| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,436.00 |
1,425.25 |
-10.75 |
-0.7% |
1,446.50 |
| High |
1,436.25 |
1,444.50 |
8.25 |
0.6% |
1,450.00 |
| Low |
1,422.50 |
1,421.75 |
-0.75 |
-0.1% |
1,417.25 |
| Close |
1,427.50 |
1,430.00 |
2.50 |
0.2% |
1,427.50 |
| Range |
13.75 |
22.75 |
9.00 |
65.5% |
32.75 |
| ATR |
12.60 |
13.32 |
0.73 |
5.8% |
0.00 |
| Volume |
3,973 |
9,683 |
5,710 |
143.7% |
7,312 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,500.25 |
1,488.00 |
1,442.50 |
|
| R3 |
1,477.50 |
1,465.25 |
1,436.25 |
|
| R2 |
1,454.75 |
1,454.75 |
1,434.25 |
|
| R1 |
1,442.50 |
1,442.50 |
1,432.00 |
1,448.50 |
| PP |
1,432.00 |
1,432.00 |
1,432.00 |
1,435.25 |
| S1 |
1,419.75 |
1,419.75 |
1,428.00 |
1,426.00 |
| S2 |
1,409.25 |
1,409.25 |
1,425.75 |
|
| S3 |
1,386.50 |
1,397.00 |
1,423.75 |
|
| S4 |
1,363.75 |
1,374.25 |
1,417.50 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,529.75 |
1,511.50 |
1,445.50 |
|
| R3 |
1,497.00 |
1,478.75 |
1,436.50 |
|
| R2 |
1,464.25 |
1,464.25 |
1,433.50 |
|
| R1 |
1,446.00 |
1,446.00 |
1,430.50 |
1,438.75 |
| PP |
1,431.50 |
1,431.50 |
1,431.50 |
1,428.00 |
| S1 |
1,413.25 |
1,413.25 |
1,424.50 |
1,406.00 |
| S2 |
1,398.75 |
1,398.75 |
1,421.50 |
|
| S3 |
1,366.00 |
1,380.50 |
1,418.50 |
|
| S4 |
1,333.25 |
1,347.75 |
1,409.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,450.00 |
1,417.25 |
32.75 |
2.3% |
17.75 |
1.2% |
39% |
False |
False |
3,278 |
| 10 |
1,455.00 |
1,417.25 |
37.75 |
2.6% |
13.25 |
0.9% |
34% |
False |
False |
1,950 |
| 20 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
13.25 |
0.9% |
61% |
False |
False |
1,170 |
| 40 |
1,461.00 |
1,374.75 |
86.25 |
6.0% |
10.50 |
0.7% |
64% |
False |
False |
698 |
| 60 |
1,461.00 |
1,313.00 |
148.00 |
10.3% |
11.00 |
0.8% |
79% |
False |
False |
514 |
| 80 |
1,461.00 |
1,287.50 |
173.50 |
12.1% |
10.50 |
0.7% |
82% |
False |
False |
396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,541.25 |
|
2.618 |
1,504.00 |
|
1.618 |
1,481.25 |
|
1.000 |
1,467.25 |
|
0.618 |
1,458.50 |
|
HIGH |
1,444.50 |
|
0.618 |
1,435.75 |
|
0.500 |
1,433.00 |
|
0.382 |
1,430.50 |
|
LOW |
1,421.75 |
|
0.618 |
1,407.75 |
|
1.000 |
1,399.00 |
|
1.618 |
1,385.00 |
|
2.618 |
1,362.25 |
|
4.250 |
1,325.00 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,433.00 |
1,433.00 |
| PP |
1,432.00 |
1,432.00 |
| S1 |
1,431.00 |
1,431.00 |
|