| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,559.0 |
2,563.0 |
4.0 |
0.2% |
2,460.0 |
| High |
2,593.0 |
2,588.0 |
-5.0 |
-0.2% |
2,568.0 |
| Low |
2,552.0 |
2,532.0 |
-20.0 |
-0.8% |
2,418.0 |
| Close |
2,565.0 |
2,545.0 |
-20.0 |
-0.8% |
2,540.0 |
| Range |
41.0 |
56.0 |
15.0 |
36.6% |
150.0 |
| ATR |
45.6 |
46.4 |
0.7 |
1.6% |
0.0 |
| Volume |
1,151,007 |
1,950,114 |
799,107 |
69.4% |
4,944,286 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.0 |
2,690.0 |
2,575.8 |
|
| R3 |
2,667.0 |
2,634.0 |
2,560.4 |
|
| R2 |
2,611.0 |
2,611.0 |
2,555.3 |
|
| R1 |
2,578.0 |
2,578.0 |
2,550.1 |
2,566.5 |
| PP |
2,555.0 |
2,555.0 |
2,555.0 |
2,549.3 |
| S1 |
2,522.0 |
2,522.0 |
2,539.9 |
2,510.5 |
| S2 |
2,499.0 |
2,499.0 |
2,534.7 |
|
| S3 |
2,443.0 |
2,466.0 |
2,529.6 |
|
| S4 |
2,387.0 |
2,410.0 |
2,514.2 |
|
|
| 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 |
2,509.0 |
84.0 |
3.3% |
43.8 |
1.7% |
43% |
False |
False |
1,196,848 |
| 10 |
2,593.0 |
2,396.0 |
197.0 |
7.7% |
47.1 |
1.9% |
76% |
False |
False |
1,187,498 |
| 20 |
2,593.0 |
2,396.0 |
197.0 |
7.7% |
41.9 |
1.6% |
76% |
False |
False |
990,158 |
| 40 |
2,593.0 |
2,130.0 |
463.0 |
18.2% |
48.7 |
1.9% |
90% |
False |
False |
1,072,083 |
| 60 |
2,593.0 |
2,113.0 |
480.0 |
18.9% |
46.7 |
1.8% |
90% |
False |
False |
1,080,411 |
| 80 |
2,593.0 |
2,026.0 |
567.0 |
22.3% |
47.3 |
1.9% |
92% |
False |
False |
949,349 |
| 100 |
2,593.0 |
2,026.0 |
567.0 |
22.3% |
48.7 |
1.9% |
92% |
False |
False |
760,562 |
| 120 |
2,593.0 |
2,026.0 |
567.0 |
22.3% |
49.3 |
1.9% |
92% |
False |
False |
634,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.0 |
|
2.618 |
2,734.6 |
|
1.618 |
2,678.6 |
|
1.000 |
2,644.0 |
|
0.618 |
2,622.6 |
|
HIGH |
2,588.0 |
|
0.618 |
2,566.6 |
|
0.500 |
2,560.0 |
|
0.382 |
2,553.4 |
|
LOW |
2,532.0 |
|
0.618 |
2,497.4 |
|
1.000 |
2,476.0 |
|
1.618 |
2,441.4 |
|
2.618 |
2,385.4 |
|
4.250 |
2,294.0 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,560.0 |
2,551.0 |
| PP |
2,555.0 |
2,549.0 |
| S1 |
2,550.0 |
2,547.0 |
|