| 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 |
13,513 |
13,590 |
77 |
0.6% |
13,285 |
| High |
13,651 |
13,594 |
-57 |
-0.4% |
13,651 |
| Low |
13,510 |
13,526 |
16 |
0.1% |
13,195 |
| Close |
13,592 |
13,541 |
-51 |
-0.4% |
13,592 |
| Range |
141 |
68 |
-73 |
-51.8% |
456 |
| ATR |
137 |
132 |
-5 |
-3.6% |
0 |
| Volume |
76,027 |
37,445 |
-38,582 |
-50.7% |
489,849 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,758 |
13,717 |
13,579 |
|
| R3 |
13,690 |
13,649 |
13,560 |
|
| R2 |
13,622 |
13,622 |
13,554 |
|
| R1 |
13,581 |
13,581 |
13,547 |
13,568 |
| PP |
13,554 |
13,554 |
13,554 |
13,547 |
| S1 |
13,513 |
13,513 |
13,535 |
13,500 |
| S2 |
13,486 |
13,486 |
13,529 |
|
| S3 |
13,418 |
13,445 |
13,522 |
|
| S4 |
13,350 |
13,377 |
13,504 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,847 |
14,676 |
13,843 |
|
| R3 |
14,391 |
14,220 |
13,718 |
|
| R2 |
13,935 |
13,935 |
13,676 |
|
| R1 |
13,764 |
13,764 |
13,634 |
13,850 |
| PP |
13,479 |
13,479 |
13,479 |
13,522 |
| S1 |
13,308 |
13,308 |
13,550 |
13,394 |
| S2 |
13,023 |
13,023 |
13,509 |
|
| S3 |
12,567 |
12,852 |
13,467 |
|
| S4 |
12,111 |
12,396 |
13,341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,651 |
13,195 |
456 |
3.4% |
141 |
1.0% |
76% |
False |
False |
90,992 |
| 10 |
13,651 |
12,965 |
686 |
5.1% |
136 |
1.0% |
84% |
False |
False |
100,735 |
| 20 |
13,651 |
12,965 |
686 |
5.1% |
127 |
0.9% |
84% |
False |
False |
102,028 |
| 40 |
13,651 |
12,462 |
1,189 |
8.8% |
141 |
1.0% |
91% |
False |
False |
104,455 |
| 60 |
13,651 |
12,376 |
1,275 |
9.4% |
148 |
1.1% |
91% |
False |
False |
106,767 |
| 80 |
13,651 |
11,884 |
1,767 |
13.0% |
159 |
1.2% |
94% |
False |
False |
99,163 |
| 100 |
13,651 |
11,884 |
1,767 |
13.0% |
152 |
1.1% |
94% |
False |
False |
79,358 |
| 120 |
13,651 |
11,884 |
1,767 |
13.0% |
139 |
1.0% |
94% |
False |
False |
66,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,883 |
|
2.618 |
13,772 |
|
1.618 |
13,704 |
|
1.000 |
13,662 |
|
0.618 |
13,636 |
|
HIGH |
13,594 |
|
0.618 |
13,568 |
|
0.500 |
13,560 |
|
0.382 |
13,552 |
|
LOW |
13,526 |
|
0.618 |
13,484 |
|
1.000 |
13,458 |
|
1.618 |
13,416 |
|
2.618 |
13,348 |
|
4.250 |
13,237 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,560 |
13,523 |
| PP |
13,554 |
13,505 |
| S1 |
13,547 |
13,488 |
|