| 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 |
2,560.0 |
2,548.0 |
-12.0 |
-0.5% |
2,516.0 |
| High |
2,560.0 |
2,555.0 |
-5.0 |
-0.2% |
2,586.0 |
| Low |
2,523.0 |
2,527.0 |
4.0 |
0.2% |
2,488.0 |
| Close |
2,543.0 |
2,548.0 |
5.0 |
0.2% |
2,569.0 |
| Range |
37.0 |
28.0 |
-9.0 |
-24.3% |
98.0 |
| ATR |
39.4 |
38.6 |
-0.8 |
-2.1% |
0.0 |
| Volume |
33,859 |
25,650 |
-8,209 |
-24.2% |
25,025 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.3 |
2,615.7 |
2,563.4 |
|
| R3 |
2,599.3 |
2,587.7 |
2,555.7 |
|
| R2 |
2,571.3 |
2,571.3 |
2,553.1 |
|
| R1 |
2,559.7 |
2,559.7 |
2,550.6 |
2,562.0 |
| PP |
2,543.3 |
2,543.3 |
2,543.3 |
2,544.5 |
| S1 |
2,531.7 |
2,531.7 |
2,545.4 |
2,534.0 |
| S2 |
2,515.3 |
2,515.3 |
2,542.9 |
|
| S3 |
2,487.3 |
2,503.7 |
2,540.3 |
|
| S4 |
2,459.3 |
2,475.7 |
2,532.6 |
|
|
| 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% |
31.0 |
1.2% |
48% |
False |
False |
15,920 |
| 10 |
2,586.0 |
2,422.0 |
164.0 |
6.4% |
38.9 |
1.5% |
77% |
False |
False |
10,611 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
35.8 |
1.4% |
82% |
False |
False |
5,578 |
| 40 |
2,586.0 |
2,128.0 |
458.0 |
18.0% |
35.0 |
1.4% |
92% |
False |
False |
2,844 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.4% |
31.9 |
1.3% |
92% |
False |
False |
1,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,674.0 |
|
2.618 |
2,628.3 |
|
1.618 |
2,600.3 |
|
1.000 |
2,583.0 |
|
0.618 |
2,572.3 |
|
HIGH |
2,555.0 |
|
0.618 |
2,544.3 |
|
0.500 |
2,541.0 |
|
0.382 |
2,537.7 |
|
LOW |
2,527.0 |
|
0.618 |
2,509.7 |
|
1.000 |
2,499.0 |
|
1.618 |
2,481.7 |
|
2.618 |
2,453.7 |
|
4.250 |
2,408.0 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.7 |
2,547.5 |
| PP |
2,543.3 |
2,547.0 |
| S1 |
2,541.0 |
2,546.5 |
|