| 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 |
1,460.50 |
1,460.00 |
-0.50 |
0.0% |
1,436.75 |
| High |
1,463.25 |
1,465.50 |
2.25 |
0.2% |
1,474.75 |
| Low |
1,455.75 |
1,457.75 |
2.00 |
0.1% |
1,421.50 |
| Close |
1,459.25 |
1,459.50 |
0.25 |
0.0% |
1,465.75 |
| Range |
7.50 |
7.75 |
0.25 |
3.3% |
53.25 |
| ATR |
14.51 |
14.02 |
-0.48 |
-3.3% |
0.00 |
| Volume |
762,529 |
457,469 |
-305,060 |
-40.0% |
8,147,015 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.25 |
1,479.50 |
1,463.75 |
|
| R3 |
1,476.50 |
1,471.75 |
1,461.75 |
|
| R2 |
1,468.75 |
1,468.75 |
1,461.00 |
|
| R1 |
1,464.00 |
1,464.00 |
1,460.25 |
1,462.50 |
| PP |
1,461.00 |
1,461.00 |
1,461.00 |
1,460.00 |
| S1 |
1,456.25 |
1,456.25 |
1,458.75 |
1,454.75 |
| S2 |
1,453.25 |
1,453.25 |
1,458.00 |
|
| S3 |
1,445.50 |
1,448.50 |
1,457.25 |
|
| S4 |
1,437.75 |
1,440.75 |
1,455.25 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,613.75 |
1,593.00 |
1,495.00 |
|
| R3 |
1,560.50 |
1,539.75 |
1,480.50 |
|
| R2 |
1,507.25 |
1,507.25 |
1,475.50 |
|
| R1 |
1,486.50 |
1,486.50 |
1,470.75 |
1,497.00 |
| PP |
1,454.00 |
1,454.00 |
1,454.00 |
1,459.25 |
| S1 |
1,433.25 |
1,433.25 |
1,460.75 |
1,443.50 |
| S2 |
1,400.75 |
1,400.75 |
1,456.00 |
|
| S3 |
1,347.50 |
1,380.00 |
1,451.00 |
|
| S4 |
1,294.25 |
1,326.75 |
1,436.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,474.75 |
1,435.00 |
39.75 |
2.7% |
14.25 |
1.0% |
62% |
False |
False |
1,158,295 |
| 10 |
1,474.75 |
1,403.25 |
71.50 |
4.9% |
14.75 |
1.0% |
79% |
False |
False |
1,355,634 |
| 20 |
1,474.75 |
1,394.50 |
80.25 |
5.5% |
13.75 |
0.9% |
81% |
False |
False |
1,393,219 |
| 40 |
1,474.75 |
1,321.25 |
153.50 |
10.5% |
14.75 |
1.0% |
90% |
False |
False |
1,494,251 |
| 60 |
1,474.75 |
1,303.25 |
171.50 |
11.8% |
16.25 |
1.1% |
91% |
False |
False |
1,562,207 |
| 80 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.00 |
1.2% |
93% |
False |
False |
1,536,736 |
| 100 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.50 |
1.3% |
93% |
False |
False |
1,230,196 |
| 120 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.25 |
1.2% |
93% |
False |
False |
1,025,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,498.50 |
|
2.618 |
1,485.75 |
|
1.618 |
1,478.00 |
|
1.000 |
1,473.25 |
|
0.618 |
1,470.25 |
|
HIGH |
1,465.50 |
|
0.618 |
1,462.50 |
|
0.500 |
1,461.50 |
|
0.382 |
1,460.75 |
|
LOW |
1,457.75 |
|
0.618 |
1,453.00 |
|
1.000 |
1,450.00 |
|
1.618 |
1,445.25 |
|
2.618 |
1,437.50 |
|
4.250 |
1,424.75 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,461.50 |
1,460.75 |
| PP |
1,461.00 |
1,460.25 |
| S1 |
1,460.25 |
1,460.00 |
|