| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,784.50 |
2,781.25 |
-3.25 |
-0.1% |
2,773.00 |
| High |
2,799.75 |
2,800.25 |
0.50 |
0.0% |
2,836.25 |
| Low |
2,777.75 |
2,775.25 |
-2.50 |
-0.1% |
2,742.75 |
| Close |
2,779.25 |
2,796.25 |
17.00 |
0.6% |
2,823.00 |
| Range |
22.00 |
25.00 |
3.00 |
13.6% |
93.50 |
| ATR |
32.78 |
32.23 |
-0.56 |
-1.7% |
0.00 |
| Volume |
181,217 |
255,194 |
73,977 |
40.8% |
921,494 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.50 |
2,856.00 |
2,810.00 |
|
| R3 |
2,840.50 |
2,831.00 |
2,803.00 |
|
| R2 |
2,815.50 |
2,815.50 |
2,800.75 |
|
| R1 |
2,806.00 |
2,806.00 |
2,798.50 |
2,810.75 |
| PP |
2,790.50 |
2,790.50 |
2,790.50 |
2,793.00 |
| S1 |
2,781.00 |
2,781.00 |
2,794.00 |
2,785.75 |
| S2 |
2,765.50 |
2,765.50 |
2,791.75 |
|
| S3 |
2,740.50 |
2,756.00 |
2,789.50 |
|
| S4 |
2,715.50 |
2,731.00 |
2,782.50 |
|
|
| 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 |
2,766.50 |
69.75 |
2.5% |
33.75 |
1.2% |
43% |
False |
False |
218,038 |
| 10 |
2,836.25 |
2,742.75 |
93.50 |
3.3% |
32.50 |
1.2% |
57% |
False |
False |
213,913 |
| 20 |
2,836.25 |
2,718.50 |
117.75 |
4.2% |
30.00 |
1.1% |
66% |
False |
False |
202,674 |
| 40 |
2,836.25 |
2,516.75 |
319.50 |
11.4% |
35.00 |
1.3% |
87% |
False |
False |
214,568 |
| 60 |
2,836.25 |
2,503.50 |
332.75 |
11.9% |
38.00 |
1.4% |
88% |
False |
False |
210,332 |
| 80 |
2,836.25 |
2,418.25 |
418.00 |
14.9% |
40.00 |
1.4% |
90% |
False |
False |
183,617 |
| 100 |
2,836.25 |
2,418.25 |
418.00 |
14.9% |
40.00 |
1.4% |
90% |
False |
False |
146,910 |
| 120 |
2,836.25 |
2,418.25 |
418.00 |
14.9% |
38.50 |
1.4% |
90% |
False |
False |
122,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,906.50 |
|
2.618 |
2,865.75 |
|
1.618 |
2,840.75 |
|
1.000 |
2,825.25 |
|
0.618 |
2,815.75 |
|
HIGH |
2,800.25 |
|
0.618 |
2,790.75 |
|
0.500 |
2,787.75 |
|
0.382 |
2,784.75 |
|
LOW |
2,775.25 |
|
0.618 |
2,759.75 |
|
1.000 |
2,750.25 |
|
1.618 |
2,734.75 |
|
2.618 |
2,709.75 |
|
4.250 |
2,669.00 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.50 |
2,799.50 |
| PP |
2,790.50 |
2,798.50 |
| S1 |
2,787.75 |
2,797.25 |
|