| 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 |
2,789.00 |
2,820.50 |
31.50 |
1.1% |
2,815.00 |
| High |
2,835.75 |
2,859.25 |
23.50 |
0.8% |
2,859.25 |
| Low |
2,778.75 |
2,820.50 |
41.75 |
1.5% |
2,768.75 |
| Close |
2,821.00 |
2,850.25 |
29.25 |
1.0% |
2,850.25 |
| Range |
57.00 |
38.75 |
-18.25 |
-32.0% |
90.50 |
| ATR |
31.17 |
31.71 |
0.54 |
1.7% |
0.00 |
| Volume |
154,210 |
315,187 |
160,977 |
104.4% |
530,442 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.50 |
2,943.75 |
2,871.50 |
|
| R3 |
2,920.75 |
2,905.00 |
2,861.00 |
|
| R2 |
2,882.00 |
2,882.00 |
2,857.25 |
|
| R1 |
2,866.25 |
2,866.25 |
2,853.75 |
2,874.00 |
| PP |
2,843.25 |
2,843.25 |
2,843.25 |
2,847.25 |
| S1 |
2,827.50 |
2,827.50 |
2,846.75 |
2,835.50 |
| S2 |
2,804.50 |
2,804.50 |
2,843.25 |
|
| S3 |
2,765.75 |
2,788.75 |
2,839.50 |
|
| S4 |
2,727.00 |
2,750.00 |
2,829.00 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.50 |
3,064.50 |
2,900.00 |
|
| R3 |
3,007.00 |
2,974.00 |
2,875.25 |
|
| R2 |
2,916.50 |
2,916.50 |
2,866.75 |
|
| R1 |
2,883.50 |
2,883.50 |
2,858.50 |
2,900.00 |
| PP |
2,826.00 |
2,826.00 |
2,826.00 |
2,834.50 |
| S1 |
2,793.00 |
2,793.00 |
2,842.00 |
2,809.50 |
| S2 |
2,735.50 |
2,735.50 |
2,833.75 |
|
| S3 |
2,645.00 |
2,702.50 |
2,825.25 |
|
| S4 |
2,554.50 |
2,612.00 |
2,800.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,859.25 |
2,768.75 |
90.50 |
3.2% |
36.25 |
1.3% |
90% |
True |
False |
106,088 |
| 10 |
2,859.25 |
2,736.25 |
123.00 |
4.3% |
36.00 |
1.3% |
93% |
True |
False |
54,419 |
| 20 |
2,859.25 |
2,736.25 |
123.00 |
4.3% |
30.25 |
1.1% |
93% |
True |
False |
27,302 |
| 40 |
2,859.25 |
2,513.25 |
346.00 |
12.1% |
28.75 |
1.0% |
97% |
True |
False |
13,672 |
| 60 |
2,859.25 |
2,506.00 |
353.25 |
12.4% |
28.25 |
1.0% |
97% |
True |
False |
9,121 |
| 80 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
23.75 |
0.8% |
98% |
True |
False |
6,841 |
| 100 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
22.25 |
0.8% |
98% |
True |
False |
5,474 |
| 120 |
2,859.25 |
2,442.50 |
416.75 |
14.6% |
20.25 |
0.7% |
98% |
True |
False |
4,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.00 |
|
2.618 |
2,960.75 |
|
1.618 |
2,922.00 |
|
1.000 |
2,898.00 |
|
0.618 |
2,883.25 |
|
HIGH |
2,859.25 |
|
0.618 |
2,844.50 |
|
0.500 |
2,840.00 |
|
0.382 |
2,835.25 |
|
LOW |
2,820.50 |
|
0.618 |
2,796.50 |
|
1.000 |
2,781.75 |
|
1.618 |
2,757.75 |
|
2.618 |
2,719.00 |
|
4.250 |
2,655.75 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.75 |
2,838.25 |
| PP |
2,843.25 |
2,826.00 |
| S1 |
2,840.00 |
2,814.00 |
|