| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
9,045 |
9,005 |
-40 |
-0.4% |
9,200 |
| High |
9,065 |
9,065 |
0 |
0.0% |
9,235 |
| Low |
8,955 |
8,960 |
5 |
0.1% |
8,990 |
| Close |
9,000 |
8,975 |
-25 |
-0.3% |
9,055 |
| Range |
110 |
105 |
-5 |
-4.5% |
245 |
| ATR |
114 |
113 |
-1 |
-0.5% |
0 |
| Volume |
2,631 |
3,208 |
577 |
21.9% |
22,028 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,315 |
9,250 |
9,033 |
|
| R3 |
9,210 |
9,145 |
9,004 |
|
| R2 |
9,105 |
9,105 |
8,994 |
|
| R1 |
9,040 |
9,040 |
8,985 |
9,020 |
| PP |
9,000 |
9,000 |
9,000 |
8,990 |
| S1 |
8,935 |
8,935 |
8,966 |
8,915 |
| S2 |
8,895 |
8,895 |
8,956 |
|
| S3 |
8,790 |
8,830 |
8,946 |
|
| S4 |
8,685 |
8,725 |
8,917 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,828 |
9,687 |
9,190 |
|
| R3 |
9,583 |
9,442 |
9,123 |
|
| R2 |
9,338 |
9,338 |
9,100 |
|
| R1 |
9,197 |
9,197 |
9,078 |
9,145 |
| PP |
9,093 |
9,093 |
9,093 |
9,068 |
| S1 |
8,952 |
8,952 |
9,033 |
8,900 |
| S2 |
8,848 |
8,848 |
9,010 |
|
| S3 |
8,603 |
8,707 |
8,988 |
|
| S4 |
8,358 |
8,462 |
8,920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,235 |
8,955 |
280 |
3.1% |
119 |
1.3% |
7% |
False |
False |
3,867 |
| 10 |
9,235 |
8,755 |
480 |
5.3% |
142 |
1.6% |
46% |
False |
False |
4,730 |
| 20 |
9,235 |
8,620 |
615 |
6.9% |
117 |
1.3% |
58% |
False |
False |
3,856 |
| 40 |
9,245 |
8,490 |
755 |
8.4% |
75 |
0.8% |
64% |
False |
False |
1,931 |
| 60 |
9,245 |
8,365 |
880 |
9.8% |
51 |
0.6% |
69% |
False |
False |
1,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,511 |
|
2.618 |
9,340 |
|
1.618 |
9,235 |
|
1.000 |
9,170 |
|
0.618 |
9,130 |
|
HIGH |
9,065 |
|
0.618 |
9,025 |
|
0.500 |
9,013 |
|
0.382 |
9,000 |
|
LOW |
8,960 |
|
0.618 |
8,895 |
|
1.000 |
8,855 |
|
1.618 |
8,790 |
|
2.618 |
8,685 |
|
4.250 |
8,514 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,013 |
9,028 |
| PP |
9,000 |
9,010 |
| S1 |
8,988 |
8,993 |
|