| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,860.25 |
2,860.75 |
0.50 |
0.0% |
2,858.00 |
| High |
2,863.75 |
2,877.50 |
13.75 |
0.5% |
2,877.50 |
| Low |
2,842.75 |
2,860.50 |
17.75 |
0.6% |
2,842.75 |
| Close |
2,859.50 |
2,875.44 |
15.94 |
0.6% |
2,875.44 |
| Range |
21.00 |
17.00 |
-4.00 |
-19.0% |
34.75 |
| ATR |
30.19 |
29.32 |
-0.87 |
-2.9% |
0.00 |
| Volume |
44,741 |
2,611 |
-42,130 |
-94.2% |
286,647 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.25 |
2,915.75 |
2,884.75 |
|
| R3 |
2,905.25 |
2,898.75 |
2,880.00 |
|
| R2 |
2,888.25 |
2,888.25 |
2,878.50 |
|
| R1 |
2,881.75 |
2,881.75 |
2,877.00 |
2,885.00 |
| PP |
2,871.25 |
2,871.25 |
2,871.25 |
2,872.75 |
| S1 |
2,864.75 |
2,864.75 |
2,874.00 |
2,868.00 |
| S2 |
2,854.25 |
2,854.25 |
2,872.25 |
|
| S3 |
2,837.25 |
2,847.75 |
2,870.75 |
|
| S4 |
2,820.25 |
2,830.75 |
2,866.00 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.50 |
2,957.25 |
2,894.50 |
|
| R3 |
2,934.75 |
2,922.50 |
2,885.00 |
|
| R2 |
2,900.00 |
2,900.00 |
2,881.75 |
|
| R1 |
2,887.75 |
2,887.75 |
2,878.75 |
2,893.75 |
| PP |
2,865.25 |
2,865.25 |
2,865.25 |
2,868.25 |
| S1 |
2,853.00 |
2,853.00 |
2,872.25 |
2,859.00 |
| S2 |
2,830.50 |
2,830.50 |
2,869.00 |
|
| S3 |
2,795.75 |
2,818.25 |
2,866.00 |
|
| S4 |
2,761.00 |
2,783.50 |
2,856.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,877.50 |
2,842.75 |
34.75 |
1.2% |
17.75 |
0.6% |
94% |
True |
False |
57,329 |
| 10 |
2,877.50 |
2,775.25 |
102.25 |
3.6% |
27.00 |
0.9% |
98% |
True |
False |
148,131 |
| 20 |
2,877.50 |
2,742.75 |
134.75 |
4.7% |
29.00 |
1.0% |
98% |
True |
False |
174,864 |
| 40 |
2,877.50 |
2,572.50 |
305.00 |
10.6% |
30.75 |
1.1% |
99% |
True |
False |
189,528 |
| 60 |
2,877.50 |
2,503.50 |
374.00 |
13.0% |
36.25 |
1.3% |
99% |
True |
False |
198,195 |
| 80 |
2,877.50 |
2,418.25 |
459.25 |
16.0% |
38.50 |
1.3% |
100% |
True |
False |
194,308 |
| 100 |
2,877.50 |
2,418.25 |
459.25 |
16.0% |
39.25 |
1.4% |
100% |
True |
False |
155,468 |
| 120 |
2,877.50 |
2,418.25 |
459.25 |
16.0% |
38.75 |
1.4% |
100% |
True |
False |
129,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,949.75 |
|
2.618 |
2,922.00 |
|
1.618 |
2,905.00 |
|
1.000 |
2,894.50 |
|
0.618 |
2,888.00 |
|
HIGH |
2,877.50 |
|
0.618 |
2,871.00 |
|
0.500 |
2,869.00 |
|
0.382 |
2,867.00 |
|
LOW |
2,860.50 |
|
0.618 |
2,850.00 |
|
1.000 |
2,843.50 |
|
1.618 |
2,833.00 |
|
2.618 |
2,816.00 |
|
4.250 |
2,788.25 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,873.25 |
2,870.25 |
| PP |
2,871.25 |
2,865.25 |
| S1 |
2,869.00 |
2,860.00 |
|