| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,595.0 |
2,581.0 |
-14.0 |
-0.5% |
2,535.0 |
| High |
2,607.0 |
2,590.0 |
-17.0 |
-0.7% |
2,607.0 |
| Low |
2,580.0 |
2,576.0 |
-4.0 |
-0.2% |
2,509.0 |
| Close |
2,590.0 |
2,582.0 |
-8.0 |
-0.3% |
2,590.0 |
| Range |
27.0 |
14.0 |
-13.0 |
-48.1% |
98.0 |
| ATR |
47.5 |
45.1 |
-2.4 |
-5.0% |
0.0 |
| Volume |
1,312,629 |
2,200,936 |
888,307 |
67.7% |
6,548,052 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,624.7 |
2,617.3 |
2,589.7 |
|
| R3 |
2,610.7 |
2,603.3 |
2,585.9 |
|
| R2 |
2,596.7 |
2,596.7 |
2,584.6 |
|
| R1 |
2,589.3 |
2,589.3 |
2,583.3 |
2,593.0 |
| PP |
2,582.7 |
2,582.7 |
2,582.7 |
2,584.5 |
| S1 |
2,575.3 |
2,575.3 |
2,580.7 |
2,579.0 |
| S2 |
2,568.7 |
2,568.7 |
2,579.4 |
|
| S3 |
2,554.7 |
2,561.3 |
2,578.2 |
|
| S4 |
2,540.7 |
2,547.3 |
2,574.3 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.7 |
2,824.3 |
2,643.9 |
|
| R3 |
2,764.7 |
2,726.3 |
2,617.0 |
|
| R2 |
2,666.7 |
2,666.7 |
2,608.0 |
|
| R1 |
2,628.3 |
2,628.3 |
2,599.0 |
2,647.5 |
| PP |
2,568.7 |
2,568.7 |
2,568.7 |
2,578.3 |
| S1 |
2,530.3 |
2,530.3 |
2,581.0 |
2,549.5 |
| S2 |
2,470.7 |
2,470.7 |
2,572.0 |
|
| S3 |
2,372.7 |
2,432.3 |
2,563.1 |
|
| S4 |
2,274.7 |
2,334.3 |
2,536.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,607.0 |
2,509.0 |
98.0 |
3.8% |
38.2 |
1.5% |
74% |
False |
False |
1,536,367 |
| 10 |
2,607.0 |
2,418.0 |
189.0 |
7.3% |
42.7 |
1.7% |
87% |
False |
False |
1,369,327 |
| 20 |
2,607.0 |
2,396.0 |
211.0 |
8.2% |
40.7 |
1.6% |
88% |
False |
False |
1,076,762 |
| 40 |
2,607.0 |
2,130.0 |
477.0 |
18.5% |
47.3 |
1.8% |
95% |
False |
False |
1,098,139 |
| 60 |
2,607.0 |
2,113.0 |
494.0 |
19.1% |
45.8 |
1.8% |
95% |
False |
False |
1,097,744 |
| 80 |
2,607.0 |
2,026.0 |
581.0 |
22.5% |
46.7 |
1.8% |
96% |
False |
False |
993,121 |
| 100 |
2,607.0 |
2,026.0 |
581.0 |
22.5% |
48.2 |
1.9% |
96% |
False |
False |
795,685 |
| 120 |
2,607.0 |
2,026.0 |
581.0 |
22.5% |
48.9 |
1.9% |
96% |
False |
False |
663,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,649.5 |
|
2.618 |
2,626.7 |
|
1.618 |
2,612.7 |
|
1.000 |
2,604.0 |
|
0.618 |
2,598.7 |
|
HIGH |
2,590.0 |
|
0.618 |
2,584.7 |
|
0.500 |
2,583.0 |
|
0.382 |
2,581.3 |
|
LOW |
2,576.0 |
|
0.618 |
2,567.3 |
|
1.000 |
2,562.0 |
|
1.618 |
2,553.3 |
|
2.618 |
2,539.3 |
|
4.250 |
2,516.5 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,583.0 |
2,577.8 |
| PP |
2,582.7 |
2,573.7 |
| S1 |
2,582.3 |
2,569.5 |
|