| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,563.0 |
2,560.0 |
-3.0 |
-0.1% |
2,516.0 |
| High |
2,570.0 |
2,560.0 |
-10.0 |
-0.4% |
2,586.0 |
| Low |
2,557.0 |
2,523.0 |
-34.0 |
-1.3% |
2,488.0 |
| Close |
2,562.0 |
2,543.0 |
-19.0 |
-0.7% |
2,569.0 |
| Range |
13.0 |
37.0 |
24.0 |
184.6% |
98.0 |
| ATR |
39.4 |
39.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
7,712 |
33,859 |
26,147 |
339.0% |
25,025 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.0 |
2,635.0 |
2,563.4 |
|
| R3 |
2,616.0 |
2,598.0 |
2,553.2 |
|
| R2 |
2,579.0 |
2,579.0 |
2,549.8 |
|
| R1 |
2,561.0 |
2,561.0 |
2,546.4 |
2,551.5 |
| PP |
2,542.0 |
2,542.0 |
2,542.0 |
2,537.3 |
| S1 |
2,524.0 |
2,524.0 |
2,539.6 |
2,514.5 |
| S2 |
2,505.0 |
2,505.0 |
2,536.2 |
|
| S3 |
2,468.0 |
2,487.0 |
2,532.8 |
|
| S4 |
2,431.0 |
2,450.0 |
2,522.7 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.7 |
2,803.3 |
2,622.9 |
|
| R3 |
2,743.7 |
2,705.3 |
2,596.0 |
|
| R2 |
2,645.7 |
2,645.7 |
2,587.0 |
|
| R1 |
2,607.3 |
2,607.3 |
2,578.0 |
2,626.5 |
| PP |
2,547.7 |
2,547.7 |
2,547.7 |
2,557.3 |
| S1 |
2,509.3 |
2,509.3 |
2,560.0 |
2,528.5 |
| S2 |
2,449.7 |
2,449.7 |
2,551.0 |
|
| S3 |
2,351.7 |
2,411.3 |
2,542.1 |
|
| S4 |
2,253.7 |
2,313.3 |
2,515.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,586.0 |
2,513.0 |
73.0 |
2.9% |
33.0 |
1.3% |
41% |
False |
False |
12,000 |
| 10 |
2,586.0 |
2,399.0 |
187.0 |
7.4% |
39.8 |
1.6% |
77% |
False |
False |
8,359 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
35.7 |
1.4% |
79% |
False |
False |
4,298 |
| 40 |
2,586.0 |
2,125.0 |
461.0 |
18.1% |
35.0 |
1.4% |
91% |
False |
False |
2,218 |
| 60 |
2,586.0 |
2,113.0 |
473.0 |
18.6% |
31.9 |
1.3% |
91% |
False |
False |
1,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,717.3 |
|
2.618 |
2,656.9 |
|
1.618 |
2,619.9 |
|
1.000 |
2,597.0 |
|
0.618 |
2,582.9 |
|
HIGH |
2,560.0 |
|
0.618 |
2,545.9 |
|
0.500 |
2,541.5 |
|
0.382 |
2,537.1 |
|
LOW |
2,523.0 |
|
0.618 |
2,500.1 |
|
1.000 |
2,486.0 |
|
1.618 |
2,463.1 |
|
2.618 |
2,426.1 |
|
4.250 |
2,365.8 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,542.5 |
2,554.5 |
| PP |
2,542.0 |
2,550.7 |
| S1 |
2,541.5 |
2,546.8 |
|