 |
3.9% |
17.8 |
1.0% |
24% |
False |
False |
3,678 |
| 40 |
1,800.0 |
1,623.4 |
176.6 |
10.1% |
19.2 |
1.1% |
71% |
False |
False |
2,802 |
| 60 |
1,800.0 |
1,581.3 |
218.7 |
12.5% |
17.5 |
1.0% |
76% |
False |
False |
2,239 |
| 80 |
1,800.0 |
1,556.3 |
243.7 |
13.9% |
17.6 |
1.0% |
79% |
False |
False |
1,886 |
| 100 |
1,800.0 |
1,540.0 |
260.0 |
14.9% |
18.6 |
1.1% |
80% |
False |
False |
1,664 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
15.0% |
18.1 |
1.0% |
80% |
False |
False |
1,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,807.4 |
|
2.618 |
1,786.0 |
|
1.618 |
1,772.9 |
|
1.000 |
1,764.8 |
|
0.618 |
1,759.8 |
|
HIGH |
1,751.7 |
|
0.618 |
1,746.7 |
|
0.500 |
1,745.2 |
|
0.382 |
1,743.6 |
|
LOW |
1,738.6 |
|
0.618 |
1,730.5 |
|
1.000 |
1,725.5 |
|
1.618 |
1,717.4 |
|
2.618 |
1,704.3 |
|
4.250 |
1,682.9 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,747.3 |
1,754.1 |
| PP |
1,746.2 |
1,752.2 |
| S1 |
1,745.2 |
1,750.3 |
|