| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,815.00 |
2,777.00 |
-38.00 |
-1.3% |
2,760.50 |
| High |
2,816.00 |
2,793.00 |
-23.00 |
-0.8% |
2,829.50 |
| Low |
2,777.50 |
2,771.25 |
-6.25 |
-0.2% |
2,736.25 |
| Close |
2,777.50 |
2,772.50 |
-5.00 |
-0.2% |
2,816.00 |
| Range |
38.50 |
21.75 |
-16.75 |
-43.5% |
93.25 |
| ATR |
30.12 |
29.52 |
-0.60 |
-2.0% |
0.00 |
| Volume |
5,218 |
18,015 |
12,797 |
245.2% |
13,330 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.25 |
2,830.00 |
2,784.50 |
|
| R3 |
2,822.50 |
2,808.25 |
2,778.50 |
|
| R2 |
2,800.75 |
2,800.75 |
2,776.50 |
|
| R1 |
2,786.50 |
2,786.50 |
2,774.50 |
2,782.75 |
| PP |
2,779.00 |
2,779.00 |
2,779.00 |
2,777.00 |
| S1 |
2,764.75 |
2,764.75 |
2,770.50 |
2,761.00 |
| S2 |
2,757.25 |
2,757.25 |
2,768.50 |
|
| S3 |
2,735.50 |
2,743.00 |
2,766.50 |
|
| S4 |
2,713.75 |
2,721.25 |
2,760.50 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.75 |
3,038.00 |
2,867.25 |
|
| R3 |
2,980.50 |
2,944.75 |
2,841.75 |
|
| R2 |
2,887.25 |
2,887.25 |
2,833.00 |
|
| R1 |
2,851.50 |
2,851.50 |
2,824.50 |
2,869.50 |
| PP |
2,794.00 |
2,794.00 |
2,794.00 |
2,802.75 |
| S1 |
2,758.25 |
2,758.25 |
2,807.50 |
2,776.00 |
| S2 |
2,700.75 |
2,700.75 |
2,799.00 |
|
| S3 |
2,607.50 |
2,665.00 |
2,790.25 |
|
| S4 |
2,514.25 |
2,571.75 |
2,764.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,829.50 |
2,751.25 |
78.25 |
2.8% |
32.25 |
1.2% |
27% |
False |
False |
6,346 |
| 10 |
2,829.50 |
2,736.25 |
93.25 |
3.4% |
29.75 |
1.1% |
39% |
False |
False |
3,840 |
| 20 |
2,829.50 |
2,713.00 |
116.50 |
4.2% |
27.50 |
1.0% |
51% |
False |
False |
1,969 |
| 40 |
2,829.50 |
2,513.25 |
316.25 |
11.4% |
28.00 |
1.0% |
82% |
False |
False |
998 |
| 60 |
2,829.50 |
2,506.00 |
323.50 |
11.7% |
27.75 |
1.0% |
82% |
False |
False |
668 |
| 80 |
2,829.50 |
2,442.50 |
387.00 |
14.0% |
23.00 |
0.8% |
85% |
False |
False |
502 |
| 100 |
2,829.50 |
2,442.50 |
387.00 |
14.0% |
21.00 |
0.8% |
85% |
False |
False |
402 |
| 120 |
2,829.50 |
2,442.50 |
387.00 |
14.0% |
19.50 |
0.7% |
85% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.50 |
|
2.618 |
2,850.00 |
|
1.618 |
2,828.25 |
|
1.000 |
2,814.75 |
|
0.618 |
2,806.50 |
|
HIGH |
2,793.00 |
|
0.618 |
2,784.75 |
|
0.500 |
2,782.00 |
|
0.382 |
2,779.50 |
|
LOW |
2,771.25 |
|
0.618 |
2,757.75 |
|
1.000 |
2,749.50 |
|
1.618 |
2,736.00 |
|
2.618 |
2,714.25 |
|
4.250 |
2,678.75 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.00 |
2,800.50 |
| PP |
2,779.00 |
2,791.00 |
| S1 |
2,775.75 |
2,781.75 |
|