| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,548.0 |
2,557.0 |
9.0 |
0.4% |
2,567.0 |
| High |
2,561.0 |
2,568.0 |
7.0 |
0.3% |
2,579.0 |
| Low |
2,537.0 |
2,530.0 |
-7.0 |
-0.3% |
2,525.0 |
| Close |
2,551.0 |
2,561.0 |
10.0 |
0.4% |
2,562.0 |
| Range |
24.0 |
38.0 |
14.0 |
58.3% |
54.0 |
| ATR |
39.7 |
39.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
907,438 |
1,297,680 |
390,242 |
43.0% |
4,720,671 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,667.0 |
2,652.0 |
2,581.9 |
|
| R3 |
2,629.0 |
2,614.0 |
2,571.5 |
|
| R2 |
2,591.0 |
2,591.0 |
2,568.0 |
|
| R1 |
2,576.0 |
2,576.0 |
2,564.5 |
2,583.5 |
| PP |
2,553.0 |
2,553.0 |
2,553.0 |
2,556.8 |
| S1 |
2,538.0 |
2,538.0 |
2,557.5 |
2,545.5 |
| S2 |
2,515.0 |
2,515.0 |
2,554.0 |
|
| S3 |
2,477.0 |
2,500.0 |
2,550.6 |
|
| S4 |
2,439.0 |
2,462.0 |
2,540.1 |
|
|
| 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 |
2,570.0 |
2,525.0 |
45.0 |
1.8% |
29.0 |
1.1% |
80% |
False |
False |
931,295 |
| 10 |
2,594.0 |
2,520.0 |
74.0 |
2.9% |
32.0 |
1.2% |
55% |
False |
False |
812,081 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
36.4 |
1.4% |
84% |
False |
False |
428,217 |
| 40 |
2,594.0 |
2,235.0 |
359.0 |
14.0% |
39.6 |
1.5% |
91% |
False |
False |
214,973 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
18.7% |
41.0 |
1.6% |
93% |
False |
False |
147,272 |
| 80 |
2,594.0 |
2,042.0 |
552.0 |
21.6% |
42.2 |
1.6% |
94% |
False |
False |
112,975 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
43.0 |
1.7% |
94% |
False |
False |
90,739 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.6% |
43.9 |
1.7% |
94% |
False |
False |
75,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.5 |
|
2.618 |
2,667.5 |
|
1.618 |
2,629.5 |
|
1.000 |
2,606.0 |
|
0.618 |
2,591.5 |
|
HIGH |
2,568.0 |
|
0.618 |
2,553.5 |
|
0.500 |
2,549.0 |
|
0.382 |
2,544.5 |
|
LOW |
2,530.0 |
|
0.618 |
2,506.5 |
|
1.000 |
2,492.0 |
|
1.618 |
2,468.5 |
|
2.618 |
2,430.5 |
|
4.250 |
2,368.5 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,557.0 |
2,557.3 |
| PP |
2,553.0 |
2,553.7 |
| S1 |
2,549.0 |
2,550.0 |
|