| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
13,232 |
13,294 |
62 |
0.5% |
13,062 |
| High |
13,349 |
13,376 |
27 |
0.2% |
13,324 |
| Low |
13,195 |
13,284 |
89 |
0.7% |
12,965 |
| Close |
13,293 |
13,361 |
68 |
0.5% |
13,296 |
| Range |
154 |
92 |
-62 |
-40.3% |
359 |
| ATR |
130 |
128 |
-3 |
-2.1% |
0 |
| Volume |
90,819 |
106,387 |
15,568 |
17.1% |
480,060 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,616 |
13,581 |
13,412 |
|
| R3 |
13,524 |
13,489 |
13,386 |
|
| R2 |
13,432 |
13,432 |
13,378 |
|
| R1 |
13,397 |
13,397 |
13,370 |
13,415 |
| PP |
13,340 |
13,340 |
13,340 |
13,349 |
| S1 |
13,305 |
13,305 |
13,353 |
13,323 |
| S2 |
13,248 |
13,248 |
13,344 |
|
| S3 |
13,156 |
13,213 |
13,336 |
|
| S4 |
13,064 |
13,121 |
13,311 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,272 |
14,143 |
13,494 |
|
| R3 |
13,913 |
13,784 |
13,395 |
|
| R2 |
13,554 |
13,554 |
13,362 |
|
| R1 |
13,425 |
13,425 |
13,329 |
13,490 |
| PP |
13,195 |
13,195 |
13,195 |
13,227 |
| S1 |
13,066 |
13,066 |
13,263 |
13,131 |
| S2 |
12,836 |
12,836 |
13,230 |
|
| S3 |
12,477 |
12,707 |
13,197 |
|
| S4 |
12,118 |
12,348 |
13,099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,376 |
13,044 |
332 |
2.5% |
128 |
1.0% |
95% |
True |
False |
102,185 |
| 10 |
13,376 |
12,965 |
411 |
3.1% |
126 |
0.9% |
96% |
True |
False |
109,452 |
| 20 |
13,376 |
12,965 |
411 |
3.1% |
116 |
0.9% |
96% |
True |
False |
101,127 |
| 40 |
13,376 |
12,462 |
914 |
6.8% |
140 |
1.0% |
98% |
True |
False |
106,502 |
| 60 |
13,376 |
12,376 |
1,000 |
7.5% |
150 |
1.1% |
99% |
True |
False |
109,974 |
| 80 |
13,376 |
11,884 |
1,492 |
11.2% |
159 |
1.2% |
99% |
True |
False |
95,954 |
| 100 |
13,376 |
11,884 |
1,492 |
11.2% |
148 |
1.1% |
99% |
True |
False |
76,780 |
| 120 |
13,376 |
11,884 |
1,492 |
11.2% |
138 |
1.0% |
99% |
True |
False |
63,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,767 |
|
2.618 |
13,617 |
|
1.618 |
13,525 |
|
1.000 |
13,468 |
|
0.618 |
13,433 |
|
HIGH |
13,376 |
|
0.618 |
13,341 |
|
0.500 |
13,330 |
|
0.382 |
13,319 |
|
LOW |
13,284 |
|
0.618 |
13,227 |
|
1.000 |
13,192 |
|
1.618 |
13,135 |
|
2.618 |
13,043 |
|
4.250 |
12,893 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,351 |
13,336 |
| PP |
13,340 |
13,311 |
| S1 |
13,330 |
13,286 |
|