| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,546.0 |
2,559.0 |
13.0 |
0.5% |
2,567.0 |
| High |
2,548.0 |
2,570.0 |
22.0 |
0.9% |
2,579.0 |
| Low |
2,525.0 |
2,540.0 |
15.0 |
0.6% |
2,525.0 |
| Close |
2,539.0 |
2,562.0 |
23.0 |
0.9% |
2,562.0 |
| Range |
23.0 |
30.0 |
7.0 |
30.4% |
54.0 |
| ATR |
41.6 |
40.9 |
-0.8 |
-1.8% |
0.0 |
| Volume |
903,489 |
644,380 |
-259,109 |
-28.7% |
4,720,671 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.3 |
2,634.7 |
2,578.5 |
|
| R3 |
2,617.3 |
2,604.7 |
2,570.3 |
|
| R2 |
2,587.3 |
2,587.3 |
2,567.5 |
|
| R1 |
2,574.7 |
2,574.7 |
2,564.8 |
2,581.0 |
| PP |
2,557.3 |
2,557.3 |
2,557.3 |
2,560.5 |
| S1 |
2,544.7 |
2,544.7 |
2,559.3 |
2,551.0 |
| S2 |
2,527.3 |
2,527.3 |
2,556.5 |
|
| S3 |
2,497.3 |
2,514.7 |
2,553.8 |
|
| S4 |
2,467.3 |
2,484.7 |
2,545.5 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.3 |
2,693.7 |
2,591.7 |
|
| R3 |
2,663.3 |
2,639.7 |
2,576.9 |
|
| R2 |
2,609.3 |
2,609.3 |
2,571.9 |
|
| R1 |
2,585.7 |
2,585.7 |
2,567.0 |
2,570.5 |
| PP |
2,555.3 |
2,555.3 |
2,555.3 |
2,547.8 |
| S1 |
2,531.7 |
2,531.7 |
2,557.1 |
2,516.5 |
| S2 |
2,501.3 |
2,501.3 |
2,552.1 |
|
| S3 |
2,447.3 |
2,477.7 |
2,547.2 |
|
| S4 |
2,393.3 |
2,423.7 |
2,532.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,579.0 |
2,525.0 |
54.0 |
2.1% |
27.6 |
1.1% |
69% |
False |
False |
944,134 |
| 10 |
2,594.0 |
2,496.0 |
98.0 |
3.8% |
33.8 |
1.3% |
67% |
False |
False |
610,310 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
36.9 |
1.4% |
85% |
False |
False |
318,032 |
| 40 |
2,594.0 |
2,222.0 |
372.0 |
14.5% |
41.6 |
1.6% |
91% |
False |
False |
160,164 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
18.7% |
41.8 |
1.6% |
93% |
False |
False |
110,542 |
| 80 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
42.9 |
1.7% |
94% |
False |
False |
85,547 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
43.7 |
1.7% |
94% |
False |
False |
68,694 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
44.3 |
1.7% |
94% |
False |
False |
57,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.5 |
|
2.618 |
2,648.5 |
|
1.618 |
2,618.5 |
|
1.000 |
2,600.0 |
|
0.618 |
2,588.5 |
|
HIGH |
2,570.0 |
|
0.618 |
2,558.5 |
|
0.500 |
2,555.0 |
|
0.382 |
2,551.5 |
|
LOW |
2,540.0 |
|
0.618 |
2,521.5 |
|
1.000 |
2,510.0 |
|
1.618 |
2,491.5 |
|
2.618 |
2,461.5 |
|
4.250 |
2,412.5 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,559.7 |
2,557.2 |
| PP |
2,557.3 |
2,552.3 |
| S1 |
2,555.0 |
2,547.5 |
|