| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,767.1 |
1,776.6 |
9.5 |
0.5% |
1,742.1 |
| High |
1,777.7 |
1,784.0 |
6.3 |
0.4% |
1,782.2 |
| Low |
1,756.0 |
1,771.0 |
15.0 |
0.9% |
1,718.0 |
| Close |
1,773.5 |
1,774.0 |
0.5 |
0.0% |
1,775.1 |
| Range |
21.7 |
13.0 |
-8.7 |
-40.1% |
64.2 |
| ATR |
20.7 |
20.2 |
-0.6 |
-2.7% |
0.0 |
| Volume |
710 |
1,390 |
680 |
95.8% |
17,213 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,815.3 |
1,807.7 |
1,781.2 |
|
| R3 |
1,802.3 |
1,794.7 |
1,777.6 |
|
| R2 |
1,789.3 |
1,789.3 |
1,776.4 |
|
| R1 |
1,781.7 |
1,781.7 |
1,775.2 |
1,779.0 |
| PP |
1,776.3 |
1,776.3 |
1,776.3 |
1,775.0 |
| S1 |
1,768.7 |
1,768.7 |
1,772.8 |
1,766.0 |
| S2 |
1,763.3 |
1,763.3 |
1,771.6 |
|
| S3 |
1,750.3 |
1,755.7 |
1,770.4 |
|
| S4 |
1,737.3 |
1,742.7 |
1,766.9 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.0 |
1,927.3 |
1,810.4 |
|
| R3 |
1,886.8 |
1,863.1 |
1,792.8 |
|
| R2 |
1,822.6 |
1,822.6 |
1,786.9 |
|
| R1 |
1,798.9 |
1,798.9 |
1,781.0 |
1,810.8 |
| PP |
1,758.4 |
1,758.4 |
1,758.4 |
1,764.4 |
| S1 |
1,734.7 |
1,734.7 |
1,769.2 |
1,746.6 |
| S2 |
1,694.2 |
1,694.2 |
1,763.3 |
|
| S3 |
1,630.0 |
1,670.5 |
1,757.4 |
|
| S4 |
1,565.8 |
1,606.3 |
1,739.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,784.0 |
1,718.0 |
66.0 |
3.7% |
24.7 |
1.4% |
85% |
True |
False |
3,163 |
| 10 |
1,784.0 |
1,694.0 |
90.0 |
5.1% |
23.8 |
1.3% |
89% |
True |
False |
2,667 |
| 20 |
1,784.0 |
1,639.7 |
144.3 |
8.1% |
20.1 |
1.1% |
93% |
True |
False |
1,982 |
| 40 |
1,784.0 |
1,588.7 |
195.3 |
11.0% |
17.6 |
1.0% |
95% |
True |
False |
1,513 |
| 60 |
1,784.0 |
1,556.3 |
227.7 |
12.8% |
17.4 |
1.0% |
96% |
True |
False |
1,308 |
| 80 |
1,784.0 |
1,540.0 |
244.0 |
13.8% |
18.7 |
1.1% |
96% |
True |
False |
1,176 |
| 100 |
1,784.0 |
1,538.1 |
245.9 |
13.9% |
18.1 |
1.0% |
96% |
True |
False |
1,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,839.3 |
|
2.618 |
1,818.0 |
|
1.618 |
1,805.0 |
|
1.000 |
1,797.0 |
|
0.618 |
1,792.0 |
|
HIGH |
1,784.0 |
|
0.618 |
1,779.0 |
|
0.500 |
1,777.5 |
|
0.382 |
1,776.0 |
|
LOW |
1,771.0 |
|
0.618 |
1,763.0 |
|
1.000 |
1,758.0 |
|
1.618 |
1,750.0 |
|
2.618 |
1,737.0 |
|
4.250 |
1,715.8 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,777.5 |
1,772.7 |
| PP |
1,776.3 |
1,771.3 |
| S1 |
1,775.2 |
1,770.0 |
|