| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,759.25 |
2,761.50 |
2.25 |
0.1% |
2,780.25 |
| High |
2,772.00 |
2,822.50 |
50.50 |
1.8% |
2,787.75 |
| Low |
2,751.25 |
2,761.00 |
9.75 |
0.4% |
2,739.50 |
| Close |
2,760.50 |
2,818.50 |
58.00 |
2.1% |
2,763.50 |
| Range |
20.75 |
61.50 |
40.75 |
196.4% |
48.25 |
| ATR |
27.84 |
30.28 |
2.44 |
8.8% |
0.00 |
| Volume |
1,201 |
4,759 |
3,558 |
296.3% |
1,880 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,985.25 |
2,963.25 |
2,852.25 |
|
| R3 |
2,923.75 |
2,901.75 |
2,835.50 |
|
| R2 |
2,862.25 |
2,862.25 |
2,829.75 |
|
| R1 |
2,840.25 |
2,840.25 |
2,824.25 |
2,851.25 |
| PP |
2,800.75 |
2,800.75 |
2,800.75 |
2,806.00 |
| S1 |
2,778.75 |
2,778.75 |
2,812.75 |
2,789.75 |
| S2 |
2,739.25 |
2,739.25 |
2,807.25 |
|
| S3 |
2,677.75 |
2,717.25 |
2,801.50 |
|
| S4 |
2,616.25 |
2,655.75 |
2,784.75 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.25 |
2,884.25 |
2,790.00 |
|
| R3 |
2,860.00 |
2,836.00 |
2,776.75 |
|
| R2 |
2,811.75 |
2,811.75 |
2,772.25 |
|
| R1 |
2,787.75 |
2,787.75 |
2,768.00 |
2,775.50 |
| PP |
2,763.50 |
2,763.50 |
2,763.50 |
2,757.50 |
| S1 |
2,739.50 |
2,739.50 |
2,759.00 |
2,727.50 |
| S2 |
2,715.25 |
2,715.25 |
2,754.75 |
|
| S3 |
2,667.00 |
2,691.25 |
2,750.25 |
|
| S4 |
2,618.75 |
2,643.00 |
2,737.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,822.50 |
2,736.25 |
86.25 |
3.1% |
37.00 |
1.3% |
95% |
True |
False |
2,381 |
| 10 |
2,822.50 |
2,736.25 |
86.25 |
3.1% |
30.25 |
1.1% |
95% |
True |
False |
1,282 |
| 20 |
2,822.50 |
2,701.00 |
121.50 |
4.3% |
25.75 |
0.9% |
97% |
True |
False |
681 |
| 40 |
2,822.50 |
2,510.25 |
312.25 |
11.1% |
28.25 |
1.0% |
99% |
True |
False |
354 |
| 60 |
2,822.50 |
2,506.00 |
316.50 |
11.2% |
26.75 |
0.9% |
99% |
True |
False |
239 |
| 80 |
2,822.50 |
2,442.50 |
380.00 |
13.5% |
22.75 |
0.8% |
99% |
True |
False |
179 |
| 100 |
2,822.50 |
2,442.50 |
380.00 |
13.5% |
21.00 |
0.7% |
99% |
True |
False |
144 |
| 120 |
2,822.50 |
2,442.50 |
380.00 |
13.5% |
19.00 |
0.7% |
99% |
True |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,084.00 |
|
2.618 |
2,983.50 |
|
1.618 |
2,922.00 |
|
1.000 |
2,884.00 |
|
0.618 |
2,860.50 |
|
HIGH |
2,822.50 |
|
0.618 |
2,799.00 |
|
0.500 |
2,791.75 |
|
0.382 |
2,784.50 |
|
LOW |
2,761.00 |
|
0.618 |
2,723.00 |
|
1.000 |
2,699.50 |
|
1.618 |
2,661.50 |
|
2.618 |
2,600.00 |
|
4.250 |
2,499.50 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.50 |
2,805.50 |
| PP |
2,800.75 |
2,792.50 |
| S1 |
2,791.75 |
2,779.50 |
|