| 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 |
6,905.5 |
6,996.0 |
90.5 |
1.3% |
6,959.5 |
| High |
7,011.0 |
7,019.5 |
8.5 |
0.1% |
7,050.0 |
| Low |
6,892.0 |
6,926.0 |
34.0 |
0.5% |
6,875.0 |
| Close |
6,970.5 |
6,943.5 |
-27.0 |
-0.4% |
6,970.5 |
| Range |
119.0 |
93.5 |
-25.5 |
-21.4% |
175.0 |
| ATR |
105.9 |
105.0 |
-0.9 |
-0.8% |
0.0 |
| Volume |
752 |
4,370 |
3,618 |
481.1% |
3,941 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,243.5 |
7,187.0 |
6,994.9 |
|
| R3 |
7,150.0 |
7,093.5 |
6,969.2 |
|
| R2 |
7,056.5 |
7,056.5 |
6,960.6 |
|
| R1 |
7,000.0 |
7,000.0 |
6,952.1 |
6,981.5 |
| PP |
6,963.0 |
6,963.0 |
6,963.0 |
6,953.8 |
| S1 |
6,906.5 |
6,906.5 |
6,934.9 |
6,888.0 |
| S2 |
6,869.5 |
6,869.5 |
6,926.4 |
|
| S3 |
6,776.0 |
6,813.0 |
6,917.8 |
|
| S4 |
6,682.5 |
6,719.5 |
6,892.1 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,490.2 |
7,405.3 |
7,066.8 |
|
| R3 |
7,315.2 |
7,230.3 |
7,018.6 |
|
| R2 |
7,140.2 |
7,140.2 |
7,002.6 |
|
| R1 |
7,055.3 |
7,055.3 |
6,986.5 |
7,097.8 |
| PP |
6,965.2 |
6,965.2 |
6,965.2 |
6,986.4 |
| S1 |
6,880.3 |
6,880.3 |
6,954.5 |
6,922.8 |
| S2 |
6,790.2 |
6,790.2 |
6,938.4 |
|
| S3 |
6,615.2 |
6,705.3 |
6,922.4 |
|
| S4 |
6,440.2 |
6,530.3 |
6,874.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,030.0 |
6,875.0 |
155.0 |
2.2% |
89.5 |
1.3% |
44% |
False |
False |
1,593 |
| 10 |
7,105.0 |
6,875.0 |
230.0 |
3.3% |
91.0 |
1.3% |
30% |
False |
False |
953 |
| 20 |
7,105.0 |
6,875.0 |
230.0 |
3.3% |
81.8 |
1.2% |
30% |
False |
False |
618 |
| 40 |
7,105.0 |
6,320.0 |
785.0 |
11.3% |
111.2 |
1.6% |
79% |
False |
False |
566 |
| 60 |
7,105.0 |
6,086.0 |
1,019.0 |
14.7% |
110.9 |
1.6% |
84% |
False |
False |
1,137 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
17.0% |
113.5 |
1.6% |
86% |
False |
False |
1,041 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
17.0% |
111.5 |
1.6% |
86% |
False |
False |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,416.9 |
|
2.618 |
7,264.3 |
|
1.618 |
7,170.8 |
|
1.000 |
7,113.0 |
|
0.618 |
7,077.3 |
|
HIGH |
7,019.5 |
|
0.618 |
6,983.8 |
|
0.500 |
6,972.8 |
|
0.382 |
6,961.7 |
|
LOW |
6,926.0 |
|
0.618 |
6,868.2 |
|
1.000 |
6,832.5 |
|
1.618 |
6,774.7 |
|
2.618 |
6,681.2 |
|
4.250 |
6,528.6 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,972.8 |
6,947.3 |
| PP |
6,963.0 |
6,946.0 |
| S1 |
6,953.3 |
6,944.8 |
|