| 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 |
2,755.00 |
2,773.00 |
18.00 |
0.7% |
2,784.00 |
| High |
2,785.25 |
2,782.75 |
-2.50 |
-0.1% |
2,795.75 |
| Low |
2,745.25 |
2,742.75 |
-2.50 |
-0.1% |
2,745.25 |
| Close |
2,771.00 |
2,774.50 |
3.50 |
0.1% |
2,771.00 |
| Range |
40.00 |
40.00 |
0.00 |
0.0% |
50.50 |
| ATR |
32.11 |
32.68 |
0.56 |
1.8% |
0.00 |
| Volume |
293,090 |
239,905 |
-53,185 |
-18.1% |
905,662 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.75 |
2,870.50 |
2,796.50 |
|
| R3 |
2,846.75 |
2,830.50 |
2,785.50 |
|
| R2 |
2,806.75 |
2,806.75 |
2,781.75 |
|
| R1 |
2,790.50 |
2,790.50 |
2,778.25 |
2,798.50 |
| PP |
2,766.75 |
2,766.75 |
2,766.75 |
2,770.75 |
| S1 |
2,750.50 |
2,750.50 |
2,770.75 |
2,758.50 |
| S2 |
2,726.75 |
2,726.75 |
2,767.25 |
|
| S3 |
2,686.75 |
2,710.50 |
2,763.50 |
|
| S4 |
2,646.75 |
2,670.50 |
2,752.50 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.25 |
2,897.00 |
2,798.75 |
|
| R3 |
2,871.75 |
2,846.50 |
2,785.00 |
|
| R2 |
2,821.25 |
2,821.25 |
2,780.25 |
|
| R1 |
2,796.00 |
2,796.00 |
2,775.75 |
2,783.50 |
| PP |
2,770.75 |
2,770.75 |
2,770.75 |
2,764.25 |
| S1 |
2,745.50 |
2,745.50 |
2,766.25 |
2,733.00 |
| S2 |
2,720.25 |
2,720.25 |
2,761.75 |
|
| S3 |
2,669.75 |
2,695.00 |
2,757.00 |
|
| S4 |
2,619.25 |
2,644.50 |
2,743.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.50 |
2,742.75 |
47.75 |
1.7% |
30.25 |
1.1% |
66% |
False |
True |
201,074 |
| 10 |
2,802.50 |
2,742.75 |
59.75 |
2.2% |
31.50 |
1.1% |
53% |
False |
True |
203,738 |
| 20 |
2,802.50 |
2,686.25 |
116.25 |
4.2% |
27.50 |
1.0% |
76% |
False |
False |
187,208 |
| 40 |
2,802.50 |
2,516.50 |
286.00 |
10.3% |
37.00 |
1.3% |
90% |
False |
False |
215,120 |
| 60 |
2,802.50 |
2,503.50 |
299.00 |
10.8% |
39.50 |
1.4% |
91% |
False |
False |
218,195 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
40.75 |
1.5% |
93% |
False |
False |
167,288 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
40.50 |
1.5% |
93% |
False |
False |
133,846 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
38.00 |
1.4% |
93% |
False |
False |
111,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.75 |
|
2.618 |
2,887.50 |
|
1.618 |
2,847.50 |
|
1.000 |
2,822.75 |
|
0.618 |
2,807.50 |
|
HIGH |
2,782.75 |
|
0.618 |
2,767.50 |
|
0.500 |
2,762.75 |
|
0.382 |
2,758.00 |
|
LOW |
2,742.75 |
|
0.618 |
2,718.00 |
|
1.000 |
2,702.75 |
|
1.618 |
2,678.00 |
|
2.618 |
2,638.00 |
|
4.250 |
2,572.75 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.50 |
2,771.00 |
| PP |
2,766.75 |
2,767.50 |
| S1 |
2,762.75 |
2,764.00 |
|