| 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 |
2,524.0 |
2,502.0 |
-22.0 |
-0.9% |
2,450.0 |
| High |
2,529.0 |
2,550.0 |
21.0 |
0.8% |
2,555.0 |
| Low |
2,503.0 |
2,496.0 |
-7.0 |
-0.3% |
2,407.0 |
| Close |
2,519.0 |
2,547.0 |
28.0 |
1.1% |
2,528.0 |
| Range |
26.0 |
54.0 |
28.0 |
107.7% |
148.0 |
| ATR |
43.2 |
44.0 |
0.8 |
1.8% |
0.0 |
| Volume |
93,703 |
93,703 |
0 |
0.0% |
241,470 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.0 |
2,674.0 |
2,576.7 |
|
| R3 |
2,639.0 |
2,620.0 |
2,561.9 |
|
| R2 |
2,585.0 |
2,585.0 |
2,556.9 |
|
| R1 |
2,566.0 |
2,566.0 |
2,552.0 |
2,575.5 |
| PP |
2,531.0 |
2,531.0 |
2,531.0 |
2,535.8 |
| S1 |
2,512.0 |
2,512.0 |
2,542.1 |
2,521.5 |
| S2 |
2,477.0 |
2,477.0 |
2,537.1 |
|
| S3 |
2,423.0 |
2,458.0 |
2,532.2 |
|
| S4 |
2,369.0 |
2,404.0 |
2,517.3 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.7 |
2,882.3 |
2,609.4 |
|
| R3 |
2,792.7 |
2,734.3 |
2,568.7 |
|
| R2 |
2,644.7 |
2,644.7 |
2,555.1 |
|
| R1 |
2,586.3 |
2,586.3 |
2,541.6 |
2,615.5 |
| PP |
2,496.7 |
2,496.7 |
2,496.7 |
2,511.3 |
| S1 |
2,438.3 |
2,438.3 |
2,514.4 |
2,467.5 |
| S2 |
2,348.7 |
2,348.7 |
2,500.9 |
|
| S3 |
2,200.7 |
2,290.3 |
2,487.3 |
|
| S4 |
2,052.7 |
2,142.3 |
2,446.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,555.0 |
2,407.0 |
148.0 |
5.8% |
49.0 |
1.9% |
95% |
False |
False |
83,783 |
| 10 |
2,555.0 |
2,385.0 |
170.0 |
6.7% |
40.7 |
1.6% |
95% |
False |
False |
44,353 |
| 20 |
2,555.0 |
2,385.0 |
170.0 |
6.7% |
37.0 |
1.5% |
95% |
False |
False |
23,695 |
| 40 |
2,555.0 |
2,115.0 |
440.0 |
17.3% |
45.2 |
1.8% |
98% |
False |
False |
15,281 |
| 60 |
2,555.0 |
2,100.0 |
455.0 |
17.9% |
43.5 |
1.7% |
98% |
False |
False |
12,709 |
| 80 |
2,555.0 |
2,016.0 |
539.0 |
21.2% |
43.6 |
1.7% |
99% |
False |
False |
11,836 |
| 100 |
2,555.0 |
2,016.0 |
539.0 |
21.2% |
44.4 |
1.7% |
99% |
False |
False |
9,562 |
| 120 |
2,555.0 |
2,016.0 |
539.0 |
21.2% |
44.7 |
1.8% |
99% |
False |
False |
8,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,779.5 |
|
2.618 |
2,691.4 |
|
1.618 |
2,637.4 |
|
1.000 |
2,604.0 |
|
0.618 |
2,583.4 |
|
HIGH |
2,550.0 |
|
0.618 |
2,529.4 |
|
0.500 |
2,523.0 |
|
0.382 |
2,516.6 |
|
LOW |
2,496.0 |
|
0.618 |
2,462.6 |
|
1.000 |
2,442.0 |
|
1.618 |
2,408.6 |
|
2.618 |
2,354.6 |
|
4.250 |
2,266.5 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,539.0 |
2,539.8 |
| PP |
2,531.0 |
2,532.7 |
| S1 |
2,523.0 |
2,525.5 |
|