| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,535.0 |
2,549.0 |
14.0 |
0.6% |
2,563.0 |
| High |
2,536.0 |
2,560.0 |
24.0 |
0.9% |
2,570.0 |
| Low |
2,518.0 |
2,535.0 |
17.0 |
0.7% |
2,518.0 |
| Close |
2,530.0 |
2,554.0 |
24.0 |
0.9% |
2,554.0 |
| Range |
18.0 |
25.0 |
7.0 |
38.9% |
52.0 |
| ATR |
38.0 |
37.4 |
-0.6 |
-1.5% |
0.0 |
| Volume |
9,455 |
8,094 |
-1,361 |
-14.4% |
84,770 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,624.7 |
2,614.3 |
2,567.8 |
|
| R3 |
2,599.7 |
2,589.3 |
2,560.9 |
|
| R2 |
2,574.7 |
2,574.7 |
2,558.6 |
|
| R1 |
2,564.3 |
2,564.3 |
2,556.3 |
2,569.5 |
| PP |
2,549.7 |
2,549.7 |
2,549.7 |
2,552.3 |
| S1 |
2,539.3 |
2,539.3 |
2,551.7 |
2,544.5 |
| S2 |
2,524.7 |
2,524.7 |
2,549.4 |
|
| S3 |
2,499.7 |
2,514.3 |
2,547.1 |
|
| S4 |
2,474.7 |
2,489.3 |
2,540.3 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.3 |
2,680.7 |
2,582.6 |
|
| R3 |
2,651.3 |
2,628.7 |
2,568.3 |
|
| R2 |
2,599.3 |
2,599.3 |
2,563.5 |
|
| R1 |
2,576.7 |
2,576.7 |
2,558.8 |
2,562.0 |
| PP |
2,547.3 |
2,547.3 |
2,547.3 |
2,540.0 |
| S1 |
2,524.7 |
2,524.7 |
2,549.2 |
2,510.0 |
| S2 |
2,495.3 |
2,495.3 |
2,544.5 |
|
| S3 |
2,443.3 |
2,472.7 |
2,539.7 |
|
| S4 |
2,391.3 |
2,420.7 |
2,525.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.0 |
2,518.0 |
52.0 |
2.0% |
24.2 |
0.9% |
69% |
False |
False |
16,954 |
| 10 |
2,586.0 |
2,488.0 |
98.0 |
3.8% |
31.4 |
1.2% |
67% |
False |
False |
10,979 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
33.4 |
1.3% |
85% |
False |
False |
6,421 |
| 40 |
2,586.0 |
2,233.0 |
353.0 |
13.8% |
31.6 |
1.2% |
91% |
False |
False |
3,242 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.4% |
31.3 |
1.2% |
93% |
False |
False |
2,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,666.3 |
|
2.618 |
2,625.5 |
|
1.618 |
2,600.5 |
|
1.000 |
2,585.0 |
|
0.618 |
2,575.5 |
|
HIGH |
2,560.0 |
|
0.618 |
2,550.5 |
|
0.500 |
2,547.5 |
|
0.382 |
2,544.6 |
|
LOW |
2,535.0 |
|
0.618 |
2,519.6 |
|
1.000 |
2,510.0 |
|
1.618 |
2,494.6 |
|
2.618 |
2,469.6 |
|
4.250 |
2,428.8 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.8 |
2,549.0 |
| PP |
2,549.7 |
2,544.0 |
| S1 |
2,547.5 |
2,539.0 |
|