| 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 |
6,943.5 |
6,990.5 |
47.0 |
0.7% |
6,968.5 |
| High |
7,004.0 |
7,174.5 |
170.5 |
2.4% |
7,051.5 |
| Low |
6,892.5 |
6,977.5 |
85.0 |
1.2% |
6,870.5 |
| Close |
6,966.5 |
7,158.5 |
192.0 |
2.8% |
6,969.5 |
| Range |
111.5 |
197.0 |
85.5 |
76.7% |
181.0 |
| ATR |
111.5 |
118.4 |
6.9 |
6.2% |
0.0 |
| Volume |
178,713 |
178,713 |
0 |
0.0% |
522,540 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,694.5 |
7,623.5 |
7,266.9 |
|
| R3 |
7,497.5 |
7,426.5 |
7,212.7 |
|
| R2 |
7,300.5 |
7,300.5 |
7,194.6 |
|
| R1 |
7,229.5 |
7,229.5 |
7,176.6 |
7,265.0 |
| PP |
7,103.5 |
7,103.5 |
7,103.5 |
7,121.3 |
| S1 |
7,032.5 |
7,032.5 |
7,140.4 |
7,068.0 |
| S2 |
6,906.5 |
6,906.5 |
7,122.4 |
|
| S3 |
6,709.5 |
6,835.5 |
7,104.3 |
|
| S4 |
6,512.5 |
6,638.5 |
7,050.2 |
|
|
| 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 |
7,174.5 |
6,870.5 |
304.0 |
4.2% |
128.6 |
1.8% |
95% |
True |
False |
147,634 |
| 10 |
7,174.5 |
6,870.5 |
304.0 |
4.2% |
116.0 |
1.6% |
95% |
True |
False |
126,273 |
| 20 |
7,174.5 |
6,870.5 |
304.0 |
4.2% |
96.1 |
1.3% |
95% |
True |
False |
112,997 |
| 40 |
7,174.5 |
6,314.0 |
860.5 |
12.0% |
120.3 |
1.7% |
98% |
True |
False |
126,483 |
| 60 |
7,174.5 |
6,081.5 |
1,093.0 |
15.3% |
122.1 |
1.7% |
99% |
True |
False |
129,922 |
| 80 |
7,174.5 |
5,917.5 |
1,257.0 |
17.6% |
124.1 |
1.7% |
99% |
True |
False |
100,050 |
| 100 |
7,174.5 |
5,917.5 |
1,257.0 |
17.6% |
127.8 |
1.8% |
99% |
True |
False |
80,097 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.2% |
127.0 |
1.8% |
95% |
False |
False |
66,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,011.8 |
|
2.618 |
7,690.2 |
|
1.618 |
7,493.2 |
|
1.000 |
7,371.5 |
|
0.618 |
7,296.2 |
|
HIGH |
7,174.5 |
|
0.618 |
7,099.2 |
|
0.500 |
7,076.0 |
|
0.382 |
7,052.8 |
|
LOW |
6,977.5 |
|
0.618 |
6,855.8 |
|
1.000 |
6,780.5 |
|
1.618 |
6,658.8 |
|
2.618 |
6,461.8 |
|
4.250 |
6,140.3 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,131.0 |
7,116.8 |
| PP |
7,103.5 |
7,075.2 |
| S1 |
7,076.0 |
7,033.5 |
|