| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,804.25 |
2,774.75 |
-29.50 |
-1.1% |
2,852.25 |
| High |
2,807.25 |
2,821.25 |
14.00 |
0.5% |
2,871.75 |
| Low |
2,762.25 |
2,774.75 |
12.50 |
0.5% |
2,837.25 |
| Close |
2,774.25 |
2,814.50 |
40.25 |
1.5% |
2,852.50 |
| Range |
45.00 |
46.50 |
1.50 |
3.3% |
34.50 |
| ATR |
30.82 |
31.98 |
1.16 |
3.7% |
0.00 |
| Volume |
253,321 |
219,259 |
-34,062 |
-13.4% |
1,046,855 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,943.00 |
2,925.25 |
2,840.00 |
|
| R3 |
2,896.50 |
2,878.75 |
2,827.25 |
|
| R2 |
2,850.00 |
2,850.00 |
2,823.00 |
|
| R1 |
2,832.25 |
2,832.25 |
2,818.75 |
2,841.00 |
| PP |
2,803.50 |
2,803.50 |
2,803.50 |
2,808.00 |
| S1 |
2,785.75 |
2,785.75 |
2,810.25 |
2,794.50 |
| S2 |
2,757.00 |
2,757.00 |
2,806.00 |
|
| S3 |
2,710.50 |
2,739.25 |
2,801.75 |
|
| S4 |
2,664.00 |
2,692.75 |
2,789.00 |
|
|
| 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% |
39.25 |
1.4% |
48% |
False |
False |
216,529 |
| 10 |
2,871.75 |
2,762.25 |
109.50 |
3.9% |
30.50 |
1.1% |
48% |
False |
False |
227,452 |
| 20 |
2,871.75 |
2,736.25 |
135.50 |
4.8% |
32.75 |
1.2% |
58% |
False |
False |
125,211 |
| 40 |
2,871.75 |
2,599.75 |
272.00 |
9.7% |
27.75 |
1.0% |
79% |
False |
False |
62,650 |
| 60 |
2,871.75 |
2,510.25 |
361.50 |
12.8% |
28.25 |
1.0% |
84% |
False |
False |
41,775 |
| 80 |
2,871.75 |
2,503.75 |
368.00 |
13.1% |
26.50 |
0.9% |
84% |
False |
False |
31,333 |
| 100 |
2,871.75 |
2,442.50 |
429.25 |
15.3% |
23.75 |
0.8% |
87% |
False |
False |
25,067 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
15.3% |
22.00 |
0.8% |
87% |
False |
False |
20,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,019.00 |
|
2.618 |
2,943.00 |
|
1.618 |
2,896.50 |
|
1.000 |
2,867.75 |
|
0.618 |
2,850.00 |
|
HIGH |
2,821.25 |
|
0.618 |
2,803.50 |
|
0.500 |
2,798.00 |
|
0.382 |
2,792.50 |
|
LOW |
2,774.75 |
|
0.618 |
2,746.00 |
|
1.000 |
2,728.25 |
|
1.618 |
2,699.50 |
|
2.618 |
2,653.00 |
|
4.250 |
2,577.00 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.00 |
2,812.25 |
| PP |
2,803.50 |
2,810.00 |
| S1 |
2,798.00 |
2,807.50 |
|