| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,502.0 |
2,545.0 |
43.0 |
1.7% |
2,450.0 |
| High |
2,550.0 |
2,580.0 |
30.0 |
1.2% |
2,555.0 |
| Low |
2,496.0 |
2,540.0 |
44.0 |
1.8% |
2,407.0 |
| Close |
2,547.0 |
2,553.0 |
6.0 |
0.2% |
2,528.0 |
| Range |
54.0 |
40.0 |
-14.0 |
-25.9% |
148.0 |
| ATR |
44.0 |
43.7 |
-0.3 |
-0.6% |
0.0 |
| Volume |
93,703 |
177,452 |
83,749 |
89.4% |
241,470 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,677.7 |
2,655.3 |
2,575.0 |
|
| R3 |
2,637.7 |
2,615.3 |
2,564.0 |
|
| R2 |
2,597.7 |
2,597.7 |
2,560.3 |
|
| R1 |
2,575.3 |
2,575.3 |
2,556.7 |
2,586.5 |
| PP |
2,557.7 |
2,557.7 |
2,557.7 |
2,563.3 |
| S1 |
2,535.3 |
2,535.3 |
2,549.3 |
2,546.5 |
| S2 |
2,517.7 |
2,517.7 |
2,545.7 |
|
| S3 |
2,477.7 |
2,495.3 |
2,542.0 |
|
| S4 |
2,437.7 |
2,455.3 |
2,531.0 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.7 |
2,882.3 |
2,609.4 |
|
| R3 |
2,792.7 |
2,734.3 |
2,568.7 |
|
| R2 |
2,644.7 |
2,644.7 |
2,555.1 |
|
| R1 |
2,586.3 |
2,586.3 |
2,541.6 |
2,615.5 |
| PP |
2,496.7 |
2,496.7 |
2,496.7 |
2,511.3 |
| S1 |
2,438.3 |
2,438.3 |
2,514.4 |
2,467.5 |
| S2 |
2,348.7 |
2,348.7 |
2,500.9 |
|
| S3 |
2,200.7 |
2,290.3 |
2,487.3 |
|
| S4 |
2,052.7 |
2,142.3 |
2,446.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,580.0 |
2,430.0 |
150.0 |
5.9% |
49.0 |
1.9% |
82% |
True |
False |
109,148 |
| 10 |
2,580.0 |
2,385.0 |
195.0 |
7.6% |
42.3 |
1.7% |
86% |
True |
False |
62,054 |
| 20 |
2,580.0 |
2,385.0 |
195.0 |
7.6% |
38.2 |
1.5% |
86% |
True |
False |
32,564 |
| 40 |
2,580.0 |
2,115.0 |
465.0 |
18.2% |
45.5 |
1.8% |
94% |
True |
False |
19,706 |
| 60 |
2,580.0 |
2,100.0 |
480.0 |
18.8% |
43.2 |
1.7% |
94% |
True |
False |
15,331 |
| 80 |
2,580.0 |
2,016.0 |
564.0 |
22.1% |
43.7 |
1.7% |
95% |
True |
False |
14,014 |
| 100 |
2,580.0 |
2,016.0 |
564.0 |
22.1% |
44.5 |
1.7% |
95% |
True |
False |
11,334 |
| 120 |
2,580.0 |
2,016.0 |
564.0 |
22.1% |
45.0 |
1.8% |
95% |
True |
False |
9,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,750.0 |
|
2.618 |
2,684.7 |
|
1.618 |
2,644.7 |
|
1.000 |
2,620.0 |
|
0.618 |
2,604.7 |
|
HIGH |
2,580.0 |
|
0.618 |
2,564.7 |
|
0.500 |
2,560.0 |
|
0.382 |
2,555.3 |
|
LOW |
2,540.0 |
|
0.618 |
2,515.3 |
|
1.000 |
2,500.0 |
|
1.618 |
2,475.3 |
|
2.618 |
2,435.3 |
|
4.250 |
2,370.0 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,560.0 |
2,548.0 |
| PP |
2,557.7 |
2,543.0 |
| S1 |
2,555.3 |
2,538.0 |
|