| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,852.00 |
2,840.50 |
-11.50 |
-0.4% |
2,852.25 |
| High |
2,857.25 |
2,853.00 |
-4.25 |
-0.1% |
2,871.75 |
| Low |
2,826.25 |
2,798.25 |
-28.00 |
-1.0% |
2,837.25 |
| Close |
2,838.25 |
2,803.25 |
-35.00 |
-1.2% |
2,852.50 |
| Range |
31.00 |
54.75 |
23.75 |
76.6% |
34.50 |
| ATR |
27.81 |
29.73 |
1.92 |
6.9% |
0.00 |
| Volume |
204,718 |
235,185 |
30,467 |
14.9% |
1,046,855 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.50 |
2,947.50 |
2,833.25 |
|
| R3 |
2,927.75 |
2,892.75 |
2,818.25 |
|
| R2 |
2,873.00 |
2,873.00 |
2,813.25 |
|
| R1 |
2,838.00 |
2,838.00 |
2,808.25 |
2,828.00 |
| PP |
2,818.25 |
2,818.25 |
2,818.25 |
2,813.25 |
| S1 |
2,783.25 |
2,783.25 |
2,798.25 |
2,773.50 |
| S2 |
2,763.50 |
2,763.50 |
2,793.25 |
|
| S3 |
2,708.75 |
2,728.50 |
2,788.25 |
|
| S4 |
2,654.00 |
2,673.75 |
2,773.25 |
|
|
| 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 |
2,798.25 |
73.50 |
2.6% |
29.50 |
1.1% |
7% |
False |
True |
212,061 |
| 10 |
2,871.75 |
2,768.75 |
103.00 |
3.7% |
29.75 |
1.1% |
33% |
False |
False |
199,396 |
| 20 |
2,871.75 |
2,736.25 |
135.50 |
4.8% |
29.75 |
1.1% |
49% |
False |
False |
101,618 |
| 40 |
2,871.75 |
2,599.75 |
272.00 |
9.7% |
25.75 |
0.9% |
75% |
False |
False |
50,835 |
| 60 |
2,871.75 |
2,510.25 |
361.50 |
12.9% |
27.50 |
1.0% |
81% |
False |
False |
33,899 |
| 80 |
2,871.75 |
2,452.00 |
419.75 |
15.0% |
25.50 |
0.9% |
84% |
False |
False |
25,426 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.3% |
23.50 |
0.8% |
84% |
False |
False |
20,341 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.3% |
21.50 |
0.8% |
84% |
False |
False |
16,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,085.75 |
|
2.618 |
2,996.25 |
|
1.618 |
2,941.50 |
|
1.000 |
2,907.75 |
|
0.618 |
2,886.75 |
|
HIGH |
2,853.00 |
|
0.618 |
2,832.00 |
|
0.500 |
2,825.50 |
|
0.382 |
2,819.25 |
|
LOW |
2,798.25 |
|
0.618 |
2,764.50 |
|
1.000 |
2,743.50 |
|
1.618 |
2,709.75 |
|
2.618 |
2,655.00 |
|
4.250 |
2,565.50 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,825.50 |
2,835.00 |
| PP |
2,818.25 |
2,824.50 |
| S1 |
2,810.75 |
2,813.75 |
|