| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,737.2 |
1,736.8 |
-0.4 |
0.0% |
1,696.2 |
| High |
1,750.9 |
1,776.0 |
25.1 |
1.4% |
1,744.5 |
| Low |
1,731.0 |
1,718.0 |
-13.0 |
-0.8% |
1,691.7 |
| Close |
1,736.0 |
1,774.4 |
38.4 |
2.2% |
1,742.8 |
| Range |
19.9 |
58.0 |
38.1 |
191.5% |
52.8 |
| ATR |
18.6 |
21.5 |
2.8 |
15.1% |
0.0 |
| Volume |
3,345 |
4,615 |
1,270 |
38.0% |
6,675 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,930.1 |
1,910.3 |
1,806.3 |
|
| R3 |
1,872.1 |
1,852.3 |
1,790.4 |
|
| R2 |
1,814.1 |
1,814.1 |
1,785.0 |
|
| R1 |
1,794.3 |
1,794.3 |
1,779.7 |
1,804.2 |
| PP |
1,756.1 |
1,756.1 |
1,756.1 |
1,761.1 |
| S1 |
1,736.3 |
1,736.3 |
1,769.1 |
1,746.2 |
| S2 |
1,698.1 |
1,698.1 |
1,763.8 |
|
| S3 |
1,640.1 |
1,678.3 |
1,758.5 |
|
| S4 |
1,582.1 |
1,620.3 |
1,742.5 |
|
|
| 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 |
1,776.0 |
1,694.0 |
82.0 |
4.6% |
30.9 |
1.7% |
98% |
True |
False |
2,835 |
| 10 |
1,776.0 |
1,651.9 |
124.1 |
7.0% |
24.6 |
1.4% |
99% |
True |
False |
2,027 |
| 20 |
1,776.0 |
1,607.7 |
168.3 |
9.5% |
19.5 |
1.1% |
99% |
True |
False |
1,610 |
| 40 |
1,776.0 |
1,569.9 |
206.1 |
11.6% |
16.9 |
1.0% |
99% |
True |
False |
1,361 |
| 60 |
1,776.0 |
1,556.3 |
219.7 |
12.4% |
18.0 |
1.0% |
99% |
True |
False |
1,139 |
| 80 |
1,776.0 |
1,540.0 |
236.0 |
13.3% |
19.0 |
1.1% |
99% |
True |
False |
1,078 |
| 100 |
1,776.0 |
1,538.1 |
237.9 |
13.4% |
17.8 |
1.0% |
99% |
True |
False |
1,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,022.5 |
|
2.618 |
1,927.8 |
|
1.618 |
1,869.8 |
|
1.000 |
1,834.0 |
|
0.618 |
1,811.8 |
|
HIGH |
1,776.0 |
|
0.618 |
1,753.8 |
|
0.500 |
1,747.0 |
|
0.382 |
1,740.2 |
|
LOW |
1,718.0 |
|
0.618 |
1,682.2 |
|
1.000 |
1,660.0 |
|
1.618 |
1,624.2 |
|
2.618 |
1,566.2 |
|
4.250 |
1,471.5 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,765.3 |
1,765.3 |
| PP |
1,756.1 |
1,756.1 |
| S1 |
1,747.0 |
1,747.0 |
|