| 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 |
7,002.5 |
6,943.5 |
-59.0 |
-0.8% |
6,968.5 |
| High |
7,019.0 |
7,004.0 |
-15.0 |
-0.2% |
7,051.5 |
| Low |
6,919.5 |
6,892.5 |
-27.0 |
-0.4% |
6,870.5 |
| Close |
6,941.5 |
6,966.5 |
25.0 |
0.4% |
6,969.5 |
| Range |
99.5 |
111.5 |
12.0 |
12.1% |
181.0 |
| ATR |
111.5 |
111.5 |
0.0 |
0.0% |
0.0 |
| Volume |
146,880 |
178,713 |
31,833 |
21.7% |
522,540 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,288.8 |
7,239.2 |
7,027.8 |
|
| R3 |
7,177.3 |
7,127.7 |
6,997.2 |
|
| R2 |
7,065.8 |
7,065.8 |
6,986.9 |
|
| R1 |
7,016.2 |
7,016.2 |
6,976.7 |
7,041.0 |
| PP |
6,954.3 |
6,954.3 |
6,954.3 |
6,966.8 |
| S1 |
6,904.7 |
6,904.7 |
6,956.3 |
6,929.5 |
| S2 |
6,842.8 |
6,842.8 |
6,946.1 |
|
| S3 |
6,731.3 |
6,793.2 |
6,935.8 |
|
| S4 |
6,619.8 |
6,681.7 |
6,905.2 |
|
|
| 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% |
106.7 |
1.5% |
59% |
False |
False |
131,320 |
| 10 |
7,083.0 |
6,870.5 |
212.5 |
3.1% |
102.0 |
1.5% |
45% |
False |
False |
119,793 |
| 20 |
7,108.0 |
6,870.5 |
237.5 |
3.4% |
89.5 |
1.3% |
40% |
False |
False |
109,397 |
| 40 |
7,108.0 |
6,314.0 |
794.0 |
11.4% |
117.9 |
1.7% |
82% |
False |
False |
124,933 |
| 60 |
7,108.0 |
6,081.5 |
1,026.5 |
14.7% |
121.0 |
1.7% |
86% |
False |
False |
128,060 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
123.5 |
1.8% |
88% |
False |
False |
97,823 |
| 100 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
127.2 |
1.8% |
88% |
False |
False |
78,312 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
126.1 |
1.8% |
81% |
False |
False |
65,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,477.9 |
|
2.618 |
7,295.9 |
|
1.618 |
7,184.4 |
|
1.000 |
7,115.5 |
|
0.618 |
7,072.9 |
|
HIGH |
7,004.0 |
|
0.618 |
6,961.4 |
|
0.500 |
6,948.3 |
|
0.382 |
6,935.1 |
|
LOW |
6,892.5 |
|
0.618 |
6,823.6 |
|
1.000 |
6,781.0 |
|
1.618 |
6,712.1 |
|
2.618 |
6,600.6 |
|
4.250 |
6,418.6 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,960.4 |
6,962.5 |
| PP |
6,954.3 |
6,958.5 |
| S1 |
6,948.3 |
6,954.5 |
|