| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,567.0 |
2,570.0 |
3.0 |
0.1% |
2,524.0 |
| High |
2,579.0 |
2,570.0 |
-9.0 |
-0.3% |
2,594.0 |
| Low |
2,565.0 |
2,529.0 |
-36.0 |
-1.4% |
2,496.0 |
| Close |
2,571.0 |
2,552.0 |
-19.0 |
-0.7% |
2,578.0 |
| Range |
14.0 |
41.0 |
27.0 |
192.9% |
98.0 |
| ATR |
43.4 |
43.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,140,739 |
1,128,574 |
-12,165 |
-1.1% |
1,382,432 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.3 |
2,653.7 |
2,574.6 |
|
| R3 |
2,632.3 |
2,612.7 |
2,563.3 |
|
| R2 |
2,591.3 |
2,591.3 |
2,559.5 |
|
| R1 |
2,571.7 |
2,571.7 |
2,555.8 |
2,561.0 |
| PP |
2,550.3 |
2,550.3 |
2,550.3 |
2,545.0 |
| S1 |
2,530.7 |
2,530.7 |
2,548.2 |
2,520.0 |
| S2 |
2,509.3 |
2,509.3 |
2,544.5 |
|
| S3 |
2,468.3 |
2,489.7 |
2,540.7 |
|
| S4 |
2,427.3 |
2,448.7 |
2,529.5 |
|
|
| 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 |
2,520.0 |
74.0 |
2.9% |
35.0 |
1.4% |
43% |
False |
False |
692,867 |
| 10 |
2,594.0 |
2,407.0 |
187.0 |
7.3% |
42.0 |
1.6% |
78% |
False |
False |
388,325 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
38.5 |
1.5% |
80% |
False |
False |
196,045 |
| 40 |
2,594.0 |
2,115.0 |
479.0 |
18.8% |
44.5 |
1.7% |
91% |
False |
False |
101,847 |
| 60 |
2,594.0 |
2,100.0 |
494.0 |
19.4% |
42.1 |
1.7% |
91% |
False |
False |
69,946 |
| 80 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
43.3 |
1.7% |
93% |
False |
False |
55,057 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
44.2 |
1.7% |
93% |
False |
False |
44,185 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
44.7 |
1.8% |
93% |
False |
False |
36,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,744.3 |
|
2.618 |
2,677.3 |
|
1.618 |
2,636.3 |
|
1.000 |
2,611.0 |
|
0.618 |
2,595.3 |
|
HIGH |
2,570.0 |
|
0.618 |
2,554.3 |
|
0.500 |
2,549.5 |
|
0.382 |
2,544.7 |
|
LOW |
2,529.0 |
|
0.618 |
2,503.7 |
|
1.000 |
2,488.0 |
|
1.618 |
2,462.7 |
|
2.618 |
2,421.7 |
|
4.250 |
2,354.8 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.2 |
2,561.5 |
| PP |
2,550.3 |
2,558.3 |
| S1 |
2,549.5 |
2,555.2 |
|