| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
13,590 |
13,536 |
-54 |
-0.4% |
13,285 |
| High |
13,594 |
13,583 |
-11 |
-0.1% |
13,651 |
| Low |
13,526 |
13,501 |
-25 |
-0.2% |
13,195 |
| Close |
13,541 |
13,570 |
29 |
0.2% |
13,592 |
| Range |
68 |
82 |
14 |
20.6% |
456 |
| ATR |
132 |
128 |
-4 |
-2.7% |
0 |
| Volume |
37,445 |
32,808 |
-4,637 |
-12.4% |
489,849 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,797 |
13,766 |
13,615 |
|
| R3 |
13,715 |
13,684 |
13,593 |
|
| R2 |
13,633 |
13,633 |
13,585 |
|
| R1 |
13,602 |
13,602 |
13,578 |
13,618 |
| PP |
13,551 |
13,551 |
13,551 |
13,559 |
| S1 |
13,520 |
13,520 |
13,563 |
13,536 |
| S2 |
13,469 |
13,469 |
13,555 |
|
| S3 |
13,387 |
13,438 |
13,548 |
|
| S4 |
13,305 |
13,356 |
13,525 |
|
|
| 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 |
13,284 |
367 |
2.7% |
127 |
0.9% |
78% |
False |
False |
79,390 |
| 10 |
13,651 |
12,982 |
669 |
4.9% |
129 |
0.9% |
88% |
False |
False |
90,592 |
| 20 |
13,651 |
12,965 |
686 |
5.1% |
128 |
0.9% |
88% |
False |
False |
100,220 |
| 40 |
13,651 |
12,462 |
1,189 |
8.8% |
137 |
1.0% |
93% |
False |
False |
101,647 |
| 60 |
13,651 |
12,376 |
1,275 |
9.4% |
147 |
1.1% |
94% |
False |
False |
105,338 |
| 80 |
13,651 |
11,884 |
1,767 |
13.0% |
159 |
1.2% |
95% |
False |
False |
99,572 |
| 100 |
13,651 |
11,884 |
1,767 |
13.0% |
152 |
1.1% |
95% |
False |
False |
79,686 |
| 120 |
13,651 |
11,884 |
1,767 |
13.0% |
139 |
1.0% |
95% |
False |
False |
66,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,932 |
|
2.618 |
13,798 |
|
1.618 |
13,716 |
|
1.000 |
13,665 |
|
0.618 |
13,634 |
|
HIGH |
13,583 |
|
0.618 |
13,552 |
|
0.500 |
13,542 |
|
0.382 |
13,532 |
|
LOW |
13,501 |
|
0.618 |
13,450 |
|
1.000 |
13,419 |
|
1.618 |
13,368 |
|
2.618 |
13,286 |
|
4.250 |
13,153 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,561 |
13,576 |
| PP |
13,551 |
13,574 |
| S1 |
13,542 |
13,572 |
|