| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,535.0 |
2,512.0 |
-23.0 |
-0.9% |
2,460.0 |
| High |
2,542.0 |
2,562.0 |
20.0 |
0.8% |
2,568.0 |
| Low |
2,515.0 |
2,509.0 |
-6.0 |
-0.2% |
2,418.0 |
| Close |
2,531.0 |
2,559.0 |
28.0 |
1.1% |
2,540.0 |
| Range |
27.0 |
53.0 |
26.0 |
96.3% |
150.0 |
| ATR |
45.5 |
46.0 |
0.5 |
1.2% |
0.0 |
| Volume |
1,067,151 |
1,067,151 |
0 |
0.0% |
4,944,286 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.3 |
2,683.7 |
2,588.2 |
|
| R3 |
2,649.3 |
2,630.7 |
2,573.6 |
|
| R2 |
2,596.3 |
2,596.3 |
2,568.7 |
|
| R1 |
2,577.7 |
2,577.7 |
2,563.9 |
2,587.0 |
| PP |
2,543.3 |
2,543.3 |
2,543.3 |
2,548.0 |
| S1 |
2,524.7 |
2,524.7 |
2,554.1 |
2,534.0 |
| S2 |
2,490.3 |
2,490.3 |
2,549.3 |
|
| S3 |
2,437.3 |
2,471.7 |
2,544.4 |
|
| S4 |
2,384.3 |
2,418.7 |
2,529.9 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.7 |
2,899.3 |
2,622.5 |
|
| R3 |
2,808.7 |
2,749.3 |
2,581.3 |
|
| R2 |
2,658.7 |
2,658.7 |
2,567.5 |
|
| R1 |
2,599.3 |
2,599.3 |
2,553.8 |
2,629.0 |
| PP |
2,508.7 |
2,508.7 |
2,508.7 |
2,523.5 |
| S1 |
2,449.3 |
2,449.3 |
2,526.3 |
2,479.0 |
| S2 |
2,358.7 |
2,358.7 |
2,512.5 |
|
| S3 |
2,208.7 |
2,299.3 |
2,498.8 |
|
| S4 |
2,058.7 |
2,149.3 |
2,457.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,568.0 |
2,418.0 |
150.0 |
5.9% |
50.6 |
2.0% |
94% |
False |
False |
1,209,883 |
| 10 |
2,568.0 |
2,396.0 |
172.0 |
6.7% |
42.8 |
1.7% |
95% |
False |
False |
1,012,060 |
| 20 |
2,568.0 |
2,396.0 |
172.0 |
6.7% |
39.6 |
1.5% |
95% |
False |
False |
899,252 |
| 40 |
2,568.0 |
2,130.0 |
438.0 |
17.1% |
48.0 |
1.9% |
98% |
False |
False |
1,040,530 |
| 60 |
2,568.0 |
2,113.0 |
455.0 |
17.8% |
47.3 |
1.8% |
98% |
False |
False |
1,077,634 |
| 80 |
2,568.0 |
2,026.0 |
542.0 |
21.2% |
47.1 |
1.8% |
98% |
False |
False |
910,632 |
| 100 |
2,568.0 |
2,026.0 |
542.0 |
21.2% |
48.7 |
1.9% |
98% |
False |
False |
729,655 |
| 120 |
2,568.0 |
2,026.0 |
542.0 |
21.2% |
49.3 |
1.9% |
98% |
False |
False |
608,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,787.3 |
|
2.618 |
2,700.8 |
|
1.618 |
2,647.8 |
|
1.000 |
2,615.0 |
|
0.618 |
2,594.8 |
|
HIGH |
2,562.0 |
|
0.618 |
2,541.8 |
|
0.500 |
2,535.5 |
|
0.382 |
2,529.2 |
|
LOW |
2,509.0 |
|
0.618 |
2,476.2 |
|
1.000 |
2,456.0 |
|
1.618 |
2,423.2 |
|
2.618 |
2,370.2 |
|
4.250 |
2,283.8 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.2 |
2,552.2 |
| PP |
2,543.3 |
2,545.3 |
| S1 |
2,535.5 |
2,538.5 |
|