| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,854.75 |
2,854.25 |
-0.50 |
0.0% |
2,852.25 |
| High |
2,858.00 |
2,871.75 |
13.75 |
0.5% |
2,871.75 |
| Low |
2,837.25 |
2,852.25 |
15.00 |
0.5% |
2,837.25 |
| Close |
2,853.25 |
2,852.50 |
-0.75 |
0.0% |
2,852.50 |
| Range |
20.75 |
19.50 |
-1.25 |
-6.0% |
34.50 |
| ATR |
28.19 |
27.56 |
-0.62 |
-2.2% |
0.00 |
| Volume |
230,586 |
170,166 |
-60,420 |
-26.2% |
1,046,855 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.25 |
2,904.50 |
2,863.25 |
|
| R3 |
2,897.75 |
2,885.00 |
2,857.75 |
|
| R2 |
2,878.25 |
2,878.25 |
2,856.00 |
|
| R1 |
2,865.50 |
2,865.50 |
2,854.25 |
2,862.00 |
| PP |
2,858.75 |
2,858.75 |
2,858.75 |
2,857.25 |
| S1 |
2,846.00 |
2,846.00 |
2,850.75 |
2,842.50 |
| S2 |
2,839.25 |
2,839.25 |
2,849.00 |
|
| S3 |
2,819.75 |
2,826.50 |
2,847.25 |
|
| S4 |
2,800.25 |
2,807.00 |
2,841.75 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.25 |
2,939.50 |
2,871.50 |
|
| R3 |
2,922.75 |
2,905.00 |
2,862.00 |
|
| R2 |
2,888.25 |
2,888.25 |
2,858.75 |
|
| R1 |
2,870.50 |
2,870.50 |
2,855.75 |
2,879.50 |
| PP |
2,853.75 |
2,853.75 |
2,853.75 |
2,858.25 |
| S1 |
2,836.00 |
2,836.00 |
2,849.25 |
2,845.00 |
| S2 |
2,819.25 |
2,819.25 |
2,846.25 |
|
| S3 |
2,784.75 |
2,801.50 |
2,843.00 |
|
| S4 |
2,750.25 |
2,767.00 |
2,833.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,871.75 |
2,837.25 |
34.50 |
1.2% |
18.00 |
0.6% |
44% |
True |
False |
209,371 |
| 10 |
2,871.75 |
2,768.75 |
103.00 |
3.6% |
27.00 |
1.0% |
81% |
True |
False |
157,729 |
| 20 |
2,871.75 |
2,736.25 |
135.50 |
4.8% |
27.75 |
1.0% |
86% |
True |
False |
79,630 |
| 40 |
2,871.75 |
2,570.50 |
301.25 |
10.6% |
25.75 |
0.9% |
94% |
True |
False |
39,839 |
| 60 |
2,871.75 |
2,506.00 |
365.75 |
12.8% |
27.75 |
1.0% |
95% |
True |
False |
26,568 |
| 80 |
2,871.75 |
2,442.50 |
429.25 |
15.0% |
24.50 |
0.9% |
96% |
True |
False |
19,927 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.0% |
22.75 |
0.8% |
96% |
True |
False |
15,942 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.0% |
20.75 |
0.7% |
96% |
True |
False |
13,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,954.50 |
|
2.618 |
2,922.75 |
|
1.618 |
2,903.25 |
|
1.000 |
2,891.25 |
|
0.618 |
2,883.75 |
|
HIGH |
2,871.75 |
|
0.618 |
2,864.25 |
|
0.500 |
2,862.00 |
|
0.382 |
2,859.75 |
|
LOW |
2,852.25 |
|
0.618 |
2,840.25 |
|
1.000 |
2,832.75 |
|
1.618 |
2,820.75 |
|
2.618 |
2,801.25 |
|
4.250 |
2,769.50 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,862.00 |
2,854.50 |
| PP |
2,858.75 |
2,853.75 |
| S1 |
2,855.75 |
2,853.25 |
|