| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,742.1 |
1,730.7 |
-11.4 |
-0.7% |
1,696.2 |
| High |
1,744.5 |
1,742.1 |
-2.4 |
-0.1% |
1,744.5 |
| Low |
1,730.0 |
1,730.7 |
0.7 |
0.0% |
1,691.7 |
| Close |
1,734.1 |
1,737.2 |
3.1 |
0.2% |
1,742.8 |
| Range |
14.5 |
11.4 |
-3.1 |
-21.4% |
52.8 |
| ATR |
19.1 |
18.6 |
-0.6 |
-2.9% |
0.0 |
| Volume |
1,531 |
2,452 |
921 |
60.2% |
6,675 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,770.9 |
1,765.4 |
1,743.5 |
|
| R3 |
1,759.5 |
1,754.0 |
1,740.3 |
|
| R2 |
1,748.1 |
1,748.1 |
1,739.3 |
|
| R1 |
1,742.6 |
1,742.6 |
1,738.2 |
1,745.4 |
| PP |
1,736.7 |
1,736.7 |
1,736.7 |
1,738.0 |
| S1 |
1,731.2 |
1,731.2 |
1,736.2 |
1,734.0 |
| S2 |
1,725.3 |
1,725.3 |
1,735.1 |
|
| S3 |
1,713.9 |
1,719.8 |
1,734.1 |
|
| S4 |
1,702.5 |
1,708.4 |
1,730.9 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.7 |
1,866.6 |
1,771.8 |
|
| R3 |
1,831.9 |
1,813.8 |
1,757.3 |
|
| R2 |
1,779.1 |
1,779.1 |
1,752.5 |
|
| R1 |
1,761.0 |
1,761.0 |
1,747.6 |
1,770.1 |
| PP |
1,726.3 |
1,726.3 |
1,726.3 |
1,730.9 |
| S1 |
1,708.2 |
1,708.2 |
1,738.0 |
1,717.3 |
| S2 |
1,673.5 |
1,673.5 |
1,733.1 |
|
| S3 |
1,620.7 |
1,655.4 |
1,728.3 |
|
| S4 |
1,567.9 |
1,602.6 |
1,713.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,744.5 |
1,694.0 |
50.5 |
2.9% |
20.0 |
1.2% |
86% |
False |
False |
1,953 |
| 10 |
1,744.5 |
1,651.9 |
92.6 |
5.3% |
19.8 |
1.1% |
92% |
False |
False |
1,425 |
| 20 |
1,744.5 |
1,598.0 |
146.5 |
8.4% |
17.2 |
1.0% |
95% |
False |
False |
1,315 |
| 40 |
1,744.5 |
1,569.9 |
174.6 |
10.1% |
15.6 |
0.9% |
96% |
False |
False |
1,184 |
| 60 |
1,744.5 |
1,556.3 |
188.2 |
10.8% |
17.1 |
1.0% |
96% |
False |
False |
1,020 |
| 80 |
1,744.5 |
1,540.0 |
204.5 |
11.8% |
18.5 |
1.1% |
96% |
False |
False |
1,028 |
| 100 |
1,744.5 |
1,538.1 |
206.4 |
11.9% |
17.2 |
1.0% |
96% |
False |
False |
1,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,790.6 |
|
2.618 |
1,771.9 |
|
1.618 |
1,760.5 |
|
1.000 |
1,753.5 |
|
0.618 |
1,749.1 |
|
HIGH |
1,742.1 |
|
0.618 |
1,737.7 |
|
0.500 |
1,736.4 |
|
0.382 |
1,735.1 |
|
LOW |
1,730.7 |
|
0.618 |
1,723.7 |
|
1.000 |
1,719.3 |
|
1.618 |
1,712.3 |
|
2.618 |
1,700.9 |
|
4.250 |
1,682.3 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,736.9 |
1,731.2 |
| PP |
1,736.7 |
1,725.2 |
| S1 |
1,736.4 |
1,719.3 |
|