| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,527.0 |
2,535.0 |
8.0 |
0.3% |
2,460.0 |
| High |
2,568.0 |
2,542.0 |
-26.0 |
-1.0% |
2,568.0 |
| Low |
2,526.0 |
2,515.0 |
-11.0 |
-0.4% |
2,418.0 |
| Close |
2,540.0 |
2,531.0 |
-9.0 |
-0.4% |
2,540.0 |
| Range |
42.0 |
27.0 |
-15.0 |
-35.7% |
150.0 |
| ATR |
46.9 |
45.5 |
-1.4 |
-3.0% |
0.0 |
| Volume |
748,820 |
1,067,151 |
318,331 |
42.5% |
4,944,286 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,610.3 |
2,597.7 |
2,545.9 |
|
| R3 |
2,583.3 |
2,570.7 |
2,538.4 |
|
| R2 |
2,556.3 |
2,556.3 |
2,536.0 |
|
| R1 |
2,543.7 |
2,543.7 |
2,533.5 |
2,536.5 |
| PP |
2,529.3 |
2,529.3 |
2,529.3 |
2,525.8 |
| S1 |
2,516.7 |
2,516.7 |
2,528.5 |
2,509.5 |
| S2 |
2,502.3 |
2,502.3 |
2,526.1 |
|
| S3 |
2,475.3 |
2,489.7 |
2,523.6 |
|
| S4 |
2,448.3 |
2,462.7 |
2,516.2 |
|
|
| 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 |
2,418.0 |
150.0 |
5.9% |
47.2 |
1.9% |
75% |
False |
False |
1,202,287 |
| 10 |
2,568.0 |
2,396.0 |
172.0 |
6.8% |
41.9 |
1.7% |
78% |
False |
False |
958,443 |
| 20 |
2,568.0 |
2,396.0 |
172.0 |
6.8% |
38.8 |
1.5% |
78% |
False |
False |
880,634 |
| 40 |
2,568.0 |
2,130.0 |
438.0 |
17.3% |
47.3 |
1.9% |
92% |
False |
False |
1,029,829 |
| 60 |
2,568.0 |
2,113.0 |
455.0 |
18.0% |
47.1 |
1.9% |
92% |
False |
False |
1,089,810 |
| 80 |
2,568.0 |
2,026.0 |
542.0 |
21.4% |
47.2 |
1.9% |
93% |
False |
False |
897,296 |
| 100 |
2,568.0 |
2,026.0 |
542.0 |
21.4% |
49.0 |
1.9% |
93% |
False |
False |
718,986 |
| 120 |
2,568.0 |
2,026.0 |
542.0 |
21.4% |
49.1 |
1.9% |
93% |
False |
False |
599,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.8 |
|
2.618 |
2,612.7 |
|
1.618 |
2,585.7 |
|
1.000 |
2,569.0 |
|
0.618 |
2,558.7 |
|
HIGH |
2,542.0 |
|
0.618 |
2,531.7 |
|
0.500 |
2,528.5 |
|
0.382 |
2,525.3 |
|
LOW |
2,515.0 |
|
0.618 |
2,498.3 |
|
1.000 |
2,488.0 |
|
1.618 |
2,471.3 |
|
2.618 |
2,444.3 |
|
4.250 |
2,400.3 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,530.2 |
2,522.3 |
| PP |
2,529.3 |
2,513.7 |
| S1 |
2,528.5 |
2,505.0 |
|