| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,858.00 |
2,860.25 |
2.25 |
0.1% |
2,822.25 |
| High |
2,872.00 |
2,863.75 |
-8.25 |
-0.3% |
2,865.25 |
| Low |
2,849.75 |
2,842.75 |
-7.00 |
-0.2% |
2,775.25 |
| Close |
2,859.00 |
2,859.50 |
0.50 |
0.0% |
2,856.50 |
| Range |
22.25 |
21.00 |
-1.25 |
-5.6% |
90.00 |
| ATR |
30.90 |
30.19 |
-0.71 |
-2.3% |
0.00 |
| Volume |
61,131 |
44,741 |
-16,390 |
-26.8% |
1,194,668 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.25 |
2,910.00 |
2,871.00 |
|
| R3 |
2,897.25 |
2,889.00 |
2,865.25 |
|
| R2 |
2,876.25 |
2,876.25 |
2,863.25 |
|
| R1 |
2,868.00 |
2,868.00 |
2,861.50 |
2,861.50 |
| PP |
2,855.25 |
2,855.25 |
2,855.25 |
2,852.25 |
| S1 |
2,847.00 |
2,847.00 |
2,857.50 |
2,840.50 |
| S2 |
2,834.25 |
2,834.25 |
2,855.75 |
|
| S3 |
2,813.25 |
2,826.00 |
2,853.75 |
|
| S4 |
2,792.25 |
2,805.00 |
2,848.00 |
|
|
| 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 |
2,872.00 |
2,826.75 |
45.25 |
1.6% |
22.00 |
0.8% |
72% |
False |
False |
92,769 |
| 10 |
2,872.00 |
2,775.25 |
96.75 |
3.4% |
27.25 |
1.0% |
87% |
False |
False |
167,345 |
| 20 |
2,872.00 |
2,742.75 |
129.25 |
4.5% |
30.25 |
1.1% |
90% |
False |
False |
185,414 |
| 40 |
2,872.00 |
2,530.00 |
342.00 |
12.0% |
32.00 |
1.1% |
96% |
False |
False |
196,726 |
| 60 |
2,872.00 |
2,503.50 |
368.50 |
12.9% |
36.50 |
1.3% |
97% |
False |
False |
201,228 |
| 80 |
2,872.00 |
2,418.25 |
453.75 |
15.9% |
39.00 |
1.4% |
97% |
False |
False |
194,276 |
| 100 |
2,872.00 |
2,418.25 |
453.75 |
15.9% |
39.50 |
1.4% |
97% |
False |
False |
155,442 |
| 120 |
2,872.00 |
2,418.25 |
453.75 |
15.9% |
39.00 |
1.4% |
97% |
False |
False |
129,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.00 |
|
2.618 |
2,918.75 |
|
1.618 |
2,897.75 |
|
1.000 |
2,884.75 |
|
0.618 |
2,876.75 |
|
HIGH |
2,863.75 |
|
0.618 |
2,855.75 |
|
0.500 |
2,853.25 |
|
0.382 |
2,850.75 |
|
LOW |
2,842.75 |
|
0.618 |
2,829.75 |
|
1.000 |
2,821.75 |
|
1.618 |
2,808.75 |
|
2.618 |
2,787.75 |
|
4.250 |
2,753.50 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,857.50 |
2,858.75 |
| PP |
2,855.25 |
2,858.00 |
| S1 |
2,853.25 |
2,857.50 |
|