| 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 |
1,418.50 |
1,421.50 |
3.00 |
0.2% |
1,450.00 |
| High |
1,432.25 |
1,427.50 |
-4.75 |
-0.3% |
1,450.00 |
| Low |
1,414.50 |
1,414.00 |
-0.50 |
0.0% |
1,414.00 |
| Close |
1,421.50 |
1,414.75 |
-6.75 |
-0.5% |
1,414.75 |
| Range |
17.75 |
13.50 |
-4.25 |
-23.9% |
36.00 |
| ATR |
13.63 |
13.62 |
-0.01 |
-0.1% |
0.00 |
| Volume |
893 |
893 |
0 |
0.0% |
6,204 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.25 |
1,450.50 |
1,422.25 |
|
| R3 |
1,445.75 |
1,437.00 |
1,418.50 |
|
| R2 |
1,432.25 |
1,432.25 |
1,417.25 |
|
| R1 |
1,423.50 |
1,423.50 |
1,416.00 |
1,421.00 |
| PP |
1,418.75 |
1,418.75 |
1,418.75 |
1,417.50 |
| S1 |
1,410.00 |
1,410.00 |
1,413.50 |
1,407.50 |
| S2 |
1,405.25 |
1,405.25 |
1,412.25 |
|
| S3 |
1,391.75 |
1,396.50 |
1,411.00 |
|
| S4 |
1,378.25 |
1,383.00 |
1,407.25 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,534.25 |
1,510.50 |
1,434.50 |
|
| R3 |
1,498.25 |
1,474.50 |
1,424.75 |
|
| R2 |
1,462.25 |
1,462.25 |
1,421.25 |
|
| R1 |
1,438.50 |
1,438.50 |
1,418.00 |
1,432.50 |
| PP |
1,426.25 |
1,426.25 |
1,426.25 |
1,423.25 |
| S1 |
1,402.50 |
1,402.50 |
1,411.50 |
1,396.50 |
| S2 |
1,390.25 |
1,390.25 |
1,408.25 |
|
| S3 |
1,354.25 |
1,366.50 |
1,404.75 |
|
| S4 |
1,318.25 |
1,330.50 |
1,395.00 |
|
|
| 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 |
1,414.00 |
36.00 |
2.5% |
14.25 |
1.0% |
2% |
False |
True |
1,240 |
| 10 |
1,459.00 |
1,414.00 |
45.00 |
3.2% |
14.50 |
1.0% |
2% |
False |
True |
2,322 |
| 20 |
1,459.00 |
1,414.00 |
45.00 |
3.2% |
13.00 |
0.9% |
2% |
False |
True |
1,661 |
| 40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
12.00 |
0.9% |
41% |
False |
False |
988 |
| 60 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
11.75 |
0.8% |
69% |
False |
False |
710 |
| 80 |
1,461.00 |
1,293.00 |
168.00 |
11.9% |
11.00 |
0.8% |
72% |
False |
False |
563 |
| 100 |
1,461.00 |
1,246.50 |
214.50 |
15.2% |
10.25 |
0.7% |
78% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,485.00 |
|
2.618 |
1,462.75 |
|
1.618 |
1,449.25 |
|
1.000 |
1,441.00 |
|
0.618 |
1,435.75 |
|
HIGH |
1,427.50 |
|
0.618 |
1,422.25 |
|
0.500 |
1,420.75 |
|
0.382 |
1,419.25 |
|
LOW |
1,414.00 |
|
0.618 |
1,405.75 |
|
1.000 |
1,400.50 |
|
1.618 |
1,392.25 |
|
2.618 |
1,378.75 |
|
4.250 |
1,356.50 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,420.75 |
1,423.00 |
| PP |
1,418.75 |
1,420.25 |
| S1 |
1,416.75 |
1,417.50 |
|