| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,852.25 |
2,854.75 |
2.50 |
0.1% |
2,815.00 |
| High |
2,866.25 |
2,858.00 |
-8.25 |
-0.3% |
2,859.25 |
| Low |
2,844.75 |
2,837.25 |
-7.50 |
-0.3% |
2,768.75 |
| Close |
2,853.50 |
2,853.25 |
-0.25 |
0.0% |
2,850.25 |
| Range |
21.50 |
20.75 |
-0.75 |
-3.5% |
90.50 |
| ATR |
28.76 |
28.19 |
-0.57 |
-2.0% |
0.00 |
| Volume |
219,652 |
230,586 |
10,934 |
5.0% |
530,442 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.75 |
2,903.25 |
2,864.75 |
|
| R3 |
2,891.00 |
2,882.50 |
2,859.00 |
|
| R2 |
2,870.25 |
2,870.25 |
2,857.00 |
|
| R1 |
2,861.75 |
2,861.75 |
2,855.25 |
2,855.50 |
| PP |
2,849.50 |
2,849.50 |
2,849.50 |
2,846.50 |
| S1 |
2,841.00 |
2,841.00 |
2,851.25 |
2,835.00 |
| S2 |
2,828.75 |
2,828.75 |
2,849.50 |
|
| S3 |
2,808.00 |
2,820.25 |
2,847.50 |
|
| S4 |
2,787.25 |
2,799.50 |
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 |
2,820.50 |
45.75 |
1.6% |
22.00 |
0.8% |
72% |
False |
False |
238,375 |
| 10 |
2,866.25 |
2,768.75 |
97.50 |
3.4% |
27.00 |
0.9% |
87% |
False |
False |
140,967 |
| 20 |
2,866.25 |
2,736.25 |
130.00 |
4.6% |
28.75 |
1.0% |
90% |
False |
False |
71,124 |
| 40 |
2,866.25 |
2,538.75 |
327.50 |
11.5% |
26.25 |
0.9% |
96% |
False |
False |
35,586 |
| 60 |
2,866.25 |
2,506.00 |
360.25 |
12.6% |
27.50 |
1.0% |
96% |
False |
False |
23,732 |
| 80 |
2,866.25 |
2,442.50 |
423.75 |
14.9% |
24.50 |
0.9% |
97% |
False |
False |
17,800 |
| 100 |
2,866.25 |
2,442.50 |
423.75 |
14.9% |
22.50 |
0.8% |
97% |
False |
False |
14,240 |
| 120 |
2,866.25 |
2,442.50 |
423.75 |
14.9% |
20.50 |
0.7% |
97% |
False |
False |
11,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.25 |
|
2.618 |
2,912.25 |
|
1.618 |
2,891.50 |
|
1.000 |
2,878.75 |
|
0.618 |
2,870.75 |
|
HIGH |
2,858.00 |
|
0.618 |
2,850.00 |
|
0.500 |
2,847.50 |
|
0.382 |
2,845.25 |
|
LOW |
2,837.25 |
|
0.618 |
2,824.50 |
|
1.000 |
2,816.50 |
|
1.618 |
2,803.75 |
|
2.618 |
2,783.00 |
|
4.250 |
2,749.00 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,851.50 |
2,852.75 |
| PP |
2,849.50 |
2,852.25 |
| S1 |
2,847.50 |
2,851.75 |
|