| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
13,536 |
13,571 |
35 |
0.3% |
13,285 |
| High |
13,583 |
13,632 |
49 |
0.4% |
13,651 |
| Low |
13,501 |
13,557 |
56 |
0.4% |
13,195 |
| Close |
13,570 |
13,570 |
0 |
0.0% |
13,592 |
| Range |
82 |
75 |
-7 |
-8.5% |
456 |
| ATR |
128 |
125 |
-4 |
-3.0% |
0 |
| Volume |
32,808 |
27,829 |
-4,979 |
-15.2% |
489,849 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,811 |
13,766 |
13,611 |
|
| R3 |
13,736 |
13,691 |
13,591 |
|
| R2 |
13,661 |
13,661 |
13,584 |
|
| R1 |
13,616 |
13,616 |
13,577 |
13,601 |
| PP |
13,586 |
13,586 |
13,586 |
13,579 |
| S1 |
13,541 |
13,541 |
13,563 |
13,526 |
| S2 |
13,511 |
13,511 |
13,556 |
|
| S3 |
13,436 |
13,466 |
13,550 |
|
| S4 |
13,361 |
13,391 |
13,529 |
|
|
| 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 |
13,324 |
327 |
2.4% |
124 |
0.9% |
75% |
False |
False |
63,678 |
| 10 |
13,651 |
13,044 |
607 |
4.5% |
126 |
0.9% |
87% |
False |
False |
82,932 |
| 20 |
13,651 |
12,965 |
686 |
5.1% |
124 |
0.9% |
88% |
False |
False |
96,419 |
| 40 |
13,651 |
12,472 |
1,179 |
8.7% |
134 |
1.0% |
93% |
False |
False |
98,804 |
| 60 |
13,651 |
12,376 |
1,275 |
9.4% |
146 |
1.1% |
94% |
False |
False |
103,796 |
| 80 |
13,651 |
11,884 |
1,767 |
13.0% |
158 |
1.2% |
95% |
False |
False |
99,919 |
| 100 |
13,651 |
11,884 |
1,767 |
13.0% |
152 |
1.1% |
95% |
False |
False |
79,964 |
| 120 |
13,651 |
11,884 |
1,767 |
13.0% |
139 |
1.0% |
95% |
False |
False |
66,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,951 |
|
2.618 |
13,828 |
|
1.618 |
13,753 |
|
1.000 |
13,707 |
|
0.618 |
13,678 |
|
HIGH |
13,632 |
|
0.618 |
13,603 |
|
0.500 |
13,595 |
|
0.382 |
13,586 |
|
LOW |
13,557 |
|
0.618 |
13,511 |
|
1.000 |
13,482 |
|
1.618 |
13,436 |
|
2.618 |
13,361 |
|
4.250 |
13,238 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,595 |
13,569 |
| PP |
13,586 |
13,568 |
| S1 |
13,578 |
13,567 |
|