| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,781.25 |
2,796.00 |
14.75 |
0.5% |
2,773.00 |
| High |
2,800.25 |
2,842.00 |
41.75 |
1.5% |
2,836.25 |
| Low |
2,775.25 |
2,785.25 |
10.00 |
0.4% |
2,742.75 |
| Close |
2,796.25 |
2,827.50 |
31.25 |
1.1% |
2,823.00 |
| Range |
25.00 |
56.75 |
31.75 |
127.0% |
93.50 |
| ATR |
32.23 |
33.98 |
1.75 |
5.4% |
0.00 |
| Volume |
255,194 |
389,648 |
134,454 |
52.7% |
921,494 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.50 |
2,964.75 |
2,858.75 |
|
| R3 |
2,931.75 |
2,908.00 |
2,843.00 |
|
| R2 |
2,875.00 |
2,875.00 |
2,838.00 |
|
| R1 |
2,851.25 |
2,851.25 |
2,832.75 |
2,863.00 |
| PP |
2,818.25 |
2,818.25 |
2,818.25 |
2,824.25 |
| S1 |
2,794.50 |
2,794.50 |
2,822.25 |
2,806.50 |
| S2 |
2,761.50 |
2,761.50 |
2,817.00 |
|
| S3 |
2,704.75 |
2,737.75 |
2,812.00 |
|
| S4 |
2,648.00 |
2,681.00 |
2,796.25 |
|
|
| 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 |
2,842.00 |
2,775.25 |
66.75 |
2.4% |
32.50 |
1.1% |
78% |
True |
False |
241,921 |
| 10 |
2,842.00 |
2,742.75 |
99.25 |
3.5% |
36.00 |
1.3% |
85% |
True |
False |
239,461 |
| 20 |
2,842.00 |
2,738.25 |
103.75 |
3.7% |
31.75 |
1.1% |
86% |
True |
False |
214,030 |
| 40 |
2,842.00 |
2,516.75 |
325.25 |
11.5% |
35.00 |
1.2% |
96% |
True |
False |
218,195 |
| 60 |
2,842.00 |
2,503.50 |
338.50 |
12.0% |
38.25 |
1.4% |
96% |
True |
False |
213,188 |
| 80 |
2,842.00 |
2,418.25 |
423.75 |
15.0% |
40.00 |
1.4% |
97% |
True |
False |
188,486 |
| 100 |
2,842.00 |
2,418.25 |
423.75 |
15.0% |
40.00 |
1.4% |
97% |
True |
False |
150,806 |
| 120 |
2,842.00 |
2,418.25 |
423.75 |
15.0% |
38.75 |
1.4% |
97% |
True |
False |
125,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,083.25 |
|
2.618 |
2,990.50 |
|
1.618 |
2,933.75 |
|
1.000 |
2,898.75 |
|
0.618 |
2,877.00 |
|
HIGH |
2,842.00 |
|
0.618 |
2,820.25 |
|
0.500 |
2,813.50 |
|
0.382 |
2,807.00 |
|
LOW |
2,785.25 |
|
0.618 |
2,750.25 |
|
1.000 |
2,728.50 |
|
1.618 |
2,693.50 |
|
2.618 |
2,636.75 |
|
4.250 |
2,544.00 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,823.00 |
2,821.25 |
| PP |
2,818.25 |
2,815.00 |
| S1 |
2,813.50 |
2,808.50 |
|