| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,756.3 |
1,780.0 |
23.7 |
1.3% |
1,774.7 |
| High |
1,782.9 |
1,785.9 |
3.0 |
0.2% |
1,785.9 |
| Low |
1,753.2 |
1,769.5 |
16.3 |
0.9% |
1,738.3 |
| Close |
1,780.5 |
1,773.9 |
-6.6 |
-0.4% |
1,773.9 |
| Range |
29.7 |
16.4 |
-13.3 |
-44.8% |
47.6 |
| ATR |
22.7 |
22.2 |
-0.4 |
-2.0% |
0.0 |
| Volume |
181,476 |
156,934 |
-24,542 |
-13.5% |
851,654 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,825.6 |
1,816.2 |
1,782.9 |
|
| R3 |
1,809.2 |
1,799.8 |
1,778.4 |
|
| R2 |
1,792.8 |
1,792.8 |
1,776.9 |
|
| R1 |
1,783.4 |
1,783.4 |
1,775.4 |
1,779.9 |
| PP |
1,776.4 |
1,776.4 |
1,776.4 |
1,774.7 |
| S1 |
1,767.0 |
1,767.0 |
1,772.4 |
1,763.5 |
| S2 |
1,760.0 |
1,760.0 |
1,770.9 |
|
| S3 |
1,743.6 |
1,750.6 |
1,769.4 |
|
| S4 |
1,727.2 |
1,734.2 |
1,764.9 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,908.8 |
1,889.0 |
1,800.1 |
|
| R3 |
1,861.2 |
1,841.4 |
1,787.0 |
|
| R2 |
1,813.6 |
1,813.6 |
1,782.6 |
|
| R1 |
1,793.8 |
1,793.8 |
1,778.3 |
1,779.9 |
| PP |
1,766.0 |
1,766.0 |
1,766.0 |
1,759.1 |
| S1 |
1,746.2 |
1,746.2 |
1,769.5 |
1,732.3 |
| S2 |
1,718.4 |
1,718.4 |
1,765.2 |
|
| S3 |
1,670.8 |
1,698.6 |
1,760.8 |
|
| S4 |
1,623.2 |
1,651.0 |
1,747.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,785.9 |
1,738.3 |
47.6 |
2.7% |
22.1 |
1.2% |
75% |
True |
False |
170,330 |
| 10 |
1,790.0 |
1,738.3 |
51.7 |
2.9% |
21.2 |
1.2% |
69% |
False |
False |
162,666 |
| 20 |
1,790.0 |
1,647.1 |
142.9 |
8.1% |
23.9 |
1.3% |
89% |
False |
False |
167,794 |
| 40 |
1,790.0 |
1,588.5 |
201.5 |
11.4% |
20.3 |
1.1% |
92% |
False |
False |
130,723 |
| 60 |
1,790.0 |
1,559.5 |
230.5 |
13.0% |
20.9 |
1.2% |
93% |
False |
False |
101,805 |
| 80 |
1,790.0 |
1,552.0 |
238.0 |
13.4% |
22.3 |
1.3% |
93% |
False |
False |
77,518 |
| 100 |
1,790.0 |
1,535.4 |
254.6 |
14.4% |
23.4 |
1.3% |
94% |
False |
False |
63,325 |
| 120 |
1,790.0 |
1,535.4 |
254.6 |
14.4% |
22.6 |
1.3% |
94% |
False |
False |
53,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,855.6 |
|
2.618 |
1,828.8 |
|
1.618 |
1,812.4 |
|
1.000 |
1,802.3 |
|
0.618 |
1,796.0 |
|
HIGH |
1,785.9 |
|
0.618 |
1,779.6 |
|
0.500 |
1,777.7 |
|
0.382 |
1,775.8 |
|
LOW |
1,769.5 |
|
0.618 |
1,759.4 |
|
1.000 |
1,753.1 |
|
1.618 |
1,743.0 |
|
2.618 |
1,726.6 |
|
4.250 |
1,699.8 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,777.7 |
1,770.0 |
| PP |
1,776.4 |
1,766.0 |
| S1 |
1,775.2 |
1,762.1 |
|