| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,535.0 |
2,512.0 |
-23.0 |
-0.9% |
2,567.0 |
| High |
2,541.0 |
2,525.0 |
-16.0 |
-0.6% |
2,579.0 |
| Low |
2,489.0 |
2,490.0 |
1.0 |
0.0% |
2,525.0 |
| Close |
2,500.0 |
2,500.0 |
0.0 |
0.0% |
2,562.0 |
| Range |
52.0 |
35.0 |
-17.0 |
-32.7% |
54.0 |
| ATR |
41.9 |
41.4 |
-0.5 |
-1.2% |
0.0 |
| Volume |
977,682 |
1,403,904 |
426,222 |
43.6% |
4,720,671 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,610.0 |
2,590.0 |
2,519.3 |
|
| R3 |
2,575.0 |
2,555.0 |
2,509.6 |
|
| R2 |
2,540.0 |
2,540.0 |
2,506.4 |
|
| R1 |
2,520.0 |
2,520.0 |
2,503.2 |
2,512.5 |
| PP |
2,505.0 |
2,505.0 |
2,505.0 |
2,501.3 |
| S1 |
2,485.0 |
2,485.0 |
2,496.8 |
2,477.5 |
| S2 |
2,470.0 |
2,470.0 |
2,493.6 |
|
| S3 |
2,435.0 |
2,450.0 |
2,490.4 |
|
| S4 |
2,400.0 |
2,415.0 |
2,480.8 |
|
|
| 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% |
35.8 |
1.4% |
14% |
False |
False |
1,046,216 |
| 10 |
2,594.0 |
2,489.0 |
105.0 |
4.2% |
31.2 |
1.2% |
10% |
False |
False |
991,147 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
38.3 |
1.5% |
55% |
False |
False |
547,253 |
| 40 |
2,594.0 |
2,235.0 |
359.0 |
14.4% |
40.5 |
1.6% |
74% |
False |
False |
274,464 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
41.6 |
1.7% |
80% |
False |
False |
186,552 |
| 80 |
2,594.0 |
2,087.0 |
507.0 |
20.3% |
42.4 |
1.7% |
81% |
False |
False |
142,621 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.1% |
42.8 |
1.7% |
84% |
False |
False |
114,541 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.1% |
43.7 |
1.7% |
84% |
False |
False |
95,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,673.8 |
|
2.618 |
2,616.6 |
|
1.618 |
2,581.6 |
|
1.000 |
2,560.0 |
|
0.618 |
2,546.6 |
|
HIGH |
2,525.0 |
|
0.618 |
2,511.6 |
|
0.500 |
2,507.5 |
|
0.382 |
2,503.4 |
|
LOW |
2,490.0 |
|
0.618 |
2,468.4 |
|
1.000 |
2,455.0 |
|
1.618 |
2,433.4 |
|
2.618 |
2,398.4 |
|
4.250 |
2,341.3 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,507.5 |
2,528.5 |
| PP |
2,505.0 |
2,519.0 |
| S1 |
2,502.5 |
2,509.5 |
|