| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,796.00 |
2,827.50 |
31.50 |
1.1% |
2,822.25 |
| High |
2,842.00 |
2,865.25 |
23.25 |
0.8% |
2,865.25 |
| Low |
2,785.25 |
2,826.75 |
41.50 |
1.5% |
2,775.25 |
| Close |
2,827.50 |
2,856.50 |
29.00 |
1.0% |
2,856.50 |
| Range |
56.75 |
38.50 |
-18.25 |
-32.2% |
90.00 |
| ATR |
33.98 |
34.30 |
0.32 |
1.0% |
0.00 |
| Volume |
389,648 |
179,812 |
-209,836 |
-53.9% |
1,194,668 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.00 |
2,949.25 |
2,877.75 |
|
| R3 |
2,926.50 |
2,910.75 |
2,867.00 |
|
| R2 |
2,888.00 |
2,888.00 |
2,863.50 |
|
| R1 |
2,872.25 |
2,872.25 |
2,860.00 |
2,880.00 |
| PP |
2,849.50 |
2,849.50 |
2,849.50 |
2,853.50 |
| S1 |
2,833.75 |
2,833.75 |
2,853.00 |
2,841.50 |
| S2 |
2,811.00 |
2,811.00 |
2,849.50 |
|
| S3 |
2,772.50 |
2,795.25 |
2,846.00 |
|
| S4 |
2,734.00 |
2,756.75 |
2,835.25 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.25 |
3,069.50 |
2,906.00 |
|
| R3 |
3,012.25 |
2,979.50 |
2,881.25 |
|
| R2 |
2,922.25 |
2,922.25 |
2,873.00 |
|
| R1 |
2,889.50 |
2,889.50 |
2,864.75 |
2,906.00 |
| PP |
2,832.25 |
2,832.25 |
2,832.25 |
2,840.50 |
| S1 |
2,799.50 |
2,799.50 |
2,848.25 |
2,816.00 |
| S2 |
2,742.25 |
2,742.25 |
2,840.00 |
|
| S3 |
2,652.25 |
2,709.50 |
2,831.75 |
|
| S4 |
2,562.25 |
2,619.50 |
2,807.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,865.25 |
2,775.25 |
90.00 |
3.2% |
36.25 |
1.3% |
90% |
True |
False |
238,933 |
| 10 |
2,865.25 |
2,742.75 |
122.50 |
4.3% |
36.75 |
1.3% |
93% |
True |
False |
240,925 |
| 20 |
2,865.25 |
2,742.75 |
122.50 |
4.3% |
31.75 |
1.1% |
93% |
True |
False |
212,610 |
| 40 |
2,865.25 |
2,516.75 |
348.50 |
12.2% |
35.25 |
1.2% |
97% |
True |
False |
216,328 |
| 60 |
2,865.25 |
2,503.50 |
361.75 |
12.7% |
38.50 |
1.3% |
98% |
True |
False |
211,892 |
| 80 |
2,865.25 |
2,418.25 |
447.00 |
15.6% |
40.00 |
1.4% |
98% |
True |
False |
190,731 |
| 100 |
2,865.25 |
2,418.25 |
447.00 |
15.6% |
40.00 |
1.4% |
98% |
True |
False |
152,603 |
| 120 |
2,865.25 |
2,418.25 |
447.00 |
15.6% |
38.75 |
1.4% |
98% |
True |
False |
127,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,029.00 |
|
2.618 |
2,966.00 |
|
1.618 |
2,927.50 |
|
1.000 |
2,903.75 |
|
0.618 |
2,889.00 |
|
HIGH |
2,865.25 |
|
0.618 |
2,850.50 |
|
0.500 |
2,846.00 |
|
0.382 |
2,841.50 |
|
LOW |
2,826.75 |
|
0.618 |
2,803.00 |
|
1.000 |
2,788.25 |
|
1.618 |
2,764.50 |
|
2.618 |
2,726.00 |
|
4.250 |
2,663.00 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,853.00 |
2,844.50 |
| PP |
2,849.50 |
2,832.25 |
| S1 |
2,846.00 |
2,820.25 |
|