| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
13,559.92 |
13,458.63 |
-101.29 |
-0.7% |
13,588.57 |
| High |
13,620.21 |
13,480.37 |
-139.84 |
-1.0% |
13,647.10 |
| Low |
13,457.25 |
13,406.91 |
-50.34 |
-0.4% |
13,503.00 |
| Close |
13,457.55 |
13,413.51 |
-44.04 |
-0.3% |
13,579.47 |
| Range |
162.96 |
73.46 |
-89.50 |
-54.9% |
144.10 |
| ATR |
107.08 |
104.68 |
-2.40 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,653.98 |
13,607.20 |
13,453.91 |
|
| R3 |
13,580.52 |
13,533.74 |
13,433.71 |
|
| R2 |
13,507.06 |
13,507.06 |
13,426.98 |
|
| R1 |
13,460.28 |
13,460.28 |
13,420.24 |
13,446.94 |
| PP |
13,433.60 |
13,433.60 |
13,433.60 |
13,426.93 |
| S1 |
13,386.82 |
13,386.82 |
13,406.78 |
13,373.48 |
| S2 |
13,360.14 |
13,360.14 |
13,400.04 |
|
| S3 |
13,286.68 |
13,313.36 |
13,393.31 |
|
| S4 |
13,213.22 |
13,239.90 |
13,373.11 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,008.82 |
13,938.25 |
13,658.73 |
|
| R3 |
13,864.72 |
13,794.15 |
13,619.10 |
|
| R2 |
13,720.62 |
13,720.62 |
13,605.89 |
|
| R1 |
13,650.05 |
13,650.05 |
13,592.68 |
13,613.29 |
| PP |
13,576.52 |
13,576.52 |
13,576.52 |
13,558.14 |
| S1 |
13,505.95 |
13,505.95 |
13,566.26 |
13,469.19 |
| S2 |
13,432.42 |
13,432.42 |
13,553.05 |
|
| S3 |
13,288.32 |
13,361.85 |
13,539.84 |
|
| S4 |
13,144.22 |
13,217.75 |
13,500.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,647.10 |
13,406.91 |
240.19 |
1.8% |
97.65 |
0.7% |
3% |
False |
True |
|
| 10 |
13,653.24 |
13,325.11 |
328.13 |
2.4% |
105.63 |
0.8% |
27% |
False |
False |
|
| 20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
105.85 |
0.8% |
65% |
False |
False |
|
| 40 |
13,653.24 |
12,778.90 |
874.34 |
6.5% |
105.09 |
0.8% |
73% |
False |
False |
|
| 60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.7% |
120.83 |
0.9% |
79% |
False |
False |
|
| 80 |
13,653.24 |
12,072.17 |
1,581.07 |
11.8% |
131.78 |
1.0% |
85% |
False |
False |
|
| 100 |
13,653.24 |
12,035.09 |
1,618.15 |
12.1% |
135.98 |
1.0% |
85% |
False |
False |
|
| 120 |
13,653.24 |
12,035.09 |
1,618.15 |
12.1% |
136.62 |
1.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,792.58 |
|
2.618 |
13,672.69 |
|
1.618 |
13,599.23 |
|
1.000 |
13,553.83 |
|
0.618 |
13,525.77 |
|
HIGH |
13,480.37 |
|
0.618 |
13,452.31 |
|
0.500 |
13,443.64 |
|
0.382 |
13,434.97 |
|
LOW |
13,406.91 |
|
0.618 |
13,361.51 |
|
1.000 |
13,333.45 |
|
1.618 |
13,288.05 |
|
2.618 |
13,214.59 |
|
4.250 |
13,094.71 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,443.64 |
13,513.56 |
| PP |
13,433.60 |
13,480.21 |
| S1 |
13,423.55 |
13,446.86 |
|