| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,581.0 |
2,567.0 |
-14.0 |
-0.5% |
2,524.0 |
| High |
2,594.0 |
2,579.0 |
-15.0 |
-0.6% |
2,594.0 |
| Low |
2,569.0 |
2,565.0 |
-4.0 |
-0.2% |
2,496.0 |
| Close |
2,578.0 |
2,571.0 |
-7.0 |
-0.3% |
2,578.0 |
| Range |
25.0 |
14.0 |
-11.0 |
-44.0% |
98.0 |
| ATR |
45.7 |
43.4 |
-2.3 |
-5.0% |
0.0 |
| Volume |
604,098 |
1,140,739 |
536,641 |
88.8% |
1,382,432 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.7 |
2,606.3 |
2,578.7 |
|
| R3 |
2,599.7 |
2,592.3 |
2,574.9 |
|
| R2 |
2,585.7 |
2,585.7 |
2,573.6 |
|
| R1 |
2,578.3 |
2,578.3 |
2,572.3 |
2,582.0 |
| PP |
2,571.7 |
2,571.7 |
2,571.7 |
2,573.5 |
| S1 |
2,564.3 |
2,564.3 |
2,569.7 |
2,568.0 |
| S2 |
2,557.7 |
2,557.7 |
2,568.4 |
|
| S3 |
2,543.7 |
2,550.3 |
2,567.2 |
|
| S4 |
2,529.7 |
2,536.3 |
2,563.3 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.0 |
2,812.0 |
2,631.9 |
|
| R3 |
2,752.0 |
2,714.0 |
2,605.0 |
|
| R2 |
2,654.0 |
2,654.0 |
2,596.0 |
|
| R1 |
2,616.0 |
2,616.0 |
2,587.0 |
2,635.0 |
| PP |
2,556.0 |
2,556.0 |
2,556.0 |
2,565.5 |
| S1 |
2,518.0 |
2,518.0 |
2,569.0 |
2,537.0 |
| S2 |
2,458.0 |
2,458.0 |
2,560.0 |
|
| S3 |
2,360.0 |
2,420.0 |
2,551.1 |
|
| S4 |
2,262.0 |
2,322.0 |
2,524.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,594.0 |
2,496.0 |
98.0 |
3.8% |
37.6 |
1.5% |
77% |
False |
False |
485,893 |
| 10 |
2,594.0 |
2,407.0 |
187.0 |
7.3% |
41.3 |
1.6% |
88% |
False |
False |
276,464 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.1% |
38.5 |
1.5% |
89% |
False |
False |
139,828 |
| 40 |
2,594.0 |
2,115.0 |
479.0 |
18.6% |
44.7 |
1.7% |
95% |
False |
False |
73,641 |
| 60 |
2,594.0 |
2,100.0 |
494.0 |
19.2% |
42.8 |
1.7% |
95% |
False |
False |
51,140 |
| 80 |
2,594.0 |
2,016.0 |
578.0 |
22.5% |
43.3 |
1.7% |
96% |
False |
False |
40,959 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.5% |
44.5 |
1.7% |
96% |
False |
False |
32,900 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.5% |
44.8 |
1.7% |
96% |
False |
False |
27,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.5 |
|
2.618 |
2,615.7 |
|
1.618 |
2,601.7 |
|
1.000 |
2,593.0 |
|
0.618 |
2,587.7 |
|
HIGH |
2,579.0 |
|
0.618 |
2,573.7 |
|
0.500 |
2,572.0 |
|
0.382 |
2,570.3 |
|
LOW |
2,565.0 |
|
0.618 |
2,556.3 |
|
1.000 |
2,551.0 |
|
1.618 |
2,542.3 |
|
2.618 |
2,528.3 |
|
4.250 |
2,505.5 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,572.0 |
2,566.3 |
| PP |
2,571.7 |
2,561.7 |
| S1 |
2,571.3 |
2,557.0 |
|