| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,769.4 |
1,773.5 |
4.1 |
0.2% |
1,738.0 |
| High |
1,780.2 |
1,778.9 |
-1.3 |
-0.1% |
1,780.2 |
| Low |
1,767.7 |
1,756.2 |
-11.5 |
-0.7% |
1,720.0 |
| Close |
1,772.7 |
1,770.6 |
-2.1 |
-0.1% |
1,772.7 |
| Range |
12.5 |
22.7 |
10.2 |
81.6% |
60.2 |
| ATR |
22.9 |
22.9 |
0.0 |
-0.1% |
0.0 |
| Volume |
195,524 |
118,555 |
-76,969 |
-39.4% |
859,351 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,836.7 |
1,826.3 |
1,783.1 |
|
| R3 |
1,814.0 |
1,803.6 |
1,776.8 |
|
| R2 |
1,791.3 |
1,791.3 |
1,774.8 |
|
| R1 |
1,780.9 |
1,780.9 |
1,772.7 |
1,774.8 |
| PP |
1,768.6 |
1,768.6 |
1,768.6 |
1,765.5 |
| S1 |
1,758.2 |
1,758.2 |
1,768.5 |
1,752.1 |
| S2 |
1,745.9 |
1,745.9 |
1,766.4 |
|
| S3 |
1,723.2 |
1,735.5 |
1,764.4 |
|
| S4 |
1,700.5 |
1,712.8 |
1,758.1 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.2 |
1,915.7 |
1,805.8 |
|
| R3 |
1,878.0 |
1,855.5 |
1,789.3 |
|
| R2 |
1,817.8 |
1,817.8 |
1,783.7 |
|
| R1 |
1,795.3 |
1,795.3 |
1,778.2 |
1,806.6 |
| PP |
1,757.6 |
1,757.6 |
1,757.6 |
1,763.3 |
| S1 |
1,735.1 |
1,735.1 |
1,767.2 |
1,746.4 |
| S2 |
1,697.4 |
1,697.4 |
1,761.7 |
|
| S3 |
1,637.2 |
1,674.9 |
1,756.1 |
|
| S4 |
1,577.0 |
1,614.7 |
1,739.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,780.2 |
1,720.0 |
60.2 |
3.4% |
25.0 |
1.4% |
84% |
False |
False |
173,351 |
| 10 |
1,780.2 |
1,687.6 |
92.6 |
5.2% |
24.0 |
1.4% |
90% |
False |
False |
165,196 |
| 20 |
1,780.2 |
1,611.8 |
168.4 |
9.5% |
22.1 |
1.2% |
94% |
False |
False |
136,987 |
| 40 |
1,780.2 |
1,566.8 |
213.4 |
12.1% |
20.5 |
1.2% |
96% |
False |
False |
110,987 |
| 60 |
1,780.2 |
1,552.0 |
228.2 |
12.9% |
21.5 |
1.2% |
96% |
False |
False |
77,609 |
| 80 |
1,780.2 |
1,537.3 |
242.9 |
13.7% |
23.5 |
1.3% |
96% |
False |
False |
59,604 |
| 100 |
1,780.2 |
1,535.4 |
244.8 |
13.8% |
23.3 |
1.3% |
96% |
False |
False |
48,551 |
| 120 |
1,780.2 |
1,535.4 |
244.8 |
13.8% |
22.7 |
1.3% |
96% |
False |
False |
40,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,875.4 |
|
2.618 |
1,838.3 |
|
1.618 |
1,815.6 |
|
1.000 |
1,801.6 |
|
0.618 |
1,792.9 |
|
HIGH |
1,778.9 |
|
0.618 |
1,770.2 |
|
0.500 |
1,767.6 |
|
0.382 |
1,764.9 |
|
LOW |
1,756.2 |
|
0.618 |
1,742.2 |
|
1.000 |
1,733.5 |
|
1.618 |
1,719.5 |
|
2.618 |
1,696.8 |
|
4.250 |
1,659.7 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,769.6 |
1,763.8 |
| PP |
1,768.6 |
1,756.9 |
| S1 |
1,767.6 |
1,750.1 |
|