| 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 |
4,403.0 |
4,402.0 |
-1.0 |
0.0% |
4,344.0 |
| High |
4,411.0 |
4,430.0 |
19.0 |
0.4% |
4,405.0 |
| Low |
4,390.0 |
4,394.0 |
4.0 |
0.1% |
4,321.0 |
| Close |
4,396.0 |
4,425.0 |
29.0 |
0.7% |
4,396.0 |
| Range |
21.0 |
36.0 |
15.0 |
71.4% |
84.0 |
| ATR |
30.3 |
30.7 |
0.4 |
1.4% |
0.0 |
| Volume |
118,985 |
79,399 |
-39,586 |
-33.3% |
22,789 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,524.3 |
4,510.7 |
4,444.8 |
|
| R3 |
4,488.3 |
4,474.7 |
4,434.9 |
|
| R2 |
4,452.3 |
4,452.3 |
4,431.6 |
|
| R1 |
4,438.7 |
4,438.7 |
4,428.3 |
4,445.5 |
| PP |
4,416.3 |
4,416.3 |
4,416.3 |
4,419.8 |
| S1 |
4,402.7 |
4,402.7 |
4,421.7 |
4,409.5 |
| S2 |
4,380.3 |
4,380.3 |
4,418.4 |
|
| S3 |
4,344.3 |
4,366.7 |
4,415.1 |
|
| S4 |
4,308.3 |
4,330.7 |
4,405.2 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,626.0 |
4,595.0 |
4,442.2 |
|
| R3 |
4,542.0 |
4,511.0 |
4,419.1 |
|
| R2 |
4,458.0 |
4,458.0 |
4,411.4 |
|
| R1 |
4,427.0 |
4,427.0 |
4,403.7 |
4,442.5 |
| PP |
4,374.0 |
4,374.0 |
4,374.0 |
4,381.8 |
| S1 |
4,343.0 |
4,343.0 |
4,388.3 |
4,358.5 |
| S2 |
4,290.0 |
4,290.0 |
4,380.6 |
|
| S3 |
4,206.0 |
4,259.0 |
4,372.9 |
|
| S4 |
4,122.0 |
4,175.0 |
4,349.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,430.0 |
4,341.0 |
89.0 |
2.0% |
24.2 |
0.5% |
94% |
True |
False |
57,484 |
| 10 |
4,430.0 |
4,310.0 |
120.0 |
2.7% |
24.2 |
0.5% |
96% |
True |
False |
29,141 |
| 20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
19.5 |
0.4% |
97% |
True |
False |
14,682 |
| 40 |
4,430.0 |
4,077.0 |
353.0 |
8.0% |
13.2 |
0.3% |
99% |
True |
False |
7,373 |
| 60 |
4,430.0 |
3,982.0 |
448.0 |
10.1% |
10.6 |
0.2% |
99% |
True |
False |
4,952 |
| 80 |
4,430.0 |
3,950.0 |
480.0 |
10.8% |
8.3 |
0.2% |
99% |
True |
False |
3,724 |
| 100 |
4,430.0 |
3,950.0 |
480.0 |
10.8% |
7.6 |
0.2% |
99% |
True |
False |
2,994 |
| 120 |
4,430.0 |
3,950.0 |
480.0 |
10.8% |
6.4 |
0.1% |
99% |
True |
False |
2,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,583.0 |
|
2.618 |
4,524.2 |
|
1.618 |
4,488.2 |
|
1.000 |
4,466.0 |
|
0.618 |
4,452.2 |
|
HIGH |
4,430.0 |
|
0.618 |
4,416.2 |
|
0.500 |
4,412.0 |
|
0.382 |
4,407.8 |
|
LOW |
4,394.0 |
|
0.618 |
4,371.8 |
|
1.000 |
4,358.0 |
|
1.618 |
4,335.8 |
|
2.618 |
4,299.8 |
|
4.250 |
4,241.0 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,420.7 |
4,420.0 |
| PP |
4,416.3 |
4,415.0 |
| S1 |
4,412.0 |
4,410.0 |
|