| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,840.50 |
2,804.25 |
-36.25 |
-1.3% |
2,852.25 |
| High |
2,853.00 |
2,807.25 |
-45.75 |
-1.6% |
2,871.75 |
| Low |
2,798.25 |
2,762.25 |
-36.00 |
-1.3% |
2,837.25 |
| Close |
2,803.25 |
2,774.25 |
-29.00 |
-1.0% |
2,852.50 |
| Range |
54.75 |
45.00 |
-9.75 |
-17.8% |
34.50 |
| ATR |
29.73 |
30.82 |
1.09 |
3.7% |
0.00 |
| Volume |
235,185 |
253,321 |
18,136 |
7.7% |
1,046,855 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.25 |
2,890.25 |
2,799.00 |
|
| R3 |
2,871.25 |
2,845.25 |
2,786.50 |
|
| R2 |
2,826.25 |
2,826.25 |
2,782.50 |
|
| R1 |
2,800.25 |
2,800.25 |
2,778.50 |
2,790.75 |
| PP |
2,781.25 |
2,781.25 |
2,781.25 |
2,776.50 |
| S1 |
2,755.25 |
2,755.25 |
2,770.00 |
2,745.75 |
| S2 |
2,736.25 |
2,736.25 |
2,766.00 |
|
| S3 |
2,691.25 |
2,710.25 |
2,762.00 |
|
| S4 |
2,646.25 |
2,665.25 |
2,749.50 |
|
|
| 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 |
2,762.25 |
109.50 |
3.9% |
34.25 |
1.2% |
11% |
False |
True |
218,795 |
| 10 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
31.75 |
1.1% |
11% |
False |
True |
220,947 |
| 20 |
2,871.75 |
2,736.25 |
135.50 |
4.9% |
31.25 |
1.1% |
28% |
False |
False |
114,257 |
| 40 |
2,871.75 |
2,599.75 |
272.00 |
9.8% |
26.50 |
1.0% |
64% |
False |
False |
57,168 |
| 60 |
2,871.75 |
2,510.25 |
361.50 |
13.0% |
28.00 |
1.0% |
73% |
False |
False |
38,121 |
| 80 |
2,871.75 |
2,475.50 |
396.25 |
14.3% |
26.00 |
0.9% |
75% |
False |
False |
28,592 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.5% |
23.25 |
0.8% |
77% |
False |
False |
22,874 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.5% |
21.75 |
0.8% |
77% |
False |
False |
19,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,998.50 |
|
2.618 |
2,925.00 |
|
1.618 |
2,880.00 |
|
1.000 |
2,852.25 |
|
0.618 |
2,835.00 |
|
HIGH |
2,807.25 |
|
0.618 |
2,790.00 |
|
0.500 |
2,784.75 |
|
0.382 |
2,779.50 |
|
LOW |
2,762.25 |
|
0.618 |
2,734.50 |
|
1.000 |
2,717.25 |
|
1.618 |
2,689.50 |
|
2.618 |
2,644.50 |
|
4.250 |
2,571.00 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,784.75 |
2,809.75 |
| PP |
2,781.25 |
2,798.00 |
| S1 |
2,777.75 |
2,786.00 |
|