| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,581.0 |
2,580.0 |
-1.0 |
0.0% |
2,535.0 |
| High |
2,590.0 |
2,580.0 |
-10.0 |
-0.4% |
2,607.0 |
| Low |
2,576.0 |
2,541.0 |
-35.0 |
-1.4% |
2,509.0 |
| Close |
2,582.0 |
2,563.0 |
-19.0 |
-0.7% |
2,590.0 |
| Range |
14.0 |
39.0 |
25.0 |
178.6% |
98.0 |
| ATR |
45.1 |
44.8 |
-0.3 |
-0.6% |
0.0 |
| Volume |
2,200,936 |
1,845,531 |
-355,405 |
-16.1% |
6,548,052 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.3 |
2,659.7 |
2,584.5 |
|
| R3 |
2,639.3 |
2,620.7 |
2,573.7 |
|
| R2 |
2,600.3 |
2,600.3 |
2,570.2 |
|
| R1 |
2,581.7 |
2,581.7 |
2,566.6 |
2,571.5 |
| PP |
2,561.3 |
2,561.3 |
2,561.3 |
2,556.3 |
| S1 |
2,542.7 |
2,542.7 |
2,559.4 |
2,532.5 |
| S2 |
2,522.3 |
2,522.3 |
2,555.9 |
|
| S3 |
2,483.3 |
2,503.7 |
2,552.3 |
|
| S4 |
2,444.3 |
2,464.7 |
2,541.6 |
|
|
| 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 |
2,532.0 |
75.0 |
2.9% |
35.4 |
1.4% |
41% |
False |
False |
1,692,043 |
| 10 |
2,607.0 |
2,418.0 |
189.0 |
7.4% |
43.0 |
1.7% |
77% |
False |
False |
1,450,963 |
| 20 |
2,607.0 |
2,396.0 |
211.0 |
8.2% |
40.4 |
1.6% |
79% |
False |
False |
1,124,636 |
| 40 |
2,607.0 |
2,130.0 |
477.0 |
18.6% |
47.0 |
1.8% |
91% |
False |
False |
1,106,440 |
| 60 |
2,607.0 |
2,113.0 |
494.0 |
19.3% |
45.8 |
1.8% |
91% |
False |
False |
1,112,554 |
| 80 |
2,607.0 |
2,026.0 |
581.0 |
22.7% |
46.7 |
1.8% |
92% |
False |
False |
1,016,110 |
| 100 |
2,607.0 |
2,026.0 |
581.0 |
22.7% |
48.2 |
1.9% |
92% |
False |
False |
814,124 |
| 120 |
2,607.0 |
2,026.0 |
581.0 |
22.7% |
48.8 |
1.9% |
92% |
False |
False |
678,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.8 |
|
2.618 |
2,682.1 |
|
1.618 |
2,643.1 |
|
1.000 |
2,619.0 |
|
0.618 |
2,604.1 |
|
HIGH |
2,580.0 |
|
0.618 |
2,565.1 |
|
0.500 |
2,560.5 |
|
0.382 |
2,555.9 |
|
LOW |
2,541.0 |
|
0.618 |
2,516.9 |
|
1.000 |
2,502.0 |
|
1.618 |
2,477.9 |
|
2.618 |
2,438.9 |
|
4.250 |
2,375.3 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,562.2 |
2,574.0 |
| PP |
2,561.3 |
2,570.3 |
| S1 |
2,560.5 |
2,566.7 |
|