| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,738.0 |
1,728.7 |
-9.3 |
-0.5% |
1,693.4 |
| High |
1,742.3 |
1,740.5 |
-1.8 |
-0.1% |
1,745.4 |
| Low |
1,727.0 |
1,728.0 |
1.0 |
0.1% |
1,687.6 |
| Close |
1,731.8 |
1,734.9 |
3.1 |
0.2% |
1,740.5 |
| Range |
15.3 |
12.5 |
-2.8 |
-18.3% |
57.8 |
| ATR |
21.9 |
21.2 |
-0.7 |
-3.1% |
0.0 |
| Volume |
111,150 |
109,346 |
-1,804 |
-1.6% |
674,063 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,772.0 |
1,765.9 |
1,741.8 |
|
| R3 |
1,759.5 |
1,753.4 |
1,738.3 |
|
| R2 |
1,747.0 |
1,747.0 |
1,737.2 |
|
| R1 |
1,740.9 |
1,740.9 |
1,736.0 |
1,744.0 |
| PP |
1,734.5 |
1,734.5 |
1,734.5 |
1,736.0 |
| S1 |
1,728.4 |
1,728.4 |
1,733.8 |
1,731.5 |
| S2 |
1,722.0 |
1,722.0 |
1,732.6 |
|
| S3 |
1,709.5 |
1,715.9 |
1,731.5 |
|
| S4 |
1,697.0 |
1,703.4 |
1,728.0 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,897.9 |
1,877.0 |
1,772.3 |
|
| R3 |
1,840.1 |
1,819.2 |
1,756.4 |
|
| R2 |
1,782.3 |
1,782.3 |
1,751.1 |
|
| R1 |
1,761.4 |
1,761.4 |
1,745.8 |
1,771.9 |
| PP |
1,724.5 |
1,724.5 |
1,724.5 |
1,729.7 |
| S1 |
1,703.6 |
1,703.6 |
1,735.2 |
1,714.1 |
| S2 |
1,666.7 |
1,666.7 |
1,729.9 |
|
| S3 |
1,608.9 |
1,645.8 |
1,724.6 |
|
| S4 |
1,551.1 |
1,588.0 |
1,708.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,745.4 |
1,689.6 |
55.8 |
3.2% |
22.8 |
1.3% |
81% |
False |
False |
143,078 |
| 10 |
1,745.4 |
1,647.1 |
98.3 |
5.7% |
22.5 |
1.3% |
89% |
False |
False |
135,739 |
| 20 |
1,745.4 |
1,592.1 |
153.3 |
8.8% |
20.0 |
1.2% |
93% |
False |
False |
117,905 |
| 40 |
1,745.4 |
1,566.8 |
178.6 |
10.3% |
19.6 |
1.1% |
94% |
False |
False |
93,285 |
| 60 |
1,745.4 |
1,552.0 |
193.4 |
11.1% |
21.5 |
1.2% |
95% |
False |
False |
65,175 |
| 80 |
1,745.4 |
1,537.3 |
208.1 |
12.0% |
23.4 |
1.3% |
95% |
False |
False |
50,355 |
| 100 |
1,745.4 |
1,535.4 |
210.0 |
12.1% |
22.7 |
1.3% |
95% |
False |
False |
41,059 |
| 120 |
1,745.4 |
1,535.4 |
210.0 |
12.1% |
22.6 |
1.3% |
95% |
False |
False |
34,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,793.6 |
|
2.618 |
1,773.2 |
|
1.618 |
1,760.7 |
|
1.000 |
1,753.0 |
|
0.618 |
1,748.2 |
|
HIGH |
1,740.5 |
|
0.618 |
1,735.7 |
|
0.500 |
1,734.3 |
|
0.382 |
1,732.8 |
|
LOW |
1,728.0 |
|
0.618 |
1,720.3 |
|
1.000 |
1,715.5 |
|
1.618 |
1,707.8 |
|
2.618 |
1,695.3 |
|
4.250 |
1,674.9 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,734.7 |
1,729.4 |
| PP |
1,734.5 |
1,723.9 |
| S1 |
1,734.3 |
1,718.4 |
|