| 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 |
2,775.25 |
2,767.50 |
-7.75 |
-0.3% |
2,784.00 |
| High |
2,780.75 |
2,829.50 |
48.75 |
1.8% |
2,795.75 |
| Low |
2,757.00 |
2,766.50 |
9.50 |
0.3% |
2,745.25 |
| Close |
2,767.50 |
2,825.50 |
58.00 |
2.1% |
2,771.00 |
| Range |
23.75 |
63.00 |
39.25 |
165.3% |
50.50 |
| ATR |
32.04 |
34.25 |
2.21 |
6.9% |
0.00 |
| Volume |
216,605 |
270,232 |
53,627 |
24.8% |
905,662 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.25 |
2,973.75 |
2,860.25 |
|
| R3 |
2,933.25 |
2,910.75 |
2,842.75 |
|
| R2 |
2,870.25 |
2,870.25 |
2,837.00 |
|
| R1 |
2,847.75 |
2,847.75 |
2,831.25 |
2,859.00 |
| PP |
2,807.25 |
2,807.25 |
2,807.25 |
2,812.75 |
| S1 |
2,784.75 |
2,784.75 |
2,819.75 |
2,796.00 |
| S2 |
2,744.25 |
2,744.25 |
2,814.00 |
|
| S3 |
2,681.25 |
2,721.75 |
2,808.25 |
|
| S4 |
2,618.25 |
2,658.75 |
2,790.75 |
|
|
| 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 |
2,829.50 |
2,742.75 |
86.75 |
3.1% |
39.75 |
1.4% |
95% |
True |
False |
237,000 |
| 10 |
2,829.50 |
2,742.75 |
86.75 |
3.1% |
33.00 |
1.2% |
95% |
True |
False |
203,483 |
| 20 |
2,829.50 |
2,702.25 |
127.25 |
4.5% |
29.00 |
1.0% |
97% |
True |
False |
193,357 |
| 40 |
2,829.50 |
2,516.50 |
313.00 |
11.1% |
36.50 |
1.3% |
99% |
True |
False |
215,326 |
| 60 |
2,829.50 |
2,503.50 |
326.00 |
11.5% |
38.75 |
1.4% |
99% |
True |
False |
214,484 |
| 80 |
2,829.50 |
2,418.25 |
411.25 |
14.6% |
41.25 |
1.5% |
99% |
True |
False |
173,373 |
| 100 |
2,829.50 |
2,418.25 |
411.25 |
14.6% |
40.75 |
1.4% |
99% |
True |
False |
138,714 |
| 120 |
2,829.50 |
2,418.25 |
411.25 |
14.6% |
38.25 |
1.4% |
99% |
True |
False |
115,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,097.25 |
|
2.618 |
2,994.50 |
|
1.618 |
2,931.50 |
|
1.000 |
2,892.50 |
|
0.618 |
2,868.50 |
|
HIGH |
2,829.50 |
|
0.618 |
2,805.50 |
|
0.500 |
2,798.00 |
|
0.382 |
2,790.50 |
|
LOW |
2,766.50 |
|
0.618 |
2,727.50 |
|
1.000 |
2,703.50 |
|
1.618 |
2,664.50 |
|
2.618 |
2,601.50 |
|
4.250 |
2,498.75 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,816.25 |
2,812.50 |
| PP |
2,807.25 |
2,799.25 |
| S1 |
2,798.00 |
2,786.00 |
|