| 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 |
2,460.0 |
2,440.0 |
-20.0 |
-0.8% |
2,430.0 |
| High |
2,468.0 |
2,460.0 |
-8.0 |
-0.3% |
2,462.0 |
| Low |
2,432.0 |
2,418.0 |
-14.0 |
-0.6% |
2,396.0 |
| Close |
2,439.0 |
2,440.0 |
1.0 |
0.0% |
2,436.0 |
| Range |
36.0 |
42.0 |
6.0 |
16.7% |
66.0 |
| ATR |
43.4 |
43.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,029,170 |
1,583,148 |
553,978 |
53.8% |
3,572,996 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.3 |
2,544.7 |
2,463.1 |
|
| R3 |
2,523.3 |
2,502.7 |
2,451.6 |
|
| R2 |
2,481.3 |
2,481.3 |
2,447.7 |
|
| R1 |
2,460.7 |
2,460.7 |
2,443.9 |
2,461.0 |
| PP |
2,439.3 |
2,439.3 |
2,439.3 |
2,439.5 |
| S1 |
2,418.7 |
2,418.7 |
2,436.2 |
2,419.0 |
| S2 |
2,397.3 |
2,397.3 |
2,432.3 |
|
| S3 |
2,355.3 |
2,376.7 |
2,428.5 |
|
| S4 |
2,313.3 |
2,334.7 |
2,416.9 |
|
|
| 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% |
38.0 |
1.6% |
61% |
False |
False |
979,914 |
| 10 |
2,479.0 |
2,396.0 |
83.0 |
3.4% |
39.4 |
1.6% |
53% |
False |
False |
883,054 |
| 20 |
2,494.0 |
2,396.0 |
98.0 |
4.0% |
36.0 |
1.5% |
45% |
False |
False |
833,724 |
| 40 |
2,494.0 |
2,130.0 |
364.0 |
14.9% |
46.0 |
1.9% |
85% |
False |
False |
1,012,980 |
| 60 |
2,494.0 |
2,107.0 |
387.0 |
15.9% |
46.4 |
1.9% |
86% |
False |
False |
1,103,188 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
47.4 |
1.9% |
88% |
False |
False |
854,941 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
49.0 |
2.0% |
88% |
False |
False |
685,000 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.1% |
48.4 |
2.0% |
80% |
False |
False |
571,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.5 |
|
2.618 |
2,570.0 |
|
1.618 |
2,528.0 |
|
1.000 |
2,502.0 |
|
0.618 |
2,486.0 |
|
HIGH |
2,460.0 |
|
0.618 |
2,444.0 |
|
0.500 |
2,439.0 |
|
0.382 |
2,434.0 |
|
LOW |
2,418.0 |
|
0.618 |
2,392.0 |
|
1.000 |
2,376.0 |
|
1.618 |
2,350.0 |
|
2.618 |
2,308.0 |
|
4.250 |
2,239.5 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,439.7 |
2,437.5 |
| PP |
2,439.3 |
2,435.0 |
| S1 |
2,439.0 |
2,432.5 |
|