| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,827.50 |
2,858.00 |
30.50 |
1.1% |
2,822.25 |
| High |
2,865.25 |
2,858.50 |
-6.75 |
-0.2% |
2,865.25 |
| Low |
2,826.75 |
2,845.75 |
19.00 |
0.7% |
2,775.25 |
| Close |
2,856.50 |
2,852.00 |
-4.50 |
-0.2% |
2,856.50 |
| Range |
38.50 |
12.75 |
-25.75 |
-66.9% |
90.00 |
| ATR |
34.30 |
32.76 |
-1.54 |
-4.5% |
0.00 |
| Volume |
179,812 |
111,463 |
-68,349 |
-38.0% |
1,194,668 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.25 |
2,884.00 |
2,859.00 |
|
| R3 |
2,877.50 |
2,871.25 |
2,855.50 |
|
| R2 |
2,864.75 |
2,864.75 |
2,854.25 |
|
| R1 |
2,858.50 |
2,858.50 |
2,853.25 |
2,855.25 |
| PP |
2,852.00 |
2,852.00 |
2,852.00 |
2,850.50 |
| S1 |
2,845.75 |
2,845.75 |
2,850.75 |
2,842.50 |
| S2 |
2,839.25 |
2,839.25 |
2,849.75 |
|
| S3 |
2,826.50 |
2,833.00 |
2,848.50 |
|
| S4 |
2,813.75 |
2,820.25 |
2,845.00 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.25 |
3,069.50 |
2,906.00 |
|
| R3 |
3,012.25 |
2,979.50 |
2,881.25 |
|
| R2 |
2,922.25 |
2,922.25 |
2,873.00 |
|
| R1 |
2,889.50 |
2,889.50 |
2,864.75 |
2,906.00 |
| PP |
2,832.25 |
2,832.25 |
2,832.25 |
2,840.50 |
| S1 |
2,799.50 |
2,799.50 |
2,848.25 |
2,816.00 |
| S2 |
2,742.25 |
2,742.25 |
2,840.00 |
|
| S3 |
2,652.25 |
2,709.50 |
2,831.75 |
|
| S4 |
2,562.25 |
2,619.50 |
2,807.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,865.25 |
2,775.25 |
90.00 |
3.2% |
31.00 |
1.1% |
85% |
False |
False |
223,466 |
| 10 |
2,865.25 |
2,742.75 |
122.50 |
4.3% |
34.00 |
1.2% |
89% |
False |
False |
222,762 |
| 20 |
2,865.25 |
2,742.75 |
122.50 |
4.3% |
31.75 |
1.1% |
89% |
False |
False |
210,615 |
| 40 |
2,865.25 |
2,516.75 |
348.50 |
12.2% |
34.50 |
1.2% |
96% |
False |
False |
213,165 |
| 60 |
2,865.25 |
2,503.50 |
361.75 |
12.7% |
37.50 |
1.3% |
96% |
False |
False |
208,932 |
| 80 |
2,865.25 |
2,418.25 |
447.00 |
15.7% |
39.75 |
1.4% |
97% |
False |
False |
192,121 |
| 100 |
2,865.25 |
2,418.25 |
447.00 |
15.7% |
39.50 |
1.4% |
97% |
False |
False |
153,717 |
| 120 |
2,865.25 |
2,418.25 |
447.00 |
15.7% |
38.75 |
1.4% |
97% |
False |
False |
128,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.75 |
|
2.618 |
2,892.00 |
|
1.618 |
2,879.25 |
|
1.000 |
2,871.25 |
|
0.618 |
2,866.50 |
|
HIGH |
2,858.50 |
|
0.618 |
2,853.75 |
|
0.500 |
2,852.00 |
|
0.382 |
2,850.50 |
|
LOW |
2,845.75 |
|
0.618 |
2,837.75 |
|
1.000 |
2,833.00 |
|
1.618 |
2,825.00 |
|
2.618 |
2,812.25 |
|
4.250 |
2,791.50 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,852.00 |
2,843.00 |
| PP |
2,852.00 |
2,834.25 |
| S1 |
2,852.00 |
2,825.25 |
|