| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
8,865 |
8,805 |
-60 |
-0.7% |
8,895 |
| High |
8,880 |
8,845 |
-35 |
-0.4% |
8,940 |
| Low |
8,815 |
8,775 |
-40 |
-0.5% |
8,640 |
| Close |
8,815 |
8,810 |
-5 |
-0.1% |
8,875 |
| Range |
65 |
70 |
5 |
7.7% |
300 |
| ATR |
139 |
134 |
-5 |
-3.6% |
0 |
| Volume |
10,217 |
19,998 |
9,781 |
95.7% |
33,305 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,020 |
8,985 |
8,849 |
|
| R3 |
8,950 |
8,915 |
8,829 |
|
| R2 |
8,880 |
8,880 |
8,823 |
|
| R1 |
8,845 |
8,845 |
8,817 |
8,863 |
| PP |
8,810 |
8,810 |
8,810 |
8,819 |
| S1 |
8,775 |
8,775 |
8,804 |
8,793 |
| S2 |
8,740 |
8,740 |
8,797 |
|
| S3 |
8,670 |
8,705 |
8,791 |
|
| S4 |
8,600 |
8,635 |
8,772 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,718 |
9,597 |
9,040 |
|
| R3 |
9,418 |
9,297 |
8,958 |
|
| R2 |
9,118 |
9,118 |
8,930 |
|
| R1 |
8,997 |
8,997 |
8,903 |
8,908 |
| PP |
8,818 |
8,818 |
8,818 |
8,774 |
| S1 |
8,697 |
8,697 |
8,848 |
8,608 |
| S2 |
8,518 |
8,518 |
8,820 |
|
| S3 |
8,218 |
8,397 |
8,793 |
|
| S4 |
7,918 |
8,097 |
8,710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,940 |
8,640 |
300 |
3.4% |
126 |
1.4% |
57% |
False |
False |
11,066 |
| 10 |
9,135 |
8,640 |
495 |
5.6% |
131 |
1.5% |
34% |
False |
False |
7,875 |
| 20 |
9,285 |
8,640 |
645 |
7.3% |
133 |
1.5% |
26% |
False |
False |
5,631 |
| 40 |
9,285 |
8,330 |
955 |
10.8% |
140 |
1.6% |
50% |
False |
False |
4,866 |
| 60 |
9,285 |
8,330 |
955 |
10.8% |
142 |
1.6% |
50% |
False |
False |
4,671 |
| 80 |
9,285 |
8,200 |
1,085 |
12.3% |
137 |
1.6% |
56% |
False |
False |
4,396 |
| 100 |
9,635 |
8,200 |
1,435 |
16.3% |
112 |
1.3% |
43% |
False |
False |
3,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,143 |
|
2.618 |
9,028 |
|
1.618 |
8,958 |
|
1.000 |
8,915 |
|
0.618 |
8,888 |
|
HIGH |
8,845 |
|
0.618 |
8,818 |
|
0.500 |
8,810 |
|
0.382 |
8,802 |
|
LOW |
8,775 |
|
0.618 |
8,732 |
|
1.000 |
8,705 |
|
1.618 |
8,662 |
|
2.618 |
8,592 |
|
4.250 |
8,478 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,810 |
8,858 |
| PP |
8,810 |
8,842 |
| S1 |
8,810 |
8,826 |
|