| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,555.0 |
2,568.0 |
13.0 |
0.5% |
2,581.0 |
| High |
2,559.0 |
2,575.0 |
16.0 |
0.6% |
2,590.0 |
| Low |
2,536.0 |
2,559.0 |
23.0 |
0.9% |
2,536.0 |
| Close |
2,550.0 |
2,564.0 |
14.0 |
0.5% |
2,564.0 |
| Range |
23.0 |
16.0 |
-7.0 |
-30.4% |
54.0 |
| ATR |
42.8 |
41.6 |
-1.3 |
-3.0% |
0.0 |
| Volume |
1,422,786 |
211,008 |
-1,211,778 |
-85.2% |
7,103,047 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.0 |
2,605.0 |
2,572.8 |
|
| R3 |
2,598.0 |
2,589.0 |
2,568.4 |
|
| R2 |
2,582.0 |
2,582.0 |
2,566.9 |
|
| R1 |
2,573.0 |
2,573.0 |
2,565.5 |
2,569.5 |
| PP |
2,566.0 |
2,566.0 |
2,566.0 |
2,564.3 |
| S1 |
2,557.0 |
2,557.0 |
2,562.5 |
2,553.5 |
| S2 |
2,550.0 |
2,550.0 |
2,561.1 |
|
| S3 |
2,534.0 |
2,541.0 |
2,559.6 |
|
| S4 |
2,518.0 |
2,525.0 |
2,555.2 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.3 |
2,698.7 |
2,593.7 |
|
| R3 |
2,671.3 |
2,644.7 |
2,578.9 |
|
| R2 |
2,617.3 |
2,617.3 |
2,573.9 |
|
| R1 |
2,590.7 |
2,590.7 |
2,569.0 |
2,577.0 |
| PP |
2,563.3 |
2,563.3 |
2,563.3 |
2,556.5 |
| S1 |
2,536.7 |
2,536.7 |
2,559.1 |
2,523.0 |
| S2 |
2,509.3 |
2,509.3 |
2,554.1 |
|
| S3 |
2,455.3 |
2,482.7 |
2,549.2 |
|
| S4 |
2,401.3 |
2,428.7 |
2,534.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,590.0 |
2,536.0 |
54.0 |
2.1% |
24.2 |
0.9% |
52% |
False |
False |
1,420,609 |
| 10 |
2,607.0 |
2,509.0 |
98.0 |
3.8% |
32.5 |
1.3% |
56% |
False |
False |
1,365,109 |
| 20 |
2,607.0 |
2,396.0 |
211.0 |
8.2% |
37.7 |
1.5% |
80% |
False |
False |
1,150,071 |
| 40 |
2,607.0 |
2,230.0 |
377.0 |
14.7% |
43.5 |
1.7% |
89% |
False |
False |
1,084,353 |
| 60 |
2,607.0 |
2,126.0 |
481.0 |
18.8% |
44.7 |
1.7% |
91% |
False |
False |
1,112,054 |
| 80 |
2,607.0 |
2,026.0 |
581.0 |
22.7% |
45.8 |
1.8% |
93% |
False |
False |
1,053,359 |
| 100 |
2,607.0 |
2,026.0 |
581.0 |
22.7% |
47.1 |
1.8% |
93% |
False |
False |
844,676 |
| 120 |
2,607.0 |
2,026.0 |
581.0 |
22.7% |
48.2 |
1.9% |
93% |
False |
False |
704,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.0 |
|
2.618 |
2,616.9 |
|
1.618 |
2,600.9 |
|
1.000 |
2,591.0 |
|
0.618 |
2,584.9 |
|
HIGH |
2,575.0 |
|
0.618 |
2,568.9 |
|
0.500 |
2,567.0 |
|
0.382 |
2,565.1 |
|
LOW |
2,559.0 |
|
0.618 |
2,549.1 |
|
1.000 |
2,543.0 |
|
1.618 |
2,533.1 |
|
2.618 |
2,517.1 |
|
4.250 |
2,491.0 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,567.0 |
2,561.2 |
| PP |
2,566.0 |
2,558.3 |
| S1 |
2,565.0 |
2,555.5 |
|