| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,557.0 |
2,535.0 |
-22.0 |
-0.9% |
2,567.0 |
| High |
2,568.0 |
2,541.0 |
-27.0 |
-1.1% |
2,579.0 |
| Low |
2,530.0 |
2,489.0 |
-41.0 |
-1.6% |
2,525.0 |
| Close |
2,561.0 |
2,500.0 |
-61.0 |
-2.4% |
2,562.0 |
| Range |
38.0 |
52.0 |
14.0 |
36.8% |
54.0 |
| ATR |
39.6 |
41.9 |
2.3 |
5.8% |
0.0 |
| Volume |
1,297,680 |
977,682 |
-319,998 |
-24.7% |
4,720,671 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,666.0 |
2,635.0 |
2,528.6 |
|
| R3 |
2,614.0 |
2,583.0 |
2,514.3 |
|
| R2 |
2,562.0 |
2,562.0 |
2,509.5 |
|
| R1 |
2,531.0 |
2,531.0 |
2,504.8 |
2,520.5 |
| PP |
2,510.0 |
2,510.0 |
2,510.0 |
2,504.8 |
| S1 |
2,479.0 |
2,479.0 |
2,495.2 |
2,468.5 |
| S2 |
2,458.0 |
2,458.0 |
2,490.5 |
|
| S3 |
2,406.0 |
2,427.0 |
2,485.7 |
|
| S4 |
2,354.0 |
2,375.0 |
2,471.4 |
|
|
| 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 |
2,489.0 |
81.0 |
3.2% |
33.4 |
1.3% |
14% |
False |
True |
946,133 |
| 10 |
2,594.0 |
2,489.0 |
105.0 |
4.2% |
33.2 |
1.3% |
10% |
False |
True |
892,104 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
37.8 |
1.5% |
55% |
False |
False |
477,079 |
| 40 |
2,594.0 |
2,235.0 |
359.0 |
14.4% |
40.1 |
1.6% |
74% |
False |
False |
239,369 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
41.3 |
1.7% |
80% |
False |
False |
163,397 |
| 80 |
2,594.0 |
2,074.0 |
520.0 |
20.8% |
42.5 |
1.7% |
82% |
False |
False |
125,155 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.1% |
43.0 |
1.7% |
84% |
False |
False |
100,503 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.1% |
44.0 |
1.8% |
84% |
False |
False |
83,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.0 |
|
2.618 |
2,677.1 |
|
1.618 |
2,625.1 |
|
1.000 |
2,593.0 |
|
0.618 |
2,573.1 |
|
HIGH |
2,541.0 |
|
0.618 |
2,521.1 |
|
0.500 |
2,515.0 |
|
0.382 |
2,508.9 |
|
LOW |
2,489.0 |
|
0.618 |
2,456.9 |
|
1.000 |
2,437.0 |
|
1.618 |
2,404.9 |
|
2.618 |
2,352.9 |
|
4.250 |
2,268.0 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,515.0 |
2,528.5 |
| PP |
2,510.0 |
2,519.0 |
| S1 |
2,505.0 |
2,509.5 |
|