| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,433.50 |
1,438.75 |
5.25 |
0.4% |
1,446.50 |
| High |
1,441.50 |
1,450.75 |
9.25 |
0.6% |
1,450.00 |
| Low |
1,429.00 |
1,438.75 |
9.75 |
0.7% |
1,417.25 |
| Close |
1,438.00 |
1,449.00 |
11.00 |
0.8% |
1,427.50 |
| Range |
12.50 |
12.00 |
-0.50 |
-4.0% |
32.75 |
| ATR |
13.23 |
13.19 |
-0.03 |
-0.3% |
0.00 |
| Volume |
4,953 |
952 |
-4,001 |
-80.8% |
7,312 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.25 |
1,477.50 |
1,455.50 |
|
| R3 |
1,470.25 |
1,465.50 |
1,452.25 |
|
| R2 |
1,458.25 |
1,458.25 |
1,451.25 |
|
| R1 |
1,453.50 |
1,453.50 |
1,450.00 |
1,456.00 |
| PP |
1,446.25 |
1,446.25 |
1,446.25 |
1,447.25 |
| S1 |
1,441.50 |
1,441.50 |
1,448.00 |
1,444.00 |
| S2 |
1,434.25 |
1,434.25 |
1,446.75 |
|
| S3 |
1,422.25 |
1,429.50 |
1,445.75 |
|
| S4 |
1,410.25 |
1,417.50 |
1,442.50 |
|
|
| 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 |
1,450.75 |
1,421.75 |
29.00 |
2.0% |
14.75 |
1.0% |
94% |
True |
False |
4,069 |
| 10 |
1,455.00 |
1,417.25 |
37.75 |
2.6% |
14.75 |
1.0% |
84% |
False |
False |
2,421 |
| 20 |
1,461.00 |
1,411.00 |
50.00 |
3.5% |
12.75 |
0.9% |
76% |
False |
False |
1,426 |
| 40 |
1,461.00 |
1,380.25 |
80.75 |
5.6% |
11.00 |
0.8% |
85% |
False |
False |
862 |
| 60 |
1,461.00 |
1,313.00 |
148.00 |
10.2% |
11.00 |
0.8% |
92% |
False |
False |
618 |
| 80 |
1,461.00 |
1,293.00 |
168.00 |
11.6% |
10.25 |
0.7% |
93% |
False |
False |
479 |
| 100 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
9.75 |
0.7% |
94% |
False |
False |
385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,501.75 |
|
2.618 |
1,482.25 |
|
1.618 |
1,470.25 |
|
1.000 |
1,462.75 |
|
0.618 |
1,458.25 |
|
HIGH |
1,450.75 |
|
0.618 |
1,446.25 |
|
0.500 |
1,444.75 |
|
0.382 |
1,443.25 |
|
LOW |
1,438.75 |
|
0.618 |
1,431.25 |
|
1.000 |
1,426.75 |
|
1.618 |
1,419.25 |
|
2.618 |
1,407.25 |
|
4.250 |
1,387.75 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,447.50 |
1,445.50 |
| PP |
1,446.25 |
1,442.00 |
| S1 |
1,444.75 |
1,438.50 |
|