| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,545.0 |
2,552.0 |
7.0 |
0.3% |
2,450.0 |
| High |
2,580.0 |
2,575.0 |
-5.0 |
-0.2% |
2,555.0 |
| Low |
2,540.0 |
2,520.0 |
-20.0 |
-0.8% |
2,407.0 |
| Close |
2,553.0 |
2,533.0 |
-20.0 |
-0.8% |
2,528.0 |
| Range |
40.0 |
55.0 |
15.0 |
37.5% |
148.0 |
| ATR |
43.7 |
44.5 |
0.8 |
1.9% |
0.0 |
| Volume |
177,452 |
413,476 |
236,024 |
133.0% |
241,470 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.7 |
2,675.3 |
2,563.3 |
|
| R3 |
2,652.7 |
2,620.3 |
2,548.1 |
|
| R2 |
2,597.7 |
2,597.7 |
2,543.1 |
|
| R1 |
2,565.3 |
2,565.3 |
2,538.0 |
2,554.0 |
| PP |
2,542.7 |
2,542.7 |
2,542.7 |
2,537.0 |
| S1 |
2,510.3 |
2,510.3 |
2,528.0 |
2,499.0 |
| S2 |
2,487.7 |
2,487.7 |
2,522.9 |
|
| S3 |
2,432.7 |
2,455.3 |
2,517.9 |
|
| S4 |
2,377.7 |
2,400.3 |
2,502.8 |
|
|
| 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 |
2,496.0 |
84.0 |
3.3% |
42.4 |
1.7% |
44% |
False |
False |
181,719 |
| 10 |
2,580.0 |
2,385.0 |
195.0 |
7.7% |
45.3 |
1.8% |
76% |
False |
False |
103,359 |
| 20 |
2,580.0 |
2,385.0 |
195.0 |
7.7% |
39.7 |
1.6% |
76% |
False |
False |
53,226 |
| 40 |
2,580.0 |
2,115.0 |
465.0 |
18.4% |
45.9 |
1.8% |
90% |
False |
False |
30,041 |
| 60 |
2,580.0 |
2,100.0 |
480.0 |
18.9% |
43.7 |
1.7% |
90% |
False |
False |
22,218 |
| 80 |
2,580.0 |
2,016.0 |
564.0 |
22.3% |
43.8 |
1.7% |
92% |
False |
False |
19,165 |
| 100 |
2,580.0 |
2,016.0 |
564.0 |
22.3% |
44.7 |
1.8% |
92% |
False |
False |
15,466 |
| 120 |
2,580.0 |
2,016.0 |
564.0 |
22.3% |
45.2 |
1.8% |
92% |
False |
False |
12,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.8 |
|
2.618 |
2,719.0 |
|
1.618 |
2,664.0 |
|
1.000 |
2,630.0 |
|
0.618 |
2,609.0 |
|
HIGH |
2,575.0 |
|
0.618 |
2,554.0 |
|
0.500 |
2,547.5 |
|
0.382 |
2,541.0 |
|
LOW |
2,520.0 |
|
0.618 |
2,486.0 |
|
1.000 |
2,465.0 |
|
1.618 |
2,431.0 |
|
2.618 |
2,376.0 |
|
4.250 |
2,286.3 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,547.5 |
2,538.0 |
| PP |
2,542.7 |
2,536.3 |
| S1 |
2,537.8 |
2,534.7 |
|