| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,777.00 |
2,773.25 |
-3.75 |
-0.1% |
2,760.50 |
| High |
2,793.00 |
2,793.50 |
0.50 |
0.0% |
2,829.50 |
| Low |
2,771.25 |
2,768.75 |
-2.50 |
-0.1% |
2,736.25 |
| Close |
2,772.50 |
2,789.50 |
17.00 |
0.6% |
2,816.00 |
| Range |
21.75 |
24.75 |
3.00 |
13.8% |
93.25 |
| ATR |
29.52 |
29.18 |
-0.34 |
-1.2% |
0.00 |
| Volume |
18,015 |
37,812 |
19,797 |
109.9% |
13,330 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.25 |
2,848.50 |
2,803.00 |
|
| R3 |
2,833.50 |
2,823.75 |
2,796.25 |
|
| R2 |
2,808.75 |
2,808.75 |
2,794.00 |
|
| R1 |
2,799.00 |
2,799.00 |
2,791.75 |
2,804.00 |
| PP |
2,784.00 |
2,784.00 |
2,784.00 |
2,786.25 |
| S1 |
2,774.25 |
2,774.25 |
2,787.25 |
2,779.00 |
| S2 |
2,759.25 |
2,759.25 |
2,785.00 |
|
| S3 |
2,734.50 |
2,749.50 |
2,782.75 |
|
| S4 |
2,709.75 |
2,724.75 |
2,776.00 |
|
|
| 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 |
2,761.00 |
68.50 |
2.5% |
33.00 |
1.2% |
42% |
False |
False |
13,668 |
| 10 |
2,829.50 |
2,736.25 |
93.25 |
3.3% |
30.50 |
1.1% |
57% |
False |
False |
7,568 |
| 20 |
2,829.50 |
2,713.00 |
116.50 |
4.2% |
28.00 |
1.0% |
66% |
False |
False |
3,858 |
| 40 |
2,829.50 |
2,513.25 |
316.25 |
11.3% |
27.75 |
1.0% |
87% |
False |
False |
1,943 |
| 60 |
2,829.50 |
2,506.00 |
323.50 |
11.6% |
27.50 |
1.0% |
88% |
False |
False |
1,298 |
| 80 |
2,829.50 |
2,442.50 |
387.00 |
13.9% |
22.75 |
0.8% |
90% |
False |
False |
974 |
| 100 |
2,829.50 |
2,442.50 |
387.00 |
13.9% |
21.25 |
0.8% |
90% |
False |
False |
780 |
| 120 |
2,829.50 |
2,442.50 |
387.00 |
13.9% |
19.50 |
0.7% |
90% |
False |
False |
650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,898.75 |
|
2.618 |
2,858.25 |
|
1.618 |
2,833.50 |
|
1.000 |
2,818.25 |
|
0.618 |
2,808.75 |
|
HIGH |
2,793.50 |
|
0.618 |
2,784.00 |
|
0.500 |
2,781.00 |
|
0.382 |
2,778.25 |
|
LOW |
2,768.75 |
|
0.618 |
2,753.50 |
|
1.000 |
2,744.00 |
|
1.618 |
2,728.75 |
|
2.618 |
2,704.00 |
|
4.250 |
2,663.50 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,786.75 |
2,792.50 |
| PP |
2,784.00 |
2,791.50 |
| S1 |
2,781.00 |
2,790.50 |
|