| 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 |
2,773.00 |
2,775.25 |
2.25 |
0.1% |
2,784.00 |
| High |
2,782.75 |
2,780.75 |
-2.00 |
-0.1% |
2,795.75 |
| Low |
2,742.75 |
2,757.00 |
14.25 |
0.5% |
2,745.25 |
| Close |
2,774.50 |
2,767.50 |
-7.00 |
-0.3% |
2,771.00 |
| Range |
40.00 |
23.75 |
-16.25 |
-40.6% |
50.50 |
| ATR |
32.68 |
32.04 |
-0.64 |
-2.0% |
0.00 |
| Volume |
239,905 |
216,605 |
-23,300 |
-9.7% |
905,662 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.75 |
2,827.25 |
2,780.50 |
|
| R3 |
2,816.00 |
2,803.50 |
2,774.00 |
|
| R2 |
2,792.25 |
2,792.25 |
2,771.75 |
|
| R1 |
2,779.75 |
2,779.75 |
2,769.75 |
2,774.00 |
| PP |
2,768.50 |
2,768.50 |
2,768.50 |
2,765.50 |
| S1 |
2,756.00 |
2,756.00 |
2,765.25 |
2,750.50 |
| S2 |
2,744.75 |
2,744.75 |
2,763.25 |
|
| S3 |
2,721.00 |
2,732.25 |
2,761.00 |
|
| S4 |
2,697.25 |
2,708.50 |
2,754.50 |
|
|
| 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% |
31.00 |
1.1% |
52% |
False |
False |
209,788 |
| 10 |
2,795.75 |
2,742.75 |
53.00 |
1.9% |
29.75 |
1.1% |
47% |
False |
False |
201,173 |
| 20 |
2,802.50 |
2,700.75 |
101.75 |
3.7% |
26.75 |
1.0% |
66% |
False |
False |
188,688 |
| 40 |
2,802.50 |
2,516.50 |
286.00 |
10.3% |
36.25 |
1.3% |
88% |
False |
False |
214,278 |
| 60 |
2,802.50 |
2,503.50 |
299.00 |
10.8% |
38.50 |
1.4% |
88% |
False |
False |
215,887 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
40.75 |
1.5% |
91% |
False |
False |
169,996 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
40.50 |
1.5% |
91% |
False |
False |
136,012 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
38.00 |
1.4% |
91% |
False |
False |
113,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.75 |
|
2.618 |
2,843.00 |
|
1.618 |
2,819.25 |
|
1.000 |
2,804.50 |
|
0.618 |
2,795.50 |
|
HIGH |
2,780.75 |
|
0.618 |
2,771.75 |
|
0.500 |
2,769.00 |
|
0.382 |
2,766.00 |
|
LOW |
2,757.00 |
|
0.618 |
2,742.25 |
|
1.000 |
2,733.25 |
|
1.618 |
2,718.50 |
|
2.618 |
2,694.75 |
|
4.250 |
2,656.00 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.00 |
2,766.25 |
| PP |
2,768.50 |
2,765.25 |
| S1 |
2,768.00 |
2,764.00 |
|