| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,846.75 |
2,852.25 |
5.50 |
0.2% |
2,815.00 |
| High |
2,854.25 |
2,866.25 |
12.00 |
0.4% |
2,859.25 |
| Low |
2,838.25 |
2,844.75 |
6.50 |
0.2% |
2,768.75 |
| Close |
2,850.00 |
2,853.50 |
3.50 |
0.1% |
2,850.25 |
| Range |
16.00 |
21.50 |
5.50 |
34.4% |
90.50 |
| ATR |
29.32 |
28.76 |
-0.56 |
-1.9% |
0.00 |
| Volume |
195,602 |
219,652 |
24,050 |
12.3% |
530,442 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.25 |
2,908.00 |
2,865.25 |
|
| R3 |
2,897.75 |
2,886.50 |
2,859.50 |
|
| R2 |
2,876.25 |
2,876.25 |
2,857.50 |
|
| R1 |
2,865.00 |
2,865.00 |
2,855.50 |
2,870.50 |
| PP |
2,854.75 |
2,854.75 |
2,854.75 |
2,857.75 |
| S1 |
2,843.50 |
2,843.50 |
2,851.50 |
2,849.00 |
| S2 |
2,833.25 |
2,833.25 |
2,849.50 |
|
| S3 |
2,811.75 |
2,822.00 |
2,847.50 |
|
| S4 |
2,790.25 |
2,800.50 |
2,841.75 |
|
|
| 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 |
2,866.25 |
2,778.75 |
87.50 |
3.1% |
29.25 |
1.0% |
85% |
True |
False |
223,100 |
| 10 |
2,866.25 |
2,761.00 |
105.25 |
3.7% |
31.00 |
1.1% |
88% |
True |
False |
118,384 |
| 20 |
2,866.25 |
2,736.25 |
130.00 |
4.6% |
29.00 |
1.0% |
90% |
True |
False |
59,599 |
| 40 |
2,866.25 |
2,513.25 |
353.00 |
12.4% |
26.50 |
0.9% |
96% |
True |
False |
29,822 |
| 60 |
2,866.25 |
2,506.00 |
360.25 |
12.6% |
27.50 |
1.0% |
96% |
True |
False |
19,889 |
| 80 |
2,866.25 |
2,442.50 |
423.75 |
14.9% |
24.25 |
0.9% |
97% |
True |
False |
14,918 |
| 100 |
2,866.25 |
2,442.50 |
423.75 |
14.9% |
22.75 |
0.8% |
97% |
True |
False |
11,935 |
| 120 |
2,866.25 |
2,442.50 |
423.75 |
14.9% |
20.50 |
0.7% |
97% |
True |
False |
9,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.50 |
|
2.618 |
2,922.50 |
|
1.618 |
2,901.00 |
|
1.000 |
2,887.75 |
|
0.618 |
2,879.50 |
|
HIGH |
2,866.25 |
|
0.618 |
2,858.00 |
|
0.500 |
2,855.50 |
|
0.382 |
2,853.00 |
|
LOW |
2,844.75 |
|
0.618 |
2,831.50 |
|
1.000 |
2,823.25 |
|
1.618 |
2,810.00 |
|
2.618 |
2,788.50 |
|
4.250 |
2,753.50 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,855.50 |
2,853.00 |
| PP |
2,854.75 |
2,852.75 |
| S1 |
2,854.25 |
2,852.25 |
|