| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,852.25 |
2,846.75 |
-5.50 |
-0.2% |
2,815.00 |
| High |
2,852.50 |
2,854.25 |
1.75 |
0.1% |
2,859.25 |
| Low |
2,840.00 |
2,838.25 |
-1.75 |
-0.1% |
2,768.75 |
| Close |
2,846.25 |
2,850.00 |
3.75 |
0.1% |
2,850.25 |
| Range |
12.50 |
16.00 |
3.50 |
28.0% |
90.50 |
| ATR |
30.34 |
29.32 |
-1.02 |
-3.4% |
0.00 |
| Volume |
230,849 |
195,602 |
-35,247 |
-15.3% |
530,442 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.50 |
2,888.75 |
2,858.75 |
|
| R3 |
2,879.50 |
2,872.75 |
2,854.50 |
|
| R2 |
2,863.50 |
2,863.50 |
2,853.00 |
|
| R1 |
2,856.75 |
2,856.75 |
2,851.50 |
2,860.00 |
| PP |
2,847.50 |
2,847.50 |
2,847.50 |
2,849.25 |
| S1 |
2,840.75 |
2,840.75 |
2,848.50 |
2,844.00 |
| S2 |
2,831.50 |
2,831.50 |
2,847.00 |
|
| S3 |
2,815.50 |
2,824.75 |
2,845.50 |
|
| S4 |
2,799.50 |
2,808.75 |
2,841.25 |
|
|
| 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% |
29.75 |
1.0% |
90% |
False |
False |
186,732 |
| 10 |
2,859.25 |
2,751.25 |
108.00 |
3.8% |
31.00 |
1.1% |
91% |
False |
False |
96,539 |
| 20 |
2,859.25 |
2,736.25 |
123.00 |
4.3% |
30.00 |
1.1% |
92% |
False |
False |
48,618 |
| 40 |
2,859.25 |
2,513.25 |
346.00 |
12.1% |
26.75 |
0.9% |
97% |
False |
False |
24,332 |
| 60 |
2,859.25 |
2,506.00 |
353.25 |
12.4% |
27.50 |
1.0% |
97% |
False |
False |
16,228 |
| 80 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
24.00 |
0.8% |
98% |
False |
False |
12,172 |
| 100 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
22.50 |
0.8% |
98% |
False |
False |
9,738 |
| 120 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
20.25 |
0.7% |
98% |
False |
False |
8,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.25 |
|
2.618 |
2,896.25 |
|
1.618 |
2,880.25 |
|
1.000 |
2,870.25 |
|
0.618 |
2,864.25 |
|
HIGH |
2,854.25 |
|
0.618 |
2,848.25 |
|
0.500 |
2,846.25 |
|
0.382 |
2,844.25 |
|
LOW |
2,838.25 |
|
0.618 |
2,828.25 |
|
1.000 |
2,822.25 |
|
1.618 |
2,812.25 |
|
2.618 |
2,796.25 |
|
4.250 |
2,770.25 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,848.75 |
2,846.50 |
| PP |
2,847.50 |
2,843.25 |
| S1 |
2,846.25 |
2,840.00 |
|