| 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 |
2,440.0 |
2,446.0 |
6.0 |
0.2% |
2,430.0 |
| High |
2,460.0 |
2,531.0 |
71.0 |
2.9% |
2,462.0 |
| Low |
2,418.0 |
2,442.0 |
24.0 |
1.0% |
2,396.0 |
| Close |
2,440.0 |
2,519.0 |
79.0 |
3.2% |
2,436.0 |
| Range |
42.0 |
89.0 |
47.0 |
111.9% |
66.0 |
| ATR |
43.3 |
46.7 |
3.4 |
7.9% |
0.0 |
| Volume |
1,583,148 |
1,583,148 |
0 |
0.0% |
3,572,996 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.3 |
2,730.7 |
2,568.0 |
|
| R3 |
2,675.3 |
2,641.7 |
2,543.5 |
|
| R2 |
2,586.3 |
2,586.3 |
2,535.3 |
|
| R1 |
2,552.7 |
2,552.7 |
2,527.2 |
2,569.5 |
| PP |
2,497.3 |
2,497.3 |
2,497.3 |
2,505.8 |
| S1 |
2,463.7 |
2,463.7 |
2,510.8 |
2,480.5 |
| S2 |
2,408.3 |
2,408.3 |
2,502.7 |
|
| S3 |
2,319.3 |
2,374.7 |
2,494.5 |
|
| S4 |
2,230.3 |
2,285.7 |
2,470.1 |
|
|
| 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 |
2,531.0 |
2,396.0 |
135.0 |
5.4% |
50.4 |
2.0% |
91% |
True |
False |
1,178,147 |
| 10 |
2,531.0 |
2,396.0 |
135.0 |
5.4% |
45.3 |
1.8% |
91% |
True |
False |
956,241 |
| 20 |
2,531.0 |
2,396.0 |
135.0 |
5.4% |
39.0 |
1.5% |
91% |
True |
False |
868,587 |
| 40 |
2,531.0 |
2,130.0 |
401.0 |
15.9% |
47.3 |
1.9% |
97% |
True |
False |
1,030,532 |
| 60 |
2,531.0 |
2,108.0 |
423.0 |
16.8% |
47.2 |
1.9% |
97% |
True |
False |
1,106,070 |
| 80 |
2,531.0 |
2,026.0 |
505.0 |
20.0% |
47.7 |
1.9% |
98% |
True |
False |
874,719 |
| 100 |
2,531.0 |
2,026.0 |
505.0 |
20.0% |
49.3 |
2.0% |
98% |
True |
False |
700,828 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
20.4% |
48.9 |
1.9% |
96% |
False |
False |
584,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.3 |
|
2.618 |
2,764.0 |
|
1.618 |
2,675.0 |
|
1.000 |
2,620.0 |
|
0.618 |
2,586.0 |
|
HIGH |
2,531.0 |
|
0.618 |
2,497.0 |
|
0.500 |
2,486.5 |
|
0.382 |
2,476.0 |
|
LOW |
2,442.0 |
|
0.618 |
2,387.0 |
|
1.000 |
2,353.0 |
|
1.618 |
2,298.0 |
|
2.618 |
2,209.0 |
|
4.250 |
2,063.8 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,508.2 |
2,504.2 |
| PP |
2,497.3 |
2,489.3 |
| S1 |
2,486.5 |
2,474.5 |
|