| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,858.00 |
2,852.75 |
-5.25 |
-0.2% |
2,822.25 |
| High |
2,858.50 |
2,859.75 |
1.25 |
0.0% |
2,865.25 |
| Low |
2,845.75 |
2,843.75 |
-2.00 |
-0.1% |
2,775.25 |
| Close |
2,852.00 |
2,855.50 |
3.50 |
0.1% |
2,856.50 |
| Range |
12.75 |
16.00 |
3.25 |
25.5% |
90.00 |
| ATR |
32.76 |
31.56 |
-1.20 |
-3.7% |
0.00 |
| Volume |
111,463 |
66,701 |
-44,762 |
-40.2% |
1,194,668 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.00 |
2,894.25 |
2,864.25 |
|
| R3 |
2,885.00 |
2,878.25 |
2,860.00 |
|
| R2 |
2,869.00 |
2,869.00 |
2,858.50 |
|
| R1 |
2,862.25 |
2,862.25 |
2,857.00 |
2,865.50 |
| PP |
2,853.00 |
2,853.00 |
2,853.00 |
2,854.75 |
| S1 |
2,846.25 |
2,846.25 |
2,854.00 |
2,849.50 |
| S2 |
2,837.00 |
2,837.00 |
2,852.50 |
|
| S3 |
2,821.00 |
2,830.25 |
2,851.00 |
|
| S4 |
2,805.00 |
2,814.25 |
2,846.75 |
|
|
| 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% |
29.75 |
1.0% |
89% |
False |
False |
200,563 |
| 10 |
2,865.25 |
2,757.00 |
108.25 |
3.8% |
31.50 |
1.1% |
91% |
False |
False |
205,442 |
| 20 |
2,865.25 |
2,742.75 |
122.50 |
4.3% |
31.50 |
1.1% |
92% |
False |
False |
204,590 |
| 40 |
2,865.25 |
2,516.75 |
348.50 |
12.2% |
33.00 |
1.2% |
97% |
False |
False |
207,922 |
| 60 |
2,865.25 |
2,503.50 |
361.75 |
12.7% |
37.25 |
1.3% |
97% |
False |
False |
205,816 |
| 80 |
2,865.25 |
2,418.25 |
447.00 |
15.7% |
39.25 |
1.4% |
98% |
False |
False |
192,954 |
| 100 |
2,865.25 |
2,418.25 |
447.00 |
15.7% |
39.50 |
1.4% |
98% |
False |
False |
154,384 |
| 120 |
2,865.25 |
2,418.25 |
447.00 |
15.7% |
38.75 |
1.4% |
98% |
False |
False |
128,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,927.75 |
|
2.618 |
2,901.75 |
|
1.618 |
2,885.75 |
|
1.000 |
2,875.75 |
|
0.618 |
2,869.75 |
|
HIGH |
2,859.75 |
|
0.618 |
2,853.75 |
|
0.500 |
2,851.75 |
|
0.382 |
2,849.75 |
|
LOW |
2,843.75 |
|
0.618 |
2,833.75 |
|
1.000 |
2,827.75 |
|
1.618 |
2,817.75 |
|
2.618 |
2,801.75 |
|
4.250 |
2,775.75 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,854.25 |
2,852.25 |
| PP |
2,853.00 |
2,849.25 |
| S1 |
2,851.75 |
2,846.00 |
|