| 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 |
2,540.0 |
2,536.0 |
-4.0 |
-0.2% |
2,563.0 |
| High |
2,548.0 |
2,556.0 |
8.0 |
0.3% |
2,570.0 |
| Low |
2,532.0 |
2,523.0 |
-9.0 |
-0.4% |
2,518.0 |
| Close |
2,542.0 |
2,553.0 |
11.0 |
0.4% |
2,554.0 |
| Range |
16.0 |
33.0 |
17.0 |
106.3% |
52.0 |
| ATR |
36.3 |
36.1 |
-0.2 |
-0.6% |
0.0 |
| Volume |
65 |
50,355 |
50,290 |
77,369.2% |
84,770 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,643.0 |
2,631.0 |
2,571.2 |
|
| R3 |
2,610.0 |
2,598.0 |
2,562.1 |
|
| R2 |
2,577.0 |
2,577.0 |
2,559.1 |
|
| R1 |
2,565.0 |
2,565.0 |
2,556.0 |
2,571.0 |
| PP |
2,544.0 |
2,544.0 |
2,544.0 |
2,547.0 |
| S1 |
2,532.0 |
2,532.0 |
2,550.0 |
2,538.0 |
| S2 |
2,511.0 |
2,511.0 |
2,547.0 |
|
| S3 |
2,478.0 |
2,499.0 |
2,543.9 |
|
| S4 |
2,445.0 |
2,466.0 |
2,534.9 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.3 |
2,680.7 |
2,582.6 |
|
| R3 |
2,651.3 |
2,628.7 |
2,568.3 |
|
| R2 |
2,599.3 |
2,599.3 |
2,563.5 |
|
| R1 |
2,576.7 |
2,576.7 |
2,558.8 |
2,562.0 |
| PP |
2,547.3 |
2,547.3 |
2,547.3 |
2,540.0 |
| S1 |
2,524.7 |
2,524.7 |
2,549.2 |
2,510.0 |
| S2 |
2,495.3 |
2,495.3 |
2,544.5 |
|
| S3 |
2,443.3 |
2,472.7 |
2,539.7 |
|
| S4 |
2,391.3 |
2,420.7 |
2,525.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,560.0 |
2,518.0 |
42.0 |
1.6% |
24.0 |
0.9% |
83% |
False |
False |
18,723 |
| 10 |
2,586.0 |
2,513.0 |
73.0 |
2.9% |
28.5 |
1.1% |
55% |
False |
False |
15,362 |
| 20 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
33.7 |
1.3% |
84% |
False |
False |
8,935 |
| 40 |
2,586.0 |
2,233.0 |
353.0 |
13.8% |
31.5 |
1.2% |
91% |
False |
False |
4,502 |
| 60 |
2,586.0 |
2,117.0 |
469.0 |
18.4% |
31.5 |
1.2% |
93% |
False |
False |
3,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,696.3 |
|
2.618 |
2,642.4 |
|
1.618 |
2,609.4 |
|
1.000 |
2,589.0 |
|
0.618 |
2,576.4 |
|
HIGH |
2,556.0 |
|
0.618 |
2,543.4 |
|
0.500 |
2,539.5 |
|
0.382 |
2,535.6 |
|
LOW |
2,523.0 |
|
0.618 |
2,502.6 |
|
1.000 |
2,490.0 |
|
1.618 |
2,469.6 |
|
2.618 |
2,436.6 |
|
4.250 |
2,382.8 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,548.5 |
2,549.2 |
| PP |
2,544.0 |
2,545.3 |
| S1 |
2,539.5 |
2,541.5 |
|