| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,580.0 |
2,568.0 |
-12.0 |
-0.5% |
2,535.0 |
| High |
2,580.0 |
2,575.0 |
-5.0 |
-0.2% |
2,607.0 |
| Low |
2,541.0 |
2,546.0 |
5.0 |
0.2% |
2,509.0 |
| Close |
2,563.0 |
2,568.0 |
5.0 |
0.2% |
2,590.0 |
| Range |
39.0 |
29.0 |
-10.0 |
-25.6% |
98.0 |
| ATR |
44.8 |
43.7 |
-1.1 |
-2.5% |
0.0 |
| Volume |
1,845,531 |
1,422,786 |
-422,745 |
-22.9% |
6,548,052 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.0 |
2,638.0 |
2,584.0 |
|
| R3 |
2,621.0 |
2,609.0 |
2,576.0 |
|
| R2 |
2,592.0 |
2,592.0 |
2,573.3 |
|
| R1 |
2,580.0 |
2,580.0 |
2,570.7 |
2,582.5 |
| PP |
2,563.0 |
2,563.0 |
2,563.0 |
2,564.3 |
| S1 |
2,551.0 |
2,551.0 |
2,565.3 |
2,553.5 |
| S2 |
2,534.0 |
2,534.0 |
2,562.7 |
|
| S3 |
2,505.0 |
2,522.0 |
2,560.0 |
|
| S4 |
2,476.0 |
2,493.0 |
2,552.1 |
|
|
| 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% |
33.0 |
1.3% |
48% |
False |
False |
1,746,399 |
| 10 |
2,607.0 |
2,442.0 |
165.0 |
6.4% |
41.7 |
1.6% |
76% |
False |
False |
1,434,927 |
| 20 |
2,607.0 |
2,396.0 |
211.0 |
8.2% |
40.6 |
1.6% |
82% |
False |
False |
1,158,990 |
| 40 |
2,607.0 |
2,136.0 |
471.0 |
18.3% |
46.3 |
1.8% |
92% |
False |
False |
1,114,203 |
| 60 |
2,607.0 |
2,113.0 |
494.0 |
19.2% |
45.2 |
1.8% |
92% |
False |
False |
1,116,756 |
| 80 |
2,607.0 |
2,026.0 |
581.0 |
22.6% |
46.4 |
1.8% |
93% |
False |
False |
1,033,883 |
| 100 |
2,607.0 |
2,026.0 |
581.0 |
22.6% |
47.8 |
1.9% |
93% |
False |
False |
828,346 |
| 120 |
2,607.0 |
2,026.0 |
581.0 |
22.6% |
48.6 |
1.9% |
93% |
False |
False |
690,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.3 |
|
2.618 |
2,650.9 |
|
1.618 |
2,621.9 |
|
1.000 |
2,604.0 |
|
0.618 |
2,592.9 |
|
HIGH |
2,575.0 |
|
0.618 |
2,563.9 |
|
0.500 |
2,560.5 |
|
0.382 |
2,557.1 |
|
LOW |
2,546.0 |
|
0.618 |
2,528.1 |
|
1.000 |
2,517.0 |
|
1.618 |
2,499.1 |
|
2.618 |
2,470.1 |
|
4.250 |
2,422.8 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.5 |
2,567.2 |
| PP |
2,563.0 |
2,566.3 |
| S1 |
2,560.5 |
2,565.5 |
|