| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,560.0 |
2,546.0 |
-14.0 |
-0.5% |
2,524.0 |
| High |
2,564.0 |
2,548.0 |
-16.0 |
-0.6% |
2,594.0 |
| Low |
2,534.0 |
2,525.0 |
-9.0 |
-0.4% |
2,496.0 |
| Close |
2,557.0 |
2,539.0 |
-18.0 |
-0.7% |
2,578.0 |
| Range |
30.0 |
23.0 |
-7.0 |
-23.3% |
98.0 |
| ATR |
42.4 |
41.6 |
-0.7 |
-1.7% |
0.0 |
| Volume |
903,489 |
903,489 |
0 |
0.0% |
1,382,432 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.3 |
2,595.7 |
2,551.7 |
|
| R3 |
2,583.3 |
2,572.7 |
2,545.3 |
|
| R2 |
2,560.3 |
2,560.3 |
2,543.2 |
|
| R1 |
2,549.7 |
2,549.7 |
2,541.1 |
2,543.5 |
| PP |
2,537.3 |
2,537.3 |
2,537.3 |
2,534.3 |
| S1 |
2,526.7 |
2,526.7 |
2,536.9 |
2,520.5 |
| S2 |
2,514.3 |
2,514.3 |
2,534.8 |
|
| S3 |
2,491.3 |
2,503.7 |
2,532.7 |
|
| S4 |
2,468.3 |
2,480.7 |
2,526.4 |
|
|
| 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 |
2,525.0 |
69.0 |
2.7% |
26.6 |
1.0% |
20% |
False |
True |
936,077 |
| 10 |
2,594.0 |
2,496.0 |
98.0 |
3.9% |
34.5 |
1.4% |
44% |
False |
False |
558,898 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
38.5 |
1.5% |
74% |
False |
False |
286,097 |
| 40 |
2,594.0 |
2,130.0 |
464.0 |
18.3% |
43.5 |
1.7% |
88% |
False |
False |
144,380 |
| 60 |
2,594.0 |
2,114.0 |
480.0 |
18.9% |
41.9 |
1.7% |
89% |
False |
False |
99,805 |
| 80 |
2,594.0 |
2,016.0 |
578.0 |
22.8% |
43.0 |
1.7% |
90% |
False |
False |
77,534 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.8% |
43.9 |
1.7% |
90% |
False |
False |
62,252 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.8% |
44.5 |
1.8% |
90% |
False |
False |
51,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.8 |
|
2.618 |
2,608.2 |
|
1.618 |
2,585.2 |
|
1.000 |
2,571.0 |
|
0.618 |
2,562.2 |
|
HIGH |
2,548.0 |
|
0.618 |
2,539.2 |
|
0.500 |
2,536.5 |
|
0.382 |
2,533.8 |
|
LOW |
2,525.0 |
|
0.618 |
2,510.8 |
|
1.000 |
2,502.0 |
|
1.618 |
2,487.8 |
|
2.618 |
2,464.8 |
|
4.250 |
2,427.3 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,538.2 |
2,547.5 |
| PP |
2,537.3 |
2,544.7 |
| S1 |
2,536.5 |
2,541.8 |
|