| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,762.7 |
1,756.3 |
-6.4 |
-0.4% |
1,773.5 |
| High |
1,768.4 |
1,782.9 |
14.5 |
0.8% |
1,790.0 |
| Low |
1,738.3 |
1,753.2 |
14.9 |
0.9% |
1,753.2 |
| Close |
1,753.6 |
1,780.5 |
26.9 |
1.5% |
1,778.0 |
| Range |
30.1 |
29.7 |
-0.4 |
-1.3% |
36.8 |
| ATR |
22.2 |
22.7 |
0.5 |
2.4% |
0.0 |
| Volume |
196,374 |
181,476 |
-14,898 |
-7.6% |
775,010 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.3 |
1,850.6 |
1,796.8 |
|
| R3 |
1,831.6 |
1,820.9 |
1,788.7 |
|
| R2 |
1,801.9 |
1,801.9 |
1,785.9 |
|
| R1 |
1,791.2 |
1,791.2 |
1,783.2 |
1,796.6 |
| PP |
1,772.2 |
1,772.2 |
1,772.2 |
1,774.9 |
| S1 |
1,761.5 |
1,761.5 |
1,777.8 |
1,766.9 |
| S2 |
1,742.5 |
1,742.5 |
1,775.1 |
|
| S3 |
1,712.8 |
1,731.8 |
1,772.3 |
|
| S4 |
1,683.1 |
1,702.1 |
1,764.2 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.1 |
1,867.9 |
1,798.2 |
|
| R3 |
1,847.3 |
1,831.1 |
1,788.1 |
|
| R2 |
1,810.5 |
1,810.5 |
1,784.7 |
|
| R1 |
1,794.3 |
1,794.3 |
1,781.4 |
1,802.4 |
| PP |
1,773.7 |
1,773.7 |
1,773.7 |
1,777.8 |
| S1 |
1,757.5 |
1,757.5 |
1,774.6 |
1,765.6 |
| S2 |
1,736.9 |
1,736.9 |
1,771.3 |
|
| S3 |
1,700.1 |
1,720.7 |
1,767.9 |
|
| S4 |
1,663.3 |
1,683.9 |
1,757.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,790.0 |
1,738.3 |
51.7 |
2.9% |
23.0 |
1.3% |
82% |
False |
False |
176,002 |
| 10 |
1,790.0 |
1,738.3 |
51.7 |
2.9% |
20.8 |
1.2% |
82% |
False |
False |
166,525 |
| 20 |
1,790.0 |
1,647.1 |
142.9 |
8.0% |
23.8 |
1.3% |
93% |
False |
False |
163,551 |
| 40 |
1,790.0 |
1,586.3 |
203.7 |
11.4% |
20.7 |
1.2% |
95% |
False |
False |
130,538 |
| 60 |
1,790.0 |
1,559.5 |
230.5 |
12.9% |
21.1 |
1.2% |
96% |
False |
False |
99,382 |
| 80 |
1,790.0 |
1,552.0 |
238.0 |
13.4% |
22.4 |
1.3% |
96% |
False |
False |
75,573 |
| 100 |
1,790.0 |
1,535.4 |
254.6 |
14.3% |
23.7 |
1.3% |
96% |
False |
False |
61,778 |
| 120 |
1,790.0 |
1,535.4 |
254.6 |
14.3% |
22.7 |
1.3% |
96% |
False |
False |
51,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,909.1 |
|
2.618 |
1,860.7 |
|
1.618 |
1,831.0 |
|
1.000 |
1,812.6 |
|
0.618 |
1,801.3 |
|
HIGH |
1,782.9 |
|
0.618 |
1,771.6 |
|
0.500 |
1,768.1 |
|
0.382 |
1,764.5 |
|
LOW |
1,753.2 |
|
0.618 |
1,734.8 |
|
1.000 |
1,723.5 |
|
1.618 |
1,705.1 |
|
2.618 |
1,675.4 |
|
4.250 |
1,627.0 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,776.4 |
1,773.9 |
| PP |
1,772.2 |
1,767.2 |
| S1 |
1,768.1 |
1,760.6 |
|