| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,570.0 |
2,560.0 |
-10.0 |
-0.4% |
2,524.0 |
| High |
2,570.0 |
2,564.0 |
-6.0 |
-0.2% |
2,594.0 |
| Low |
2,529.0 |
2,534.0 |
5.0 |
0.2% |
2,496.0 |
| Close |
2,552.0 |
2,557.0 |
5.0 |
0.2% |
2,578.0 |
| Range |
41.0 |
30.0 |
-11.0 |
-26.8% |
98.0 |
| ATR |
43.3 |
42.4 |
-1.0 |
-2.2% |
0.0 |
| Volume |
1,128,574 |
903,489 |
-225,085 |
-19.9% |
1,382,432 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,641.7 |
2,629.3 |
2,573.5 |
|
| R3 |
2,611.7 |
2,599.3 |
2,565.3 |
|
| R2 |
2,581.7 |
2,581.7 |
2,562.5 |
|
| R1 |
2,569.3 |
2,569.3 |
2,559.8 |
2,560.5 |
| PP |
2,551.7 |
2,551.7 |
2,551.7 |
2,547.3 |
| S1 |
2,539.3 |
2,539.3 |
2,554.3 |
2,530.5 |
| S2 |
2,521.7 |
2,521.7 |
2,551.5 |
|
| S3 |
2,491.7 |
2,509.3 |
2,548.8 |
|
| S4 |
2,461.7 |
2,479.3 |
2,540.5 |
|
|
| 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% |
33.0 |
1.3% |
50% |
False |
False |
838,075 |
| 10 |
2,594.0 |
2,430.0 |
164.0 |
6.4% |
41.0 |
1.6% |
77% |
False |
False |
473,611 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
38.7 |
1.5% |
82% |
False |
False |
241,067 |
| 40 |
2,594.0 |
2,125.0 |
469.0 |
18.3% |
43.8 |
1.7% |
92% |
False |
False |
124,397 |
| 60 |
2,594.0 |
2,111.0 |
483.0 |
18.9% |
42.2 |
1.7% |
92% |
False |
False |
85,002 |
| 80 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
43.3 |
1.7% |
94% |
False |
False |
66,300 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
44.3 |
1.7% |
94% |
False |
False |
53,220 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
44.6 |
1.7% |
94% |
False |
False |
44,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,691.5 |
|
2.618 |
2,642.5 |
|
1.618 |
2,612.5 |
|
1.000 |
2,594.0 |
|
0.618 |
2,582.5 |
|
HIGH |
2,564.0 |
|
0.618 |
2,552.5 |
|
0.500 |
2,549.0 |
|
0.382 |
2,545.5 |
|
LOW |
2,534.0 |
|
0.618 |
2,515.5 |
|
1.000 |
2,504.0 |
|
1.618 |
2,485.5 |
|
2.618 |
2,455.5 |
|
4.250 |
2,406.5 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,554.3 |
2,556.0 |
| PP |
2,551.7 |
2,555.0 |
| S1 |
2,549.0 |
2,554.0 |
|