| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,559.0 |
47.0 |
1.9% |
2,460.0 |
| High |
2,562.0 |
2,593.0 |
31.0 |
1.2% |
2,568.0 |
| Low |
2,509.0 |
2,552.0 |
43.0 |
1.7% |
2,418.0 |
| Close |
2,559.0 |
2,565.0 |
6.0 |
0.2% |
2,540.0 |
| Range |
53.0 |
41.0 |
-12.0 |
-22.6% |
150.0 |
| ATR |
46.0 |
45.6 |
-0.4 |
-0.8% |
0.0 |
| Volume |
1,067,151 |
1,151,007 |
83,856 |
7.9% |
4,944,286 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.0 |
2,670.0 |
2,587.6 |
|
| R3 |
2,652.0 |
2,629.0 |
2,576.3 |
|
| R2 |
2,611.0 |
2,611.0 |
2,572.5 |
|
| R1 |
2,588.0 |
2,588.0 |
2,568.8 |
2,599.5 |
| PP |
2,570.0 |
2,570.0 |
2,570.0 |
2,575.8 |
| S1 |
2,547.0 |
2,547.0 |
2,561.2 |
2,558.5 |
| S2 |
2,529.0 |
2,529.0 |
2,557.5 |
|
| S3 |
2,488.0 |
2,506.0 |
2,553.7 |
|
| S4 |
2,447.0 |
2,465.0 |
2,542.5 |
|
|
| 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 |
2,593.0 |
2,442.0 |
151.0 |
5.9% |
50.4 |
2.0% |
81% |
True |
False |
1,123,455 |
| 10 |
2,593.0 |
2,396.0 |
197.0 |
7.7% |
44.2 |
1.7% |
86% |
True |
False |
1,051,684 |
| 20 |
2,593.0 |
2,396.0 |
197.0 |
7.7% |
40.4 |
1.6% |
86% |
True |
False |
921,856 |
| 40 |
2,593.0 |
2,130.0 |
463.0 |
18.1% |
48.3 |
1.9% |
94% |
True |
False |
1,048,320 |
| 60 |
2,593.0 |
2,113.0 |
480.0 |
18.7% |
46.8 |
1.8% |
94% |
True |
False |
1,070,394 |
| 80 |
2,593.0 |
2,026.0 |
567.0 |
22.1% |
47.2 |
1.8% |
95% |
True |
False |
925,016 |
| 100 |
2,593.0 |
2,026.0 |
567.0 |
22.1% |
48.7 |
1.9% |
95% |
True |
False |
741,162 |
| 120 |
2,593.0 |
2,026.0 |
567.0 |
22.1% |
49.2 |
1.9% |
95% |
True |
False |
617,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,767.3 |
|
2.618 |
2,700.3 |
|
1.618 |
2,659.3 |
|
1.000 |
2,634.0 |
|
0.618 |
2,618.3 |
|
HIGH |
2,593.0 |
|
0.618 |
2,577.3 |
|
0.500 |
2,572.5 |
|
0.382 |
2,567.7 |
|
LOW |
2,552.0 |
|
0.618 |
2,526.7 |
|
1.000 |
2,511.0 |
|
1.618 |
2,485.7 |
|
2.618 |
2,444.7 |
|
4.250 |
2,377.8 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,572.5 |
2,560.3 |
| PP |
2,570.0 |
2,555.7 |
| S1 |
2,567.5 |
2,551.0 |
|