| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,425.25 |
1,430.50 |
5.25 |
0.4% |
1,446.50 |
| High |
1,444.50 |
1,438.75 |
-5.75 |
-0.4% |
1,450.00 |
| Low |
1,421.75 |
1,426.00 |
4.25 |
0.3% |
1,417.25 |
| Close |
1,430.00 |
1,434.00 |
4.00 |
0.3% |
1,427.50 |
| Range |
22.75 |
12.75 |
-10.00 |
-44.0% |
32.75 |
| ATR |
13.32 |
13.28 |
-0.04 |
-0.3% |
0.00 |
| Volume |
9,683 |
786 |
-8,897 |
-91.9% |
7,312 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.25 |
1,465.25 |
1,441.00 |
|
| R3 |
1,458.50 |
1,452.50 |
1,437.50 |
|
| R2 |
1,445.75 |
1,445.75 |
1,436.25 |
|
| R1 |
1,439.75 |
1,439.75 |
1,435.25 |
1,442.75 |
| PP |
1,433.00 |
1,433.00 |
1,433.00 |
1,434.50 |
| S1 |
1,427.00 |
1,427.00 |
1,432.75 |
1,430.00 |
| S2 |
1,420.25 |
1,420.25 |
1,431.75 |
|
| S3 |
1,407.50 |
1,414.25 |
1,430.50 |
|
| S4 |
1,394.75 |
1,401.50 |
1,427.00 |
|
|
| 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 |
1,444.50 |
1,417.25 |
27.25 |
1.9% |
16.00 |
1.1% |
61% |
False |
False |
3,317 |
| 10 |
1,455.00 |
1,417.25 |
37.75 |
2.6% |
14.00 |
1.0% |
44% |
False |
False |
2,016 |
| 20 |
1,461.00 |
1,386.50 |
74.50 |
5.2% |
13.25 |
0.9% |
64% |
False |
False |
1,142 |
| 40 |
1,461.00 |
1,379.50 |
81.50 |
5.7% |
10.50 |
0.7% |
67% |
False |
False |
717 |
| 60 |
1,461.00 |
1,313.00 |
148.00 |
10.3% |
11.00 |
0.8% |
82% |
False |
False |
527 |
| 80 |
1,461.00 |
1,287.50 |
173.50 |
12.1% |
10.75 |
0.7% |
84% |
False |
False |
406 |
| 100 |
1,461.00 |
1,246.50 |
214.50 |
15.0% |
9.50 |
0.7% |
87% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,493.00 |
|
2.618 |
1,472.25 |
|
1.618 |
1,459.50 |
|
1.000 |
1,451.50 |
|
0.618 |
1,446.75 |
|
HIGH |
1,438.75 |
|
0.618 |
1,434.00 |
|
0.500 |
1,432.50 |
|
0.382 |
1,430.75 |
|
LOW |
1,426.00 |
|
0.618 |
1,418.00 |
|
1.000 |
1,413.25 |
|
1.618 |
1,405.25 |
|
2.618 |
1,392.50 |
|
4.250 |
1,371.75 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,433.50 |
1,433.75 |
| PP |
1,433.00 |
1,433.50 |
| S1 |
1,432.50 |
1,433.00 |
|