| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
13,570 |
13,578 |
8 |
0.1% |
13,590 |
| High |
13,604 |
13,717 |
113 |
0.8% |
13,717 |
| Low |
13,501 |
13,578 |
77 |
0.6% |
13,501 |
| Close |
13,593 |
13,652 |
59 |
0.4% |
13,652 |
| Range |
103 |
139 |
36 |
35.0% |
216 |
| ATR |
123 |
124 |
1 |
0.9% |
0 |
| Volume |
15,522 |
2,349 |
-13,173 |
-84.9% |
115,953 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,066 |
13,998 |
13,729 |
|
| R3 |
13,927 |
13,859 |
13,690 |
|
| R2 |
13,788 |
13,788 |
13,678 |
|
| R1 |
13,720 |
13,720 |
13,665 |
13,754 |
| PP |
13,649 |
13,649 |
13,649 |
13,666 |
| S1 |
13,581 |
13,581 |
13,639 |
13,615 |
| S2 |
13,510 |
13,510 |
13,627 |
|
| S3 |
13,371 |
13,442 |
13,614 |
|
| S4 |
13,232 |
13,303 |
13,576 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,271 |
14,178 |
13,771 |
|
| R3 |
14,055 |
13,962 |
13,712 |
|
| R2 |
13,839 |
13,839 |
13,692 |
|
| R1 |
13,746 |
13,746 |
13,672 |
13,793 |
| PP |
13,623 |
13,623 |
13,623 |
13,647 |
| S1 |
13,530 |
13,530 |
13,632 |
13,577 |
| S2 |
13,407 |
13,407 |
13,613 |
|
| S3 |
13,191 |
13,314 |
13,593 |
|
| S4 |
12,975 |
13,098 |
13,533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,717 |
13,501 |
216 |
1.6% |
94 |
0.7% |
70% |
True |
False |
23,190 |
| 10 |
13,717 |
13,195 |
522 |
3.8% |
119 |
0.9% |
88% |
True |
False |
60,580 |
| 20 |
13,717 |
12,965 |
752 |
5.5% |
121 |
0.9% |
91% |
True |
False |
85,136 |
| 40 |
13,717 |
12,721 |
996 |
7.3% |
127 |
0.9% |
93% |
True |
False |
91,997 |
| 60 |
13,717 |
12,376 |
1,341 |
9.8% |
146 |
1.1% |
95% |
True |
False |
100,417 |
| 80 |
13,717 |
11,884 |
1,833 |
13.4% |
157 |
1.1% |
96% |
True |
False |
100,138 |
| 100 |
13,717 |
11,884 |
1,833 |
13.4% |
154 |
1.1% |
96% |
True |
False |
80,142 |
| 120 |
13,717 |
11,884 |
1,833 |
13.4% |
140 |
1.0% |
96% |
True |
False |
66,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,308 |
|
2.618 |
14,081 |
|
1.618 |
13,942 |
|
1.000 |
13,856 |
|
0.618 |
13,803 |
|
HIGH |
13,717 |
|
0.618 |
13,664 |
|
0.500 |
13,648 |
|
0.382 |
13,631 |
|
LOW |
13,578 |
|
0.618 |
13,492 |
|
1.000 |
13,439 |
|
1.618 |
13,353 |
|
2.618 |
13,214 |
|
4.250 |
12,987 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,651 |
13,638 |
| PP |
13,649 |
13,623 |
| S1 |
13,648 |
13,609 |
|