| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,521.0 |
9.0 |
0.4% |
2,548.0 |
| High |
2,525.0 |
2,524.0 |
-1.0 |
0.0% |
2,568.0 |
| Low |
2,490.0 |
2,446.0 |
-44.0 |
-1.8% |
2,446.0 |
| Close |
2,500.0 |
2,455.0 |
-45.0 |
-1.8% |
2,455.0 |
| Range |
35.0 |
78.0 |
43.0 |
122.9% |
122.0 |
| ATR |
41.4 |
44.0 |
2.6 |
6.3% |
0.0 |
| Volume |
1,403,904 |
1,141,858 |
-262,046 |
-18.7% |
5,728,562 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,709.0 |
2,660.0 |
2,497.9 |
|
| R3 |
2,631.0 |
2,582.0 |
2,476.5 |
|
| R2 |
2,553.0 |
2,553.0 |
2,469.3 |
|
| R1 |
2,504.0 |
2,504.0 |
2,462.2 |
2,489.5 |
| PP |
2,475.0 |
2,475.0 |
2,475.0 |
2,467.8 |
| S1 |
2,426.0 |
2,426.0 |
2,447.9 |
2,411.5 |
| S2 |
2,397.0 |
2,397.0 |
2,440.7 |
|
| S3 |
2,319.0 |
2,348.0 |
2,433.6 |
|
| S4 |
2,241.0 |
2,270.0 |
2,412.1 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.7 |
2,777.3 |
2,522.1 |
|
| R3 |
2,733.7 |
2,655.3 |
2,488.6 |
|
| R2 |
2,611.7 |
2,611.7 |
2,477.4 |
|
| R1 |
2,533.3 |
2,533.3 |
2,466.2 |
2,511.5 |
| PP |
2,489.7 |
2,489.7 |
2,489.7 |
2,478.8 |
| S1 |
2,411.3 |
2,411.3 |
2,443.8 |
2,389.5 |
| S2 |
2,367.7 |
2,367.7 |
2,432.6 |
|
| S3 |
2,245.7 |
2,289.3 |
2,421.5 |
|
| S4 |
2,123.7 |
2,167.3 |
2,387.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,568.0 |
2,446.0 |
122.0 |
5.0% |
45.4 |
1.8% |
7% |
False |
True |
1,145,712 |
| 10 |
2,579.0 |
2,446.0 |
133.0 |
5.4% |
36.5 |
1.5% |
7% |
False |
True |
1,044,923 |
| 20 |
2,594.0 |
2,386.0 |
208.0 |
8.5% |
40.6 |
1.7% |
33% |
False |
False |
604,317 |
| 40 |
2,594.0 |
2,247.0 |
347.0 |
14.1% |
39.3 |
1.6% |
60% |
False |
False |
303,000 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
19.5% |
41.8 |
1.7% |
71% |
False |
False |
204,743 |
| 80 |
2,594.0 |
2,087.0 |
507.0 |
20.7% |
42.9 |
1.7% |
73% |
False |
False |
156,662 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
23.5% |
43.1 |
1.8% |
76% |
False |
False |
125,957 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.5% |
44.0 |
1.8% |
76% |
False |
False |
105,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.5 |
|
2.618 |
2,728.2 |
|
1.618 |
2,650.2 |
|
1.000 |
2,602.0 |
|
0.618 |
2,572.2 |
|
HIGH |
2,524.0 |
|
0.618 |
2,494.2 |
|
0.500 |
2,485.0 |
|
0.382 |
2,475.8 |
|
LOW |
2,446.0 |
|
0.618 |
2,397.8 |
|
1.000 |
2,368.0 |
|
1.618 |
2,319.8 |
|
2.618 |
2,241.8 |
|
4.250 |
2,114.5 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,485.0 |
2,493.5 |
| PP |
2,475.0 |
2,480.7 |
| S1 |
2,465.0 |
2,467.8 |
|