| 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 |
1,776.2 |
1,769.1 |
-7.1 |
-0.4% |
1,780.4 |
| High |
1,776.2 |
1,779.4 |
3.2 |
0.2% |
1,791.7 |
| Low |
1,760.4 |
1,763.6 |
3.2 |
0.2% |
1,756.0 |
| Close |
1,766.7 |
1,768.5 |
1.8 |
0.1% |
1,780.2 |
| Range |
15.8 |
15.8 |
0.0 |
0.0% |
35.7 |
| ATR |
19.8 |
19.5 |
-0.3 |
-1.4% |
0.0 |
| Volume |
5,283 |
12,661 |
7,378 |
139.7% |
10,231 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.9 |
1,809.0 |
1,777.2 |
|
| R3 |
1,802.1 |
1,793.2 |
1,772.8 |
|
| R2 |
1,786.3 |
1,786.3 |
1,771.4 |
|
| R1 |
1,777.4 |
1,777.4 |
1,769.9 |
1,774.0 |
| PP |
1,770.5 |
1,770.5 |
1,770.5 |
1,768.8 |
| S1 |
1,761.6 |
1,761.6 |
1,767.1 |
1,758.2 |
| S2 |
1,754.7 |
1,754.7 |
1,765.6 |
|
| S3 |
1,738.9 |
1,745.8 |
1,764.2 |
|
| S4 |
1,723.1 |
1,730.0 |
1,759.8 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,883.1 |
1,867.3 |
1,799.8 |
|
| R3 |
1,847.4 |
1,831.6 |
1,790.0 |
|
| R2 |
1,811.7 |
1,811.7 |
1,786.7 |
|
| R1 |
1,795.9 |
1,795.9 |
1,783.5 |
1,786.0 |
| PP |
1,776.0 |
1,776.0 |
1,776.0 |
1,771.0 |
| S1 |
1,760.2 |
1,760.2 |
1,776.9 |
1,750.3 |
| S2 |
1,740.3 |
1,740.3 |
1,773.7 |
|
| S3 |
1,704.6 |
1,724.5 |
1,770.4 |
|
| S4 |
1,668.9 |
1,688.8 |
1,760.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,791.7 |
1,760.4 |
31.3 |
1.8% |
15.9 |
0.9% |
26% |
False |
False |
4,726 |
| 10 |
1,791.7 |
1,718.0 |
73.7 |
4.2% |
21.0 |
1.2% |
69% |
False |
False |
4,140 |
| 20 |
1,791.7 |
1,651.9 |
139.8 |
7.9% |
20.4 |
1.2% |
83% |
False |
False |
2,782 |
| 40 |
1,791.7 |
1,588.7 |
203.0 |
11.5% |
17.6 |
1.0% |
89% |
False |
False |
1,880 |
| 60 |
1,791.7 |
1,564.7 |
227.0 |
12.8% |
17.0 |
1.0% |
90% |
False |
False |
1,631 |
| 80 |
1,791.7 |
1,556.3 |
235.4 |
13.3% |
17.7 |
1.0% |
90% |
False |
False |
1,388 |
| 100 |
1,791.7 |
1,538.1 |
253.6 |
14.3% |
18.4 |
1.0% |
91% |
False |
False |
1,346 |
| 120 |
1,791.7 |
1,538.1 |
253.6 |
14.3% |
16.8 |
1.0% |
91% |
False |
False |
1,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,846.6 |
|
2.618 |
1,820.8 |
|
1.618 |
1,805.0 |
|
1.000 |
1,795.2 |
|
0.618 |
1,789.2 |
|
HIGH |
1,779.4 |
|
0.618 |
1,773.4 |
|
0.500 |
1,771.5 |
|
0.382 |
1,769.6 |
|
LOW |
1,763.6 |
|
0.618 |
1,753.8 |
|
1.000 |
1,747.8 |
|
1.618 |
1,738.0 |
|
2.618 |
1,722.2 |
|
4.250 |
1,696.5 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,771.5 |
1,776.1 |
| PP |
1,770.5 |
1,773.5 |
| S1 |
1,769.5 |
1,771.0 |
|