| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
4,423.0 |
4,410.0 |
-13.0 |
-0.3% |
4,415.0 |
| High |
4,425.0 |
4,430.0 |
5.0 |
0.1% |
4,430.0 |
| Low |
4,402.0 |
4,406.0 |
4.0 |
0.1% |
4,390.0 |
| Close |
4,405.0 |
4,410.0 |
5.0 |
0.1% |
4,410.0 |
| Range |
23.0 |
24.0 |
1.0 |
4.3% |
40.0 |
| ATR |
30.1 |
29.8 |
-0.4 |
-1.2% |
0.0 |
| Volume |
22,844 |
21,726 |
-1,118 |
-4.9% |
312,970 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,487.3 |
4,472.7 |
4,423.2 |
|
| R3 |
4,463.3 |
4,448.7 |
4,416.6 |
|
| R2 |
4,439.3 |
4,439.3 |
4,414.4 |
|
| R1 |
4,424.7 |
4,424.7 |
4,412.2 |
4,422.0 |
| PP |
4,415.3 |
4,415.3 |
4,415.3 |
4,414.0 |
| S1 |
4,400.7 |
4,400.7 |
4,407.8 |
4,398.0 |
| S2 |
4,391.3 |
4,391.3 |
4,405.6 |
|
| S3 |
4,367.3 |
4,376.7 |
4,403.4 |
|
| S4 |
4,343.3 |
4,352.7 |
4,396.8 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,530.0 |
4,510.0 |
4,432.0 |
|
| R3 |
4,490.0 |
4,470.0 |
4,421.0 |
|
| R2 |
4,450.0 |
4,450.0 |
4,417.3 |
|
| R1 |
4,430.0 |
4,430.0 |
4,413.7 |
4,420.0 |
| PP |
4,410.0 |
4,410.0 |
4,410.0 |
4,405.0 |
| S1 |
4,390.0 |
4,390.0 |
4,406.3 |
4,380.0 |
| S2 |
4,370.0 |
4,370.0 |
4,402.7 |
|
| S3 |
4,330.0 |
4,350.0 |
4,399.0 |
|
| S4 |
4,290.0 |
4,310.0 |
4,388.0 |
|
|
| 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 |
4,390.0 |
40.0 |
0.9% |
26.0 |
0.6% |
50% |
True |
False |
62,594 |
| 10 |
4,430.0 |
4,321.0 |
109.0 |
2.5% |
23.3 |
0.5% |
82% |
True |
False |
33,575 |
| 20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
21.7 |
0.5% |
87% |
True |
False |
16,894 |
| 40 |
4,430.0 |
4,100.0 |
330.0 |
7.5% |
14.4 |
0.3% |
94% |
True |
False |
8,480 |
| 60 |
4,430.0 |
4,016.0 |
414.0 |
9.4% |
11.3 |
0.3% |
95% |
True |
False |
5,694 |
| 80 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
8.6 |
0.2% |
96% |
True |
False |
4,279 |
| 100 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
8.0 |
0.2% |
96% |
True |
False |
3,439 |
| 120 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
6.8 |
0.2% |
96% |
True |
False |
2,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,532.0 |
|
2.618 |
4,492.8 |
|
1.618 |
4,468.8 |
|
1.000 |
4,454.0 |
|
0.618 |
4,444.8 |
|
HIGH |
4,430.0 |
|
0.618 |
4,420.8 |
|
0.500 |
4,418.0 |
|
0.382 |
4,415.2 |
|
LOW |
4,406.0 |
|
0.618 |
4,391.2 |
|
1.000 |
4,382.0 |
|
1.618 |
4,367.2 |
|
2.618 |
4,343.2 |
|
4.250 |
4,304.0 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,418.0 |
4,412.0 |
| PP |
4,415.3 |
4,411.3 |
| S1 |
4,412.7 |
4,410.7 |
|