| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,691.0 |
1,694.9 |
3.9 |
0.2% |
1,671.6 |
| High |
1,699.0 |
1,695.5 |
-3.5 |
-0.2% |
1,692.9 |
| Low |
1,685.1 |
1,687.2 |
2.1 |
0.1% |
1,644.8 |
| Close |
1,693.6 |
1,691.6 |
-2.0 |
-0.1% |
1,685.3 |
| Range |
13.9 |
8.3 |
-5.6 |
-40.3% |
48.1 |
| ATR |
20.3 |
19.5 |
-0.9 |
-4.2% |
0.0 |
| Volume |
7,639 |
6,208 |
-1,431 |
-18.7% |
33,148 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,716.3 |
1,712.3 |
1,696.2 |
|
| R3 |
1,708.0 |
1,704.0 |
1,693.9 |
|
| R2 |
1,699.7 |
1,699.7 |
1,693.1 |
|
| R1 |
1,695.7 |
1,695.7 |
1,692.4 |
1,693.6 |
| PP |
1,691.4 |
1,691.4 |
1,691.4 |
1,690.4 |
| S1 |
1,687.4 |
1,687.4 |
1,690.8 |
1,685.3 |
| S2 |
1,683.1 |
1,683.1 |
1,690.1 |
|
| S3 |
1,674.8 |
1,679.1 |
1,689.3 |
|
| S4 |
1,666.5 |
1,670.8 |
1,687.0 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.6 |
1,800.1 |
1,711.8 |
|
| R3 |
1,770.5 |
1,752.0 |
1,698.5 |
|
| R2 |
1,722.4 |
1,722.4 |
1,694.1 |
|
| R1 |
1,703.9 |
1,703.9 |
1,689.7 |
1,713.2 |
| PP |
1,674.3 |
1,674.3 |
1,674.3 |
1,679.0 |
| S1 |
1,655.8 |
1,655.8 |
1,680.9 |
1,665.1 |
| S2 |
1,626.2 |
1,626.2 |
1,676.5 |
|
| S3 |
1,578.1 |
1,607.7 |
1,672.1 |
|
| S4 |
1,530.0 |
1,559.6 |
1,658.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,699.0 |
1,644.8 |
54.2 |
3.2% |
20.4 |
1.2% |
86% |
False |
False |
7,830 |
| 10 |
1,699.0 |
1,634.0 |
65.0 |
3.8% |
18.7 |
1.1% |
89% |
False |
False |
6,154 |
| 20 |
1,699.0 |
1,590.2 |
108.8 |
6.4% |
17.8 |
1.0% |
93% |
False |
False |
5,001 |
| 40 |
1,699.0 |
1,557.0 |
142.0 |
8.4% |
18.8 |
1.1% |
95% |
False |
False |
5,346 |
| 60 |
1,699.0 |
1,550.0 |
149.0 |
8.8% |
20.6 |
1.2% |
95% |
False |
False |
4,161 |
| 80 |
1,699.0 |
1,534.3 |
164.7 |
9.7% |
22.9 |
1.4% |
96% |
False |
False |
3,658 |
| 100 |
1,699.0 |
1,534.3 |
164.7 |
9.7% |
21.5 |
1.3% |
96% |
False |
False |
3,133 |
| 120 |
1,701.5 |
1,534.3 |
167.2 |
9.9% |
21.1 |
1.2% |
94% |
False |
False |
2,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,730.8 |
|
2.618 |
1,717.2 |
|
1.618 |
1,708.9 |
|
1.000 |
1,703.8 |
|
0.618 |
1,700.6 |
|
HIGH |
1,695.5 |
|
0.618 |
1,692.3 |
|
0.500 |
1,691.4 |
|
0.382 |
1,690.4 |
|
LOW |
1,687.2 |
|
0.618 |
1,682.1 |
|
1.000 |
1,678.9 |
|
1.618 |
1,673.8 |
|
2.618 |
1,665.5 |
|
4.250 |
1,651.9 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,691.5 |
1,685.0 |
| PP |
1,691.4 |
1,678.5 |
| S1 |
1,691.4 |
1,671.9 |
|