| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,767.50 |
2,826.50 |
59.00 |
2.1% |
2,773.00 |
| High |
2,829.50 |
2,836.25 |
6.75 |
0.2% |
2,836.25 |
| Low |
2,766.50 |
2,817.00 |
50.50 |
1.8% |
2,742.75 |
| Close |
2,825.50 |
2,823.00 |
-2.50 |
-0.1% |
2,823.00 |
| Range |
63.00 |
19.25 |
-43.75 |
-69.4% |
93.50 |
| ATR |
34.25 |
33.18 |
-1.07 |
-3.1% |
0.00 |
| Volume |
270,232 |
194,752 |
-75,480 |
-27.9% |
921,494 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.25 |
2,872.25 |
2,833.50 |
|
| R3 |
2,864.00 |
2,853.00 |
2,828.25 |
|
| R2 |
2,844.75 |
2,844.75 |
2,826.50 |
|
| R1 |
2,833.75 |
2,833.75 |
2,824.75 |
2,829.50 |
| PP |
2,825.50 |
2,825.50 |
2,825.50 |
2,823.25 |
| S1 |
2,814.50 |
2,814.50 |
2,821.25 |
2,810.50 |
| S2 |
2,806.25 |
2,806.25 |
2,819.50 |
|
| S3 |
2,787.00 |
2,795.25 |
2,817.75 |
|
| S4 |
2,767.75 |
2,776.00 |
2,812.50 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,081.25 |
3,045.50 |
2,874.50 |
|
| R3 |
2,987.75 |
2,952.00 |
2,848.75 |
|
| R2 |
2,894.25 |
2,894.25 |
2,840.25 |
|
| R1 |
2,858.50 |
2,858.50 |
2,831.50 |
2,876.50 |
| PP |
2,800.75 |
2,800.75 |
2,800.75 |
2,809.50 |
| S1 |
2,765.00 |
2,765.00 |
2,814.50 |
2,783.00 |
| S2 |
2,707.25 |
2,707.25 |
2,805.75 |
|
| S3 |
2,613.75 |
2,671.50 |
2,797.25 |
|
| S4 |
2,520.25 |
2,578.00 |
2,771.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.25 |
2,742.75 |
93.50 |
3.3% |
37.25 |
1.3% |
86% |
True |
False |
242,916 |
| 10 |
2,836.25 |
2,742.75 |
93.50 |
3.3% |
31.00 |
1.1% |
86% |
True |
False |
201,598 |
| 20 |
2,836.25 |
2,702.25 |
134.00 |
4.7% |
29.00 |
1.0% |
90% |
True |
False |
195,517 |
| 40 |
2,836.25 |
2,516.75 |
319.50 |
11.3% |
35.75 |
1.3% |
96% |
True |
False |
214,313 |
| 60 |
2,836.25 |
2,503.50 |
332.75 |
11.8% |
38.50 |
1.4% |
96% |
True |
False |
212,836 |
| 80 |
2,836.25 |
2,418.25 |
418.00 |
14.8% |
41.00 |
1.5% |
97% |
True |
False |
175,807 |
| 100 |
2,836.25 |
2,418.25 |
418.00 |
14.8% |
40.25 |
1.4% |
97% |
True |
False |
140,661 |
| 120 |
2,836.25 |
2,418.25 |
418.00 |
14.8% |
38.25 |
1.4% |
97% |
True |
False |
117,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.00 |
|
2.618 |
2,886.75 |
|
1.618 |
2,867.50 |
|
1.000 |
2,855.50 |
|
0.618 |
2,848.25 |
|
HIGH |
2,836.25 |
|
0.618 |
2,829.00 |
|
0.500 |
2,826.50 |
|
0.382 |
2,824.25 |
|
LOW |
2,817.00 |
|
0.618 |
2,805.00 |
|
1.000 |
2,797.75 |
|
1.618 |
2,785.75 |
|
2.618 |
2,766.50 |
|
4.250 |
2,735.25 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,826.50 |
2,814.25 |
| PP |
2,825.50 |
2,805.50 |
| S1 |
2,824.25 |
2,796.50 |
|