| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,820.50 |
2,852.25 |
31.75 |
1.1% |
2,815.00 |
| High |
2,859.25 |
2,852.50 |
-6.75 |
-0.2% |
2,859.25 |
| Low |
2,820.50 |
2,840.00 |
19.50 |
0.7% |
2,768.75 |
| Close |
2,850.25 |
2,846.25 |
-4.00 |
-0.1% |
2,850.25 |
| Range |
38.75 |
12.50 |
-26.25 |
-67.7% |
90.50 |
| ATR |
31.71 |
30.34 |
-1.37 |
-4.3% |
0.00 |
| Volume |
315,187 |
230,849 |
-84,338 |
-26.8% |
530,442 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.75 |
2,877.50 |
2,853.00 |
|
| R3 |
2,871.25 |
2,865.00 |
2,849.75 |
|
| R2 |
2,858.75 |
2,858.75 |
2,848.50 |
|
| R1 |
2,852.50 |
2,852.50 |
2,847.50 |
2,849.50 |
| PP |
2,846.25 |
2,846.25 |
2,846.25 |
2,844.75 |
| S1 |
2,840.00 |
2,840.00 |
2,845.00 |
2,837.00 |
| S2 |
2,833.75 |
2,833.75 |
2,844.00 |
|
| S3 |
2,821.25 |
2,827.50 |
2,842.75 |
|
| S4 |
2,808.75 |
2,815.00 |
2,839.50 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.50 |
3,064.50 |
2,900.00 |
|
| R3 |
3,007.00 |
2,974.00 |
2,875.25 |
|
| R2 |
2,916.50 |
2,916.50 |
2,866.75 |
|
| R1 |
2,883.50 |
2,883.50 |
2,858.50 |
2,900.00 |
| PP |
2,826.00 |
2,826.00 |
2,826.00 |
2,834.50 |
| S1 |
2,793.00 |
2,793.00 |
2,842.00 |
2,809.50 |
| S2 |
2,735.50 |
2,735.50 |
2,833.75 |
|
| S3 |
2,645.00 |
2,702.50 |
2,825.25 |
|
| S4 |
2,554.50 |
2,612.00 |
2,800.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,859.25 |
2,768.75 |
90.50 |
3.2% |
31.00 |
1.1% |
86% |
False |
False |
151,214 |
| 10 |
2,859.25 |
2,736.25 |
123.00 |
4.3% |
33.50 |
1.2% |
89% |
False |
False |
77,462 |
| 20 |
2,859.25 |
2,736.25 |
123.00 |
4.3% |
30.00 |
1.1% |
89% |
False |
False |
38,842 |
| 40 |
2,859.25 |
2,513.25 |
346.00 |
12.2% |
28.00 |
1.0% |
96% |
False |
False |
19,443 |
| 60 |
2,859.25 |
2,506.00 |
353.25 |
12.4% |
27.50 |
1.0% |
96% |
False |
False |
12,968 |
| 80 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
23.75 |
0.8% |
97% |
False |
False |
9,727 |
| 100 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
22.25 |
0.8% |
97% |
False |
False |
7,782 |
| 120 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
20.25 |
0.7% |
97% |
False |
False |
6,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,905.50 |
|
2.618 |
2,885.25 |
|
1.618 |
2,872.75 |
|
1.000 |
2,865.00 |
|
0.618 |
2,860.25 |
|
HIGH |
2,852.50 |
|
0.618 |
2,847.75 |
|
0.500 |
2,846.25 |
|
0.382 |
2,844.75 |
|
LOW |
2,840.00 |
|
0.618 |
2,832.25 |
|
1.000 |
2,827.50 |
|
1.618 |
2,819.75 |
|
2.618 |
2,807.25 |
|
4.250 |
2,787.00 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.25 |
2,837.25 |
| PP |
2,846.25 |
2,828.00 |
| S1 |
2,846.25 |
2,819.00 |
|