| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,563.0 |
2,595.0 |
32.0 |
1.2% |
2,535.0 |
| High |
2,588.0 |
2,607.0 |
19.0 |
0.7% |
2,607.0 |
| Low |
2,532.0 |
2,580.0 |
48.0 |
1.9% |
2,509.0 |
| Close |
2,545.0 |
2,590.0 |
45.0 |
1.8% |
2,590.0 |
| Range |
56.0 |
27.0 |
-29.0 |
-51.8% |
98.0 |
| ATR |
46.4 |
47.5 |
1.1 |
2.4% |
0.0 |
| Volume |
1,950,114 |
1,312,629 |
-637,485 |
-32.7% |
6,548,052 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.3 |
2,658.7 |
2,604.9 |
|
| R3 |
2,646.3 |
2,631.7 |
2,597.4 |
|
| R2 |
2,619.3 |
2,619.3 |
2,595.0 |
|
| R1 |
2,604.7 |
2,604.7 |
2,592.5 |
2,598.5 |
| PP |
2,592.3 |
2,592.3 |
2,592.3 |
2,589.3 |
| S1 |
2,577.7 |
2,577.7 |
2,587.5 |
2,571.5 |
| S2 |
2,565.3 |
2,565.3 |
2,585.1 |
|
| S3 |
2,538.3 |
2,550.7 |
2,582.6 |
|
| S4 |
2,511.3 |
2,523.7 |
2,575.2 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.7 |
2,824.3 |
2,643.9 |
|
| R3 |
2,764.7 |
2,726.3 |
2,617.0 |
|
| R2 |
2,666.7 |
2,666.7 |
2,608.0 |
|
| R1 |
2,628.3 |
2,628.3 |
2,599.0 |
2,647.5 |
| PP |
2,568.7 |
2,568.7 |
2,568.7 |
2,578.3 |
| S1 |
2,530.3 |
2,530.3 |
2,581.0 |
2,549.5 |
| S2 |
2,470.7 |
2,470.7 |
2,572.0 |
|
| S3 |
2,372.7 |
2,432.3 |
2,563.1 |
|
| S4 |
2,274.7 |
2,334.3 |
2,536.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,607.0 |
2,509.0 |
98.0 |
3.8% |
40.8 |
1.6% |
83% |
True |
False |
1,309,610 |
| 10 |
2,607.0 |
2,397.0 |
210.0 |
8.1% |
46.2 |
1.8% |
92% |
True |
False |
1,250,599 |
| 20 |
2,607.0 |
2,396.0 |
211.0 |
8.1% |
40.9 |
1.6% |
92% |
True |
False |
1,013,148 |
| 40 |
2,607.0 |
2,130.0 |
477.0 |
18.4% |
48.7 |
1.9% |
96% |
True |
False |
1,076,682 |
| 60 |
2,607.0 |
2,113.0 |
494.0 |
19.1% |
46.6 |
1.8% |
97% |
True |
False |
1,084,429 |
| 80 |
2,607.0 |
2,026.0 |
581.0 |
22.4% |
47.1 |
1.8% |
97% |
True |
False |
965,616 |
| 100 |
2,607.0 |
2,026.0 |
581.0 |
22.4% |
48.6 |
1.9% |
97% |
True |
False |
773,677 |
| 120 |
2,607.0 |
2,026.0 |
581.0 |
22.4% |
49.1 |
1.9% |
97% |
True |
False |
644,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.8 |
|
2.618 |
2,677.7 |
|
1.618 |
2,650.7 |
|
1.000 |
2,634.0 |
|
0.618 |
2,623.7 |
|
HIGH |
2,607.0 |
|
0.618 |
2,596.7 |
|
0.500 |
2,593.5 |
|
0.382 |
2,590.3 |
|
LOW |
2,580.0 |
|
0.618 |
2,563.3 |
|
1.000 |
2,553.0 |
|
1.618 |
2,536.3 |
|
2.618 |
2,509.3 |
|
4.250 |
2,465.3 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,593.5 |
2,583.2 |
| PP |
2,592.3 |
2,576.3 |
| S1 |
2,591.2 |
2,569.5 |
|