| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,854.25 |
2,852.00 |
-2.25 |
-0.1% |
2,852.25 |
| High |
2,871.75 |
2,857.25 |
-14.50 |
-0.5% |
2,871.75 |
| Low |
2,852.25 |
2,826.25 |
-26.00 |
-0.9% |
2,837.25 |
| Close |
2,852.50 |
2,838.25 |
-14.25 |
-0.5% |
2,852.50 |
| Range |
19.50 |
31.00 |
11.50 |
59.0% |
34.50 |
| ATR |
27.56 |
27.81 |
0.25 |
0.9% |
0.00 |
| Volume |
170,166 |
204,718 |
34,552 |
20.3% |
1,046,855 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,933.50 |
2,917.00 |
2,855.25 |
|
| R3 |
2,902.50 |
2,886.00 |
2,846.75 |
|
| R2 |
2,871.50 |
2,871.50 |
2,844.00 |
|
| R1 |
2,855.00 |
2,855.00 |
2,841.00 |
2,847.75 |
| PP |
2,840.50 |
2,840.50 |
2,840.50 |
2,837.00 |
| S1 |
2,824.00 |
2,824.00 |
2,835.50 |
2,816.75 |
| S2 |
2,809.50 |
2,809.50 |
2,832.50 |
|
| S3 |
2,778.50 |
2,793.00 |
2,829.75 |
|
| S4 |
2,747.50 |
2,762.00 |
2,821.25 |
|
|
| 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 |
2,826.25 |
45.50 |
1.6% |
21.75 |
0.8% |
26% |
False |
True |
204,144 |
| 10 |
2,871.75 |
2,768.75 |
103.00 |
3.6% |
26.25 |
0.9% |
67% |
False |
False |
177,679 |
| 20 |
2,871.75 |
2,736.25 |
135.50 |
4.8% |
28.00 |
1.0% |
75% |
False |
False |
89,861 |
| 40 |
2,871.75 |
2,599.75 |
272.00 |
9.6% |
24.75 |
0.9% |
88% |
False |
False |
44,957 |
| 60 |
2,871.75 |
2,510.25 |
361.50 |
12.7% |
27.50 |
1.0% |
91% |
False |
False |
29,980 |
| 80 |
2,871.75 |
2,442.50 |
429.25 |
15.1% |
24.75 |
0.9% |
92% |
False |
False |
22,486 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.1% |
23.00 |
0.8% |
92% |
False |
False |
17,989 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.1% |
21.00 |
0.7% |
92% |
False |
False |
14,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.00 |
|
2.618 |
2,938.50 |
|
1.618 |
2,907.50 |
|
1.000 |
2,888.25 |
|
0.618 |
2,876.50 |
|
HIGH |
2,857.25 |
|
0.618 |
2,845.50 |
|
0.500 |
2,841.75 |
|
0.382 |
2,838.00 |
|
LOW |
2,826.25 |
|
0.618 |
2,807.00 |
|
1.000 |
2,795.25 |
|
1.618 |
2,776.00 |
|
2.618 |
2,745.00 |
|
4.250 |
2,694.50 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,841.75 |
2,849.00 |
| PP |
2,840.50 |
2,845.50 |
| S1 |
2,839.50 |
2,841.75 |
|