| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,730.7 |
1,737.2 |
6.5 |
0.4% |
1,696.2 |
| High |
1,742.1 |
1,750.9 |
8.8 |
0.5% |
1,744.5 |
| Low |
1,730.7 |
1,731.0 |
0.3 |
0.0% |
1,691.7 |
| Close |
1,737.2 |
1,736.0 |
-1.2 |
-0.1% |
1,742.8 |
| Range |
11.4 |
19.9 |
8.5 |
74.6% |
52.8 |
| ATR |
18.6 |
18.6 |
0.1 |
0.5% |
0.0 |
| Volume |
2,452 |
3,345 |
893 |
36.4% |
6,675 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,799.0 |
1,787.4 |
1,746.9 |
|
| R3 |
1,779.1 |
1,767.5 |
1,741.5 |
|
| R2 |
1,759.2 |
1,759.2 |
1,739.6 |
|
| R1 |
1,747.6 |
1,747.6 |
1,737.8 |
1,743.5 |
| PP |
1,739.3 |
1,739.3 |
1,739.3 |
1,737.2 |
| S1 |
1,727.7 |
1,727.7 |
1,734.2 |
1,723.6 |
| S2 |
1,719.4 |
1,719.4 |
1,732.4 |
|
| S3 |
1,699.5 |
1,707.8 |
1,730.5 |
|
| S4 |
1,679.6 |
1,687.9 |
1,725.1 |
|
|
| 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 |
1,750.9 |
1,694.0 |
56.9 |
3.3% |
22.9 |
1.3% |
74% |
True |
False |
2,172 |
| 10 |
1,750.9 |
1,651.9 |
99.0 |
5.7% |
20.4 |
1.2% |
85% |
True |
False |
1,682 |
| 20 |
1,750.9 |
1,599.0 |
151.9 |
8.8% |
17.1 |
1.0% |
90% |
True |
False |
1,401 |
| 40 |
1,750.9 |
1,569.9 |
181.0 |
10.4% |
15.7 |
0.9% |
92% |
True |
False |
1,261 |
| 60 |
1,750.9 |
1,556.3 |
194.6 |
11.2% |
17.2 |
1.0% |
92% |
True |
False |
1,070 |
| 80 |
1,750.9 |
1,540.0 |
210.9 |
12.1% |
18.4 |
1.1% |
93% |
True |
False |
1,043 |
| 100 |
1,750.9 |
1,538.1 |
212.8 |
12.3% |
17.4 |
1.0% |
93% |
True |
False |
1,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,835.5 |
|
2.618 |
1,803.0 |
|
1.618 |
1,783.1 |
|
1.000 |
1,770.8 |
|
0.618 |
1,763.2 |
|
HIGH |
1,750.9 |
|
0.618 |
1,743.3 |
|
0.500 |
1,741.0 |
|
0.382 |
1,738.6 |
|
LOW |
1,731.0 |
|
0.618 |
1,718.7 |
|
1.000 |
1,711.1 |
|
1.618 |
1,698.8 |
|
2.618 |
1,678.9 |
|
4.250 |
1,646.4 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,741.0 |
1,740.5 |
| PP |
1,739.3 |
1,739.0 |
| S1 |
1,737.7 |
1,737.5 |
|