| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,773.25 |
2,789.00 |
15.75 |
0.6% |
2,760.50 |
| High |
2,793.50 |
2,835.75 |
42.25 |
1.5% |
2,829.50 |
| Low |
2,768.75 |
2,778.75 |
10.00 |
0.4% |
2,736.25 |
| Close |
2,789.50 |
2,821.00 |
31.50 |
1.1% |
2,816.00 |
| Range |
24.75 |
57.00 |
32.25 |
130.3% |
93.25 |
| ATR |
29.18 |
31.17 |
1.99 |
6.8% |
0.00 |
| Volume |
37,812 |
154,210 |
116,398 |
307.8% |
13,330 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.75 |
2,959.00 |
2,852.25 |
|
| R3 |
2,925.75 |
2,902.00 |
2,836.75 |
|
| R2 |
2,868.75 |
2,868.75 |
2,831.50 |
|
| R1 |
2,845.00 |
2,845.00 |
2,826.25 |
2,857.00 |
| PP |
2,811.75 |
2,811.75 |
2,811.75 |
2,817.75 |
| S1 |
2,788.00 |
2,788.00 |
2,815.75 |
2,800.00 |
| S2 |
2,754.75 |
2,754.75 |
2,810.50 |
|
| S3 |
2,697.75 |
2,731.00 |
2,805.25 |
|
| S4 |
2,640.75 |
2,674.00 |
2,789.75 |
|
|
| 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 |
2,835.75 |
2,768.75 |
67.00 |
2.4% |
32.25 |
1.1% |
78% |
True |
False |
43,558 |
| 10 |
2,835.75 |
2,736.25 |
99.50 |
3.5% |
34.75 |
1.2% |
85% |
True |
False |
22,970 |
| 20 |
2,835.75 |
2,734.75 |
101.00 |
3.6% |
29.75 |
1.1% |
85% |
True |
False |
11,554 |
| 40 |
2,835.75 |
2,513.25 |
322.50 |
11.4% |
28.00 |
1.0% |
95% |
True |
False |
5,798 |
| 60 |
2,835.75 |
2,506.00 |
329.75 |
11.7% |
28.00 |
1.0% |
96% |
True |
False |
3,868 |
| 80 |
2,835.75 |
2,442.50 |
393.25 |
13.9% |
23.50 |
0.8% |
96% |
True |
False |
2,902 |
| 100 |
2,835.75 |
2,442.50 |
393.25 |
13.9% |
22.00 |
0.8% |
96% |
True |
False |
2,322 |
| 120 |
2,835.75 |
2,442.50 |
393.25 |
13.9% |
20.00 |
0.7% |
96% |
True |
False |
1,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.00 |
|
2.618 |
2,985.00 |
|
1.618 |
2,928.00 |
|
1.000 |
2,892.75 |
|
0.618 |
2,871.00 |
|
HIGH |
2,835.75 |
|
0.618 |
2,814.00 |
|
0.500 |
2,807.25 |
|
0.382 |
2,800.50 |
|
LOW |
2,778.75 |
|
0.618 |
2,743.50 |
|
1.000 |
2,721.75 |
|
1.618 |
2,686.50 |
|
2.618 |
2,629.50 |
|
4.250 |
2,536.50 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,816.50 |
2,814.75 |
| PP |
2,811.75 |
2,808.50 |
| S1 |
2,807.25 |
2,802.25 |
|