| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,403.0 |
2,460.0 |
57.0 |
2.4% |
2,430.0 |
| High |
2,446.0 |
2,468.0 |
22.0 |
0.9% |
2,462.0 |
| Low |
2,397.0 |
2,432.0 |
35.0 |
1.5% |
2,396.0 |
| Close |
2,436.0 |
2,439.0 |
3.0 |
0.1% |
2,436.0 |
| Range |
49.0 |
36.0 |
-13.0 |
-26.5% |
66.0 |
| ATR |
44.0 |
43.4 |
-0.6 |
-1.3% |
0.0 |
| Volume |
1,013,656 |
1,029,170 |
15,514 |
1.5% |
3,572,996 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.3 |
2,532.7 |
2,458.8 |
|
| R3 |
2,518.3 |
2,496.7 |
2,448.9 |
|
| R2 |
2,482.3 |
2,482.3 |
2,445.6 |
|
| R1 |
2,460.7 |
2,460.7 |
2,442.3 |
2,453.5 |
| PP |
2,446.3 |
2,446.3 |
2,446.3 |
2,442.8 |
| S1 |
2,424.7 |
2,424.7 |
2,435.7 |
2,417.5 |
| S2 |
2,410.3 |
2,410.3 |
2,432.4 |
|
| S3 |
2,374.3 |
2,388.7 |
2,429.1 |
|
| S4 |
2,338.3 |
2,352.7 |
2,419.2 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.3 |
2,598.7 |
2,472.3 |
|
| R3 |
2,563.3 |
2,532.7 |
2,454.2 |
|
| R2 |
2,497.3 |
2,497.3 |
2,448.1 |
|
| R1 |
2,466.7 |
2,466.7 |
2,442.1 |
2,482.0 |
| PP |
2,431.3 |
2,431.3 |
2,431.3 |
2,439.0 |
| S1 |
2,400.7 |
2,400.7 |
2,430.0 |
2,416.0 |
| S2 |
2,365.3 |
2,365.3 |
2,423.9 |
|
| S3 |
2,299.3 |
2,334.7 |
2,417.9 |
|
| S4 |
2,233.3 |
2,268.7 |
2,399.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,468.0 |
2,396.0 |
72.0 |
3.0% |
35.0 |
1.4% |
60% |
True |
False |
814,237 |
| 10 |
2,494.0 |
2,396.0 |
98.0 |
4.0% |
37.8 |
1.5% |
44% |
False |
False |
798,309 |
| 20 |
2,494.0 |
2,391.0 |
103.0 |
4.2% |
36.9 |
1.5% |
47% |
False |
False |
822,055 |
| 40 |
2,494.0 |
2,130.0 |
364.0 |
14.9% |
46.0 |
1.9% |
85% |
False |
False |
999,369 |
| 60 |
2,494.0 |
2,107.0 |
387.0 |
15.9% |
47.1 |
1.9% |
86% |
False |
False |
1,097,571 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
47.4 |
1.9% |
88% |
False |
False |
835,178 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
49.2 |
2.0% |
88% |
False |
False |
669,170 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.1% |
48.2 |
2.0% |
80% |
False |
False |
558,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,621.0 |
|
2.618 |
2,562.2 |
|
1.618 |
2,526.2 |
|
1.000 |
2,504.0 |
|
0.618 |
2,490.2 |
|
HIGH |
2,468.0 |
|
0.618 |
2,454.2 |
|
0.500 |
2,450.0 |
|
0.382 |
2,445.8 |
|
LOW |
2,432.0 |
|
0.618 |
2,409.8 |
|
1.000 |
2,396.0 |
|
1.618 |
2,373.8 |
|
2.618 |
2,337.8 |
|
4.250 |
2,279.0 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,450.0 |
2,436.7 |
| PP |
2,446.3 |
2,434.3 |
| S1 |
2,442.7 |
2,432.0 |
|