| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,852.75 |
2,858.00 |
5.25 |
0.2% |
2,822.25 |
| High |
2,859.75 |
2,872.00 |
12.25 |
0.4% |
2,865.25 |
| Low |
2,843.75 |
2,849.75 |
6.00 |
0.2% |
2,775.25 |
| Close |
2,855.50 |
2,859.00 |
3.50 |
0.1% |
2,856.50 |
| Range |
16.00 |
22.25 |
6.25 |
39.1% |
90.00 |
| ATR |
31.56 |
30.90 |
-0.67 |
-2.1% |
0.00 |
| Volume |
66,701 |
61,131 |
-5,570 |
-8.4% |
1,194,668 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.00 |
2,915.25 |
2,871.25 |
|
| R3 |
2,904.75 |
2,893.00 |
2,865.00 |
|
| R2 |
2,882.50 |
2,882.50 |
2,863.00 |
|
| R1 |
2,870.75 |
2,870.75 |
2,861.00 |
2,876.50 |
| PP |
2,860.25 |
2,860.25 |
2,860.25 |
2,863.25 |
| S1 |
2,848.50 |
2,848.50 |
2,857.00 |
2,854.50 |
| S2 |
2,838.00 |
2,838.00 |
2,855.00 |
|
| S3 |
2,815.75 |
2,826.25 |
2,853.00 |
|
| S4 |
2,793.50 |
2,804.00 |
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 |
2,872.00 |
2,785.25 |
86.75 |
3.0% |
29.25 |
1.0% |
85% |
True |
False |
161,751 |
| 10 |
2,872.00 |
2,766.50 |
105.50 |
3.7% |
31.50 |
1.1% |
88% |
True |
False |
189,894 |
| 20 |
2,872.00 |
2,742.75 |
129.25 |
4.5% |
30.75 |
1.1% |
90% |
True |
False |
195,534 |
| 40 |
2,872.00 |
2,516.75 |
355.25 |
12.4% |
32.50 |
1.1% |
96% |
True |
False |
202,376 |
| 60 |
2,872.00 |
2,503.50 |
368.50 |
12.9% |
36.50 |
1.3% |
96% |
True |
False |
203,719 |
| 80 |
2,872.00 |
2,418.25 |
453.75 |
15.9% |
39.25 |
1.4% |
97% |
True |
False |
193,718 |
| 100 |
2,872.00 |
2,418.25 |
453.75 |
15.9% |
39.50 |
1.4% |
97% |
True |
False |
154,995 |
| 120 |
2,872.00 |
2,418.25 |
453.75 |
15.9% |
38.75 |
1.4% |
97% |
True |
False |
129,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.50 |
|
2.618 |
2,930.25 |
|
1.618 |
2,908.00 |
|
1.000 |
2,894.25 |
|
0.618 |
2,885.75 |
|
HIGH |
2,872.00 |
|
0.618 |
2,863.50 |
|
0.500 |
2,861.00 |
|
0.382 |
2,858.25 |
|
LOW |
2,849.75 |
|
0.618 |
2,836.00 |
|
1.000 |
2,827.50 |
|
1.618 |
2,813.75 |
|
2.618 |
2,791.50 |
|
4.250 |
2,755.25 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,861.00 |
2,858.50 |
| PP |
2,860.25 |
2,858.25 |
| S1 |
2,859.50 |
2,858.00 |
|