| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,822.25 |
2,784.50 |
-37.75 |
-1.3% |
2,773.00 |
| High |
2,823.75 |
2,799.75 |
-24.00 |
-0.8% |
2,836.25 |
| Low |
2,784.50 |
2,777.75 |
-6.75 |
-0.2% |
2,742.75 |
| Close |
2,784.50 |
2,779.25 |
-5.25 |
-0.2% |
2,823.00 |
| Range |
39.25 |
22.00 |
-17.25 |
-43.9% |
93.50 |
| ATR |
33.61 |
32.78 |
-0.83 |
-2.5% |
0.00 |
| Volume |
188,797 |
181,217 |
-7,580 |
-4.0% |
921,494 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.50 |
2,837.50 |
2,791.25 |
|
| R3 |
2,829.50 |
2,815.50 |
2,785.25 |
|
| R2 |
2,807.50 |
2,807.50 |
2,783.25 |
|
| R1 |
2,793.50 |
2,793.50 |
2,781.25 |
2,789.50 |
| PP |
2,785.50 |
2,785.50 |
2,785.50 |
2,783.50 |
| S1 |
2,771.50 |
2,771.50 |
2,777.25 |
2,767.50 |
| S2 |
2,763.50 |
2,763.50 |
2,775.25 |
|
| S3 |
2,741.50 |
2,749.50 |
2,773.25 |
|
| S4 |
2,719.50 |
2,727.50 |
2,767.25 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,081.25 |
3,045.50 |
2,874.50 |
|
| R3 |
2,987.75 |
2,952.00 |
2,848.75 |
|
| R2 |
2,894.25 |
2,894.25 |
2,840.25 |
|
| R1 |
2,858.50 |
2,858.50 |
2,831.50 |
2,876.50 |
| PP |
2,800.75 |
2,800.75 |
2,800.75 |
2,809.50 |
| S1 |
2,765.00 |
2,765.00 |
2,814.50 |
2,783.00 |
| S2 |
2,707.25 |
2,707.25 |
2,805.75 |
|
| S3 |
2,613.75 |
2,671.50 |
2,797.25 |
|
| S4 |
2,520.25 |
2,578.00 |
2,771.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.25 |
2,757.00 |
79.25 |
2.9% |
33.50 |
1.2% |
28% |
False |
False |
210,320 |
| 10 |
2,836.25 |
2,742.75 |
93.50 |
3.4% |
31.75 |
1.1% |
39% |
False |
False |
205,697 |
| 20 |
2,836.25 |
2,718.50 |
117.75 |
4.2% |
29.75 |
1.1% |
52% |
False |
False |
199,333 |
| 40 |
2,836.25 |
2,516.75 |
319.50 |
11.5% |
35.50 |
1.3% |
82% |
False |
False |
214,921 |
| 60 |
2,836.25 |
2,503.50 |
332.75 |
12.0% |
38.50 |
1.4% |
83% |
False |
False |
209,675 |
| 80 |
2,836.25 |
2,418.25 |
418.00 |
15.0% |
40.50 |
1.5% |
86% |
False |
False |
180,428 |
| 100 |
2,836.25 |
2,418.25 |
418.00 |
15.0% |
40.00 |
1.4% |
86% |
False |
False |
144,359 |
| 120 |
2,836.25 |
2,418.25 |
418.00 |
15.0% |
38.50 |
1.4% |
86% |
False |
False |
120,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.25 |
|
2.618 |
2,857.25 |
|
1.618 |
2,835.25 |
|
1.000 |
2,821.75 |
|
0.618 |
2,813.25 |
|
HIGH |
2,799.75 |
|
0.618 |
2,791.25 |
|
0.500 |
2,788.75 |
|
0.382 |
2,786.25 |
|
LOW |
2,777.75 |
|
0.618 |
2,764.25 |
|
1.000 |
2,755.75 |
|
1.618 |
2,742.25 |
|
2.618 |
2,720.25 |
|
4.250 |
2,684.25 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,788.75 |
2,807.00 |
| PP |
2,785.50 |
2,797.75 |
| S1 |
2,782.50 |
2,788.50 |
|