| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,568.0 |
2,555.0 |
-13.0 |
-0.5% |
2,535.0 |
| High |
2,575.0 |
2,559.0 |
-16.0 |
-0.6% |
2,607.0 |
| Low |
2,546.0 |
2,536.0 |
-10.0 |
-0.4% |
2,509.0 |
| Close |
2,568.0 |
2,550.0 |
-18.0 |
-0.7% |
2,590.0 |
| Range |
29.0 |
23.0 |
-6.0 |
-20.7% |
98.0 |
| ATR |
43.7 |
42.8 |
-0.8 |
-1.9% |
0.0 |
| Volume |
1,422,786 |
1,422,786 |
0 |
0.0% |
6,548,052 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.3 |
2,606.7 |
2,562.7 |
|
| R3 |
2,594.3 |
2,583.7 |
2,556.3 |
|
| R2 |
2,571.3 |
2,571.3 |
2,554.2 |
|
| R1 |
2,560.7 |
2,560.7 |
2,552.1 |
2,554.5 |
| PP |
2,548.3 |
2,548.3 |
2,548.3 |
2,545.3 |
| S1 |
2,537.7 |
2,537.7 |
2,547.9 |
2,531.5 |
| S2 |
2,525.3 |
2,525.3 |
2,545.8 |
|
| S3 |
2,502.3 |
2,514.7 |
2,543.7 |
|
| S4 |
2,479.3 |
2,491.7 |
2,537.4 |
|
|
| 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 |
2,536.0 |
71.0 |
2.8% |
26.4 |
1.0% |
20% |
False |
True |
1,640,933 |
| 10 |
2,607.0 |
2,509.0 |
98.0 |
3.8% |
35.1 |
1.4% |
42% |
False |
False |
1,418,891 |
| 20 |
2,607.0 |
2,396.0 |
211.0 |
8.3% |
40.2 |
1.6% |
73% |
False |
False |
1,187,566 |
| 40 |
2,607.0 |
2,141.0 |
466.0 |
18.3% |
45.8 |
1.8% |
88% |
False |
False |
1,123,207 |
| 60 |
2,607.0 |
2,123.0 |
484.0 |
19.0% |
45.2 |
1.8% |
88% |
False |
False |
1,124,543 |
| 80 |
2,607.0 |
2,026.0 |
581.0 |
22.8% |
46.3 |
1.8% |
90% |
False |
False |
1,051,004 |
| 100 |
2,607.0 |
2,026.0 |
581.0 |
22.8% |
47.5 |
1.9% |
90% |
False |
False |
842,570 |
| 120 |
2,607.0 |
2,026.0 |
581.0 |
22.8% |
48.3 |
1.9% |
90% |
False |
False |
702,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.8 |
|
2.618 |
2,619.2 |
|
1.618 |
2,596.2 |
|
1.000 |
2,582.0 |
|
0.618 |
2,573.2 |
|
HIGH |
2,559.0 |
|
0.618 |
2,550.2 |
|
0.500 |
2,547.5 |
|
0.382 |
2,544.8 |
|
LOW |
2,536.0 |
|
0.618 |
2,521.8 |
|
1.000 |
2,513.0 |
|
1.618 |
2,498.8 |
|
2.618 |
2,475.8 |
|
4.250 |
2,438.3 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,549.2 |
2,558.0 |
| PP |
2,548.3 |
2,555.3 |
| S1 |
2,547.5 |
2,552.7 |
|