| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,446.0 |
2,527.0 |
81.0 |
3.3% |
2,460.0 |
| High |
2,531.0 |
2,568.0 |
37.0 |
1.5% |
2,568.0 |
| Low |
2,442.0 |
2,526.0 |
84.0 |
3.4% |
2,418.0 |
| Close |
2,519.0 |
2,540.0 |
21.0 |
0.8% |
2,540.0 |
| Range |
89.0 |
42.0 |
-47.0 |
-52.8% |
150.0 |
| ATR |
46.7 |
46.9 |
0.2 |
0.4% |
0.0 |
| Volume |
1,583,148 |
748,820 |
-834,328 |
-52.7% |
4,944,286 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.7 |
2,647.3 |
2,563.1 |
|
| R3 |
2,628.7 |
2,605.3 |
2,551.6 |
|
| R2 |
2,586.7 |
2,586.7 |
2,547.7 |
|
| R1 |
2,563.3 |
2,563.3 |
2,543.9 |
2,575.0 |
| PP |
2,544.7 |
2,544.7 |
2,544.7 |
2,550.5 |
| S1 |
2,521.3 |
2,521.3 |
2,536.2 |
2,533.0 |
| S2 |
2,502.7 |
2,502.7 |
2,532.3 |
|
| S3 |
2,460.7 |
2,479.3 |
2,528.5 |
|
| S4 |
2,418.7 |
2,437.3 |
2,516.9 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.7 |
2,899.3 |
2,622.5 |
|
| R3 |
2,808.7 |
2,749.3 |
2,581.3 |
|
| R2 |
2,658.7 |
2,658.7 |
2,567.5 |
|
| R1 |
2,599.3 |
2,599.3 |
2,553.8 |
2,629.0 |
| PP |
2,508.7 |
2,508.7 |
2,508.7 |
2,523.5 |
| S1 |
2,449.3 |
2,449.3 |
2,526.3 |
2,479.0 |
| S2 |
2,358.7 |
2,358.7 |
2,512.5 |
|
| S3 |
2,208.7 |
2,299.3 |
2,498.8 |
|
| S4 |
2,058.7 |
2,149.3 |
2,457.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,568.0 |
2,397.0 |
171.0 |
6.7% |
51.6 |
2.0% |
84% |
True |
False |
1,191,588 |
| 10 |
2,568.0 |
2,396.0 |
172.0 |
6.8% |
42.9 |
1.7% |
84% |
True |
False |
935,032 |
| 20 |
2,568.0 |
2,396.0 |
172.0 |
6.8% |
38.9 |
1.5% |
84% |
True |
False |
863,111 |
| 40 |
2,568.0 |
2,130.0 |
438.0 |
17.2% |
47.6 |
1.9% |
94% |
True |
False |
1,026,125 |
| 60 |
2,568.0 |
2,108.0 |
460.0 |
18.1% |
47.3 |
1.9% |
94% |
True |
False |
1,094,508 |
| 80 |
2,568.0 |
2,026.0 |
542.0 |
21.3% |
47.6 |
1.9% |
95% |
True |
False |
884,052 |
| 100 |
2,568.0 |
2,026.0 |
542.0 |
21.3% |
49.2 |
1.9% |
95% |
True |
False |
708,316 |
| 120 |
2,568.0 |
2,026.0 |
542.0 |
21.3% |
49.1 |
1.9% |
95% |
True |
False |
590,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,746.5 |
|
2.618 |
2,678.0 |
|
1.618 |
2,636.0 |
|
1.000 |
2,610.0 |
|
0.618 |
2,594.0 |
|
HIGH |
2,568.0 |
|
0.618 |
2,552.0 |
|
0.500 |
2,547.0 |
|
0.382 |
2,542.0 |
|
LOW |
2,526.0 |
|
0.618 |
2,500.0 |
|
1.000 |
2,484.0 |
|
1.618 |
2,458.0 |
|
2.618 |
2,416.0 |
|
4.250 |
2,347.5 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,547.0 |
2,524.3 |
| PP |
2,544.7 |
2,508.7 |
| S1 |
2,542.3 |
2,493.0 |
|