| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
13,294 |
13,352 |
58 |
0.4% |
13,062 |
| High |
13,376 |
13,575 |
199 |
1.5% |
13,324 |
| Low |
13,284 |
13,324 |
40 |
0.3% |
12,965 |
| Close |
13,361 |
13,520 |
159 |
1.2% |
13,296 |
| Range |
92 |
251 |
159 |
172.8% |
359 |
| ATR |
128 |
136 |
9 |
6.9% |
0 |
| Volume |
106,387 |
144,285 |
37,898 |
35.6% |
480,060 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,226 |
14,124 |
13,658 |
|
| R3 |
13,975 |
13,873 |
13,589 |
|
| R2 |
13,724 |
13,724 |
13,566 |
|
| R1 |
13,622 |
13,622 |
13,543 |
13,673 |
| PP |
13,473 |
13,473 |
13,473 |
13,499 |
| S1 |
13,371 |
13,371 |
13,497 |
13,422 |
| S2 |
13,222 |
13,222 |
13,474 |
|
| S3 |
12,971 |
13,120 |
13,451 |
|
| S4 |
12,720 |
12,869 |
13,382 |
|
|
| 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 |
13,575 |
13,195 |
380 |
2.8% |
129 |
1.0% |
86% |
True |
False |
103,123 |
| 10 |
13,575 |
12,965 |
610 |
4.5% |
145 |
1.1% |
91% |
True |
False |
115,619 |
| 20 |
13,575 |
12,965 |
610 |
4.5% |
125 |
0.9% |
91% |
True |
False |
104,326 |
| 40 |
13,575 |
12,462 |
1,113 |
8.2% |
141 |
1.0% |
95% |
True |
False |
107,433 |
| 60 |
13,575 |
12,376 |
1,199 |
8.9% |
152 |
1.1% |
95% |
True |
False |
110,566 |
| 80 |
13,575 |
11,884 |
1,691 |
12.5% |
160 |
1.2% |
97% |
True |
False |
97,747 |
| 100 |
13,575 |
11,884 |
1,691 |
12.5% |
150 |
1.1% |
97% |
True |
False |
78,223 |
| 120 |
13,575 |
11,884 |
1,691 |
12.5% |
139 |
1.0% |
97% |
True |
False |
65,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,642 |
|
2.618 |
14,232 |
|
1.618 |
13,981 |
|
1.000 |
13,826 |
|
0.618 |
13,730 |
|
HIGH |
13,575 |
|
0.618 |
13,479 |
|
0.500 |
13,450 |
|
0.382 |
13,420 |
|
LOW |
13,324 |
|
0.618 |
13,169 |
|
1.000 |
13,073 |
|
1.618 |
12,918 |
|
2.618 |
12,667 |
|
4.250 |
12,257 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,497 |
13,475 |
| PP |
13,473 |
13,430 |
| S1 |
13,450 |
13,385 |
|