| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,548.0 |
2,535.0 |
-13.0 |
-0.5% |
2,516.0 |
| High |
2,555.0 |
2,536.0 |
-19.0 |
-0.7% |
2,586.0 |
| Low |
2,527.0 |
2,518.0 |
-9.0 |
-0.4% |
2,488.0 |
| Close |
2,548.0 |
2,530.0 |
-18.0 |
-0.7% |
2,569.0 |
| Range |
28.0 |
18.0 |
-10.0 |
-35.7% |
98.0 |
| ATR |
38.6 |
38.0 |
-0.6 |
-1.6% |
0.0 |
| Volume |
25,650 |
9,455 |
-16,195 |
-63.1% |
25,025 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,582.0 |
2,574.0 |
2,539.9 |
|
| R3 |
2,564.0 |
2,556.0 |
2,535.0 |
|
| R2 |
2,546.0 |
2,546.0 |
2,533.3 |
|
| R1 |
2,538.0 |
2,538.0 |
2,531.7 |
2,533.0 |
| PP |
2,528.0 |
2,528.0 |
2,528.0 |
2,525.5 |
| S1 |
2,520.0 |
2,520.0 |
2,528.4 |
2,515.0 |
| S2 |
2,510.0 |
2,510.0 |
2,526.7 |
|
| S3 |
2,492.0 |
2,502.0 |
2,525.1 |
|
| S4 |
2,474.0 |
2,484.0 |
2,520.1 |
|
|
| 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 |
2,518.0 |
68.0 |
2.7% |
24.0 |
0.9% |
18% |
False |
True |
16,741 |
| 10 |
2,586.0 |
2,488.0 |
98.0 |
3.9% |
32.0 |
1.3% |
43% |
False |
False |
10,970 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
33.7 |
1.3% |
73% |
False |
False |
6,037 |
| 40 |
2,586.0 |
2,214.0 |
372.0 |
14.7% |
33.1 |
1.3% |
85% |
False |
False |
3,040 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.5% |
31.9 |
1.3% |
88% |
False |
False |
2,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,612.5 |
|
2.618 |
2,583.1 |
|
1.618 |
2,565.1 |
|
1.000 |
2,554.0 |
|
0.618 |
2,547.1 |
|
HIGH |
2,536.0 |
|
0.618 |
2,529.1 |
|
0.500 |
2,527.0 |
|
0.382 |
2,524.9 |
|
LOW |
2,518.0 |
|
0.618 |
2,506.9 |
|
1.000 |
2,500.0 |
|
1.618 |
2,488.9 |
|
2.618 |
2,470.9 |
|
4.250 |
2,441.5 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.0 |
2,539.0 |
| PP |
2,528.0 |
2,536.0 |
| S1 |
2,527.0 |
2,533.0 |
|