| 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 |
1,761.8 |
1,771.7 |
9.9 |
0.6% |
1,736.0 |
| High |
1,773.4 |
1,779.0 |
5.6 |
0.3% |
1,777.0 |
| Low |
1,751.2 |
1,762.3 |
11.1 |
0.6% |
1,691.2 |
| Close |
1,768.7 |
1,769.3 |
0.6 |
0.0% |
1,770.1 |
| Range |
22.2 |
16.7 |
-5.5 |
-24.8% |
85.8 |
| ATR |
24.0 |
23.5 |
-0.5 |
-2.2% |
0.0 |
| Volume |
9,780 |
7,871 |
-1,909 |
-19.5% |
33,159 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.3 |
1,811.5 |
1,778.5 |
|
| R3 |
1,803.6 |
1,794.8 |
1,773.9 |
|
| R2 |
1,786.9 |
1,786.9 |
1,772.4 |
|
| R1 |
1,778.1 |
1,778.1 |
1,770.8 |
1,774.2 |
| PP |
1,770.2 |
1,770.2 |
1,770.2 |
1,768.2 |
| S1 |
1,761.4 |
1,761.4 |
1,767.8 |
1,757.5 |
| S2 |
1,753.5 |
1,753.5 |
1,766.2 |
|
| S3 |
1,736.8 |
1,744.7 |
1,764.7 |
|
| S4 |
1,720.1 |
1,728.0 |
1,760.1 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.5 |
1,972.6 |
1,817.3 |
|
| R3 |
1,917.7 |
1,886.8 |
1,793.7 |
|
| R2 |
1,831.9 |
1,831.9 |
1,785.8 |
|
| R1 |
1,801.0 |
1,801.0 |
1,778.0 |
1,816.5 |
| PP |
1,746.1 |
1,746.1 |
1,746.1 |
1,753.8 |
| S1 |
1,715.2 |
1,715.2 |
1,762.2 |
1,730.7 |
| S2 |
1,660.3 |
1,660.3 |
1,754.4 |
|
| S3 |
1,574.5 |
1,629.4 |
1,746.5 |
|
| S4 |
1,488.7 |
1,543.6 |
1,722.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,779.0 |
1,691.2 |
87.8 |
5.0% |
30.7 |
1.7% |
89% |
True |
False |
8,149 |
| 10 |
1,779.0 |
1,688.8 |
90.2 |
5.1% |
27.8 |
1.6% |
89% |
True |
False |
7,574 |
| 20 |
1,779.0 |
1,634.0 |
145.0 |
8.2% |
23.3 |
1.3% |
93% |
True |
False |
6,864 |
| 40 |
1,779.0 |
1,581.0 |
198.0 |
11.2% |
20.8 |
1.2% |
95% |
True |
False |
6,247 |
| 60 |
1,779.0 |
1,550.0 |
229.0 |
12.9% |
21.7 |
1.2% |
96% |
True |
False |
5,238 |
| 80 |
1,779.0 |
1,534.5 |
244.5 |
13.8% |
23.2 |
1.3% |
96% |
True |
False |
4,374 |
| 100 |
1,779.0 |
1,534.3 |
244.7 |
13.8% |
22.8 |
1.3% |
96% |
True |
False |
3,804 |
| 120 |
1,779.0 |
1,534.3 |
244.7 |
13.8% |
21.9 |
1.2% |
96% |
True |
False |
3,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,850.0 |
|
2.618 |
1,822.7 |
|
1.618 |
1,806.0 |
|
1.000 |
1,795.7 |
|
0.618 |
1,789.3 |
|
HIGH |
1,779.0 |
|
0.618 |
1,772.6 |
|
0.500 |
1,770.7 |
|
0.382 |
1,768.7 |
|
LOW |
1,762.3 |
|
0.618 |
1,752.0 |
|
1.000 |
1,745.6 |
|
1.618 |
1,735.3 |
|
2.618 |
1,718.6 |
|
4.250 |
1,691.3 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,770.7 |
1,767.9 |
| PP |
1,770.2 |
1,766.5 |
| S1 |
1,769.8 |
1,765.1 |
|