| 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 |
2,552.0 |
2,581.0 |
29.0 |
1.1% |
2,524.0 |
| High |
2,575.0 |
2,594.0 |
19.0 |
0.7% |
2,594.0 |
| Low |
2,520.0 |
2,569.0 |
49.0 |
1.9% |
2,496.0 |
| Close |
2,533.0 |
2,578.0 |
45.0 |
1.8% |
2,578.0 |
| Range |
55.0 |
25.0 |
-30.0 |
-54.5% |
98.0 |
| ATR |
44.5 |
45.7 |
1.2 |
2.7% |
0.0 |
| Volume |
413,476 |
604,098 |
190,622 |
46.1% |
1,382,432 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,655.3 |
2,641.7 |
2,591.8 |
|
| R3 |
2,630.3 |
2,616.7 |
2,584.9 |
|
| R2 |
2,605.3 |
2,605.3 |
2,582.6 |
|
| R1 |
2,591.7 |
2,591.7 |
2,580.3 |
2,586.0 |
| PP |
2,580.3 |
2,580.3 |
2,580.3 |
2,577.5 |
| S1 |
2,566.7 |
2,566.7 |
2,575.7 |
2,561.0 |
| S2 |
2,555.3 |
2,555.3 |
2,573.4 |
|
| S3 |
2,530.3 |
2,541.7 |
2,571.1 |
|
| S4 |
2,505.3 |
2,516.7 |
2,564.3 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.0 |
2,812.0 |
2,631.9 |
|
| R3 |
2,752.0 |
2,714.0 |
2,605.0 |
|
| R2 |
2,654.0 |
2,654.0 |
2,596.0 |
|
| R1 |
2,616.0 |
2,616.0 |
2,587.0 |
2,635.0 |
| PP |
2,556.0 |
2,556.0 |
2,556.0 |
2,565.5 |
| S1 |
2,518.0 |
2,518.0 |
2,569.0 |
2,537.0 |
| S2 |
2,458.0 |
2,458.0 |
2,560.0 |
|
| S3 |
2,360.0 |
2,420.0 |
2,551.1 |
|
| S4 |
2,262.0 |
2,322.0 |
2,524.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,594.0 |
2,496.0 |
98.0 |
3.8% |
40.0 |
1.6% |
84% |
True |
False |
276,486 |
| 10 |
2,594.0 |
2,386.0 |
208.0 |
8.1% |
44.6 |
1.7% |
92% |
True |
False |
163,711 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.1% |
38.6 |
1.5% |
92% |
True |
False |
83,418 |
| 40 |
2,594.0 |
2,115.0 |
479.0 |
18.6% |
46.0 |
1.8% |
97% |
True |
False |
45,140 |
| 60 |
2,594.0 |
2,100.0 |
494.0 |
19.2% |
43.1 |
1.7% |
97% |
True |
False |
32,284 |
| 80 |
2,594.0 |
2,016.0 |
578.0 |
22.4% |
43.5 |
1.7% |
97% |
True |
False |
26,713 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.4% |
44.7 |
1.7% |
97% |
True |
False |
21,498 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.4% |
45.1 |
1.8% |
97% |
True |
False |
17,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,700.3 |
|
2.618 |
2,659.5 |
|
1.618 |
2,634.5 |
|
1.000 |
2,619.0 |
|
0.618 |
2,609.5 |
|
HIGH |
2,594.0 |
|
0.618 |
2,584.5 |
|
0.500 |
2,581.5 |
|
0.382 |
2,578.6 |
|
LOW |
2,569.0 |
|
0.618 |
2,553.6 |
|
1.000 |
2,544.0 |
|
1.618 |
2,528.6 |
|
2.618 |
2,503.6 |
|
4.250 |
2,462.8 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,581.5 |
2,571.0 |
| PP |
2,580.3 |
2,564.0 |
| S1 |
2,579.2 |
2,557.0 |
|