| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
8,855 |
8,980 |
125 |
1.4% |
9,045 |
| High |
8,995 |
9,010 |
15 |
0.2% |
9,065 |
| Low |
8,855 |
8,830 |
-25 |
-0.3% |
8,830 |
| Close |
8,970 |
8,870 |
-100 |
-1.1% |
8,870 |
| Range |
140 |
180 |
40 |
28.6% |
235 |
| ATR |
116 |
121 |
5 |
3.9% |
0 |
| Volume |
4,094 |
5,157 |
1,063 |
26.0% |
18,263 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,443 |
9,337 |
8,969 |
|
| R3 |
9,263 |
9,157 |
8,920 |
|
| R2 |
9,083 |
9,083 |
8,903 |
|
| R1 |
8,977 |
8,977 |
8,887 |
8,940 |
| PP |
8,903 |
8,903 |
8,903 |
8,885 |
| S1 |
8,797 |
8,797 |
8,854 |
8,760 |
| S2 |
8,723 |
8,723 |
8,837 |
|
| S3 |
8,543 |
8,617 |
8,821 |
|
| S4 |
8,363 |
8,437 |
8,771 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,627 |
9,483 |
8,999 |
|
| R3 |
9,392 |
9,248 |
8,935 |
|
| R2 |
9,157 |
9,157 |
8,913 |
|
| R1 |
9,013 |
9,013 |
8,892 |
8,968 |
| PP |
8,922 |
8,922 |
8,922 |
8,899 |
| S1 |
8,778 |
8,778 |
8,849 |
8,733 |
| S2 |
8,687 |
8,687 |
8,827 |
|
| S3 |
8,452 |
8,543 |
8,806 |
|
| S4 |
8,217 |
8,308 |
8,741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,065 |
8,830 |
235 |
2.6% |
133 |
1.5% |
17% |
False |
True |
3,652 |
| 10 |
9,235 |
8,830 |
405 |
4.6% |
131 |
1.5% |
10% |
False |
True |
4,029 |
| 20 |
9,235 |
8,620 |
615 |
6.9% |
135 |
1.5% |
41% |
False |
False |
4,456 |
| 40 |
9,245 |
8,490 |
755 |
8.5% |
86 |
1.0% |
50% |
False |
False |
2,241 |
| 60 |
9,245 |
8,365 |
880 |
9.9% |
58 |
0.7% |
57% |
False |
False |
1,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,775 |
|
2.618 |
9,481 |
|
1.618 |
9,301 |
|
1.000 |
9,190 |
|
0.618 |
9,121 |
|
HIGH |
9,010 |
|
0.618 |
8,941 |
|
0.500 |
8,920 |
|
0.382 |
8,899 |
|
LOW |
8,830 |
|
0.618 |
8,719 |
|
1.000 |
8,650 |
|
1.618 |
8,539 |
|
2.618 |
8,359 |
|
4.250 |
8,065 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,920 |
8,920 |
| PP |
8,903 |
8,903 |
| S1 |
8,887 |
8,887 |
|