| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
6,907.0 |
7,002.5 |
95.5 |
1.4% |
6,968.5 |
| High |
7,014.0 |
7,019.0 |
5.0 |
0.1% |
7,051.5 |
| Low |
6,890.0 |
6,919.5 |
29.5 |
0.4% |
6,870.5 |
| Close |
6,969.5 |
6,941.5 |
-28.0 |
-0.4% |
6,969.5 |
| Range |
124.0 |
99.5 |
-24.5 |
-19.8% |
181.0 |
| ATR |
112.4 |
111.5 |
-0.9 |
-0.8% |
0.0 |
| Volume |
136,172 |
146,880 |
10,708 |
7.9% |
522,540 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,258.5 |
7,199.5 |
6,996.2 |
|
| R3 |
7,159.0 |
7,100.0 |
6,968.9 |
|
| R2 |
7,059.5 |
7,059.5 |
6,959.7 |
|
| R1 |
7,000.5 |
7,000.5 |
6,950.6 |
6,980.3 |
| PP |
6,960.0 |
6,960.0 |
6,960.0 |
6,949.9 |
| S1 |
6,901.0 |
6,901.0 |
6,932.4 |
6,880.8 |
| S2 |
6,860.5 |
6,860.5 |
6,923.3 |
|
| S3 |
6,761.0 |
6,801.5 |
6,914.1 |
|
| S4 |
6,661.5 |
6,702.0 |
6,886.8 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,506.8 |
7,419.2 |
7,069.1 |
|
| R3 |
7,325.8 |
7,238.2 |
7,019.3 |
|
| R2 |
7,144.8 |
7,144.8 |
7,002.7 |
|
| R1 |
7,057.2 |
7,057.2 |
6,986.1 |
7,101.0 |
| PP |
6,963.8 |
6,963.8 |
6,963.8 |
6,985.8 |
| S1 |
6,876.2 |
6,876.2 |
6,952.9 |
6,920.0 |
| S2 |
6,782.8 |
6,782.8 |
6,936.3 |
|
| S3 |
6,601.8 |
6,695.2 |
6,919.7 |
|
| S4 |
6,420.8 |
6,514.2 |
6,870.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,032.5 |
6,870.5 |
162.0 |
2.3% |
95.7 |
1.4% |
44% |
False |
False |
117,498 |
| 10 |
7,108.0 |
6,870.5 |
237.5 |
3.4% |
97.8 |
1.4% |
30% |
False |
False |
111,256 |
| 20 |
7,108.0 |
6,870.5 |
237.5 |
3.4% |
88.6 |
1.3% |
30% |
False |
False |
106,273 |
| 40 |
7,108.0 |
6,314.0 |
794.0 |
11.4% |
118.8 |
1.7% |
79% |
False |
False |
123,973 |
| 60 |
7,108.0 |
6,081.5 |
1,026.5 |
14.8% |
122.8 |
1.8% |
84% |
False |
False |
125,805 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.2% |
123.3 |
1.8% |
86% |
False |
False |
95,591 |
| 100 |
7,108.0 |
5,917.5 |
1,190.5 |
17.2% |
128.2 |
1.8% |
86% |
False |
False |
76,526 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
125.8 |
1.8% |
79% |
False |
False |
64,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,441.9 |
|
2.618 |
7,279.5 |
|
1.618 |
7,180.0 |
|
1.000 |
7,118.5 |
|
0.618 |
7,080.5 |
|
HIGH |
7,019.0 |
|
0.618 |
6,981.0 |
|
0.500 |
6,969.3 |
|
0.382 |
6,957.5 |
|
LOW |
6,919.5 |
|
0.618 |
6,858.0 |
|
1.000 |
6,820.0 |
|
1.618 |
6,758.5 |
|
2.618 |
6,659.0 |
|
4.250 |
6,496.6 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,969.3 |
6,944.8 |
| PP |
6,960.0 |
6,943.7 |
| S1 |
6,950.8 |
6,942.6 |
|