| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,826.50 |
2,822.25 |
-4.25 |
-0.2% |
2,773.00 |
| High |
2,836.25 |
2,823.75 |
-12.50 |
-0.4% |
2,836.25 |
| Low |
2,817.00 |
2,784.50 |
-32.50 |
-1.2% |
2,742.75 |
| Close |
2,823.00 |
2,784.50 |
-38.50 |
-1.4% |
2,823.00 |
| Range |
19.25 |
39.25 |
20.00 |
103.9% |
93.50 |
| ATR |
33.18 |
33.61 |
0.43 |
1.3% |
0.00 |
| Volume |
194,752 |
188,797 |
-5,955 |
-3.1% |
921,494 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.25 |
2,889.25 |
2,806.00 |
|
| R3 |
2,876.00 |
2,850.00 |
2,795.25 |
|
| R2 |
2,836.75 |
2,836.75 |
2,791.75 |
|
| R1 |
2,810.75 |
2,810.75 |
2,788.00 |
2,804.00 |
| PP |
2,797.50 |
2,797.50 |
2,797.50 |
2,794.25 |
| S1 |
2,771.50 |
2,771.50 |
2,781.00 |
2,765.00 |
| S2 |
2,758.25 |
2,758.25 |
2,777.25 |
|
| S3 |
2,719.00 |
2,732.25 |
2,773.75 |
|
| S4 |
2,679.75 |
2,693.00 |
2,763.00 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,081.25 |
3,045.50 |
2,874.50 |
|
| R3 |
2,987.75 |
2,952.00 |
2,848.75 |
|
| R2 |
2,894.25 |
2,894.25 |
2,840.25 |
|
| R1 |
2,858.50 |
2,858.50 |
2,831.50 |
2,876.50 |
| PP |
2,800.75 |
2,800.75 |
2,800.75 |
2,809.50 |
| S1 |
2,765.00 |
2,765.00 |
2,814.50 |
2,783.00 |
| S2 |
2,707.25 |
2,707.25 |
2,805.75 |
|
| S3 |
2,613.75 |
2,671.50 |
2,797.25 |
|
| S4 |
2,520.25 |
2,578.00 |
2,771.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.25 |
2,742.75 |
93.50 |
3.4% |
37.00 |
1.3% |
45% |
False |
False |
222,058 |
| 10 |
2,836.25 |
2,742.75 |
93.50 |
3.4% |
31.50 |
1.1% |
45% |
False |
False |
201,595 |
| 20 |
2,836.25 |
2,705.75 |
130.50 |
4.7% |
30.00 |
1.1% |
60% |
False |
False |
197,677 |
| 40 |
2,836.25 |
2,516.75 |
319.50 |
11.5% |
35.50 |
1.3% |
84% |
False |
False |
214,356 |
| 60 |
2,836.25 |
2,503.50 |
332.75 |
12.0% |
38.50 |
1.4% |
84% |
False |
False |
210,382 |
| 80 |
2,836.25 |
2,418.25 |
418.00 |
15.0% |
41.00 |
1.5% |
88% |
False |
False |
178,167 |
| 100 |
2,836.25 |
2,418.25 |
418.00 |
15.0% |
40.25 |
1.4% |
88% |
False |
False |
142,547 |
| 120 |
2,836.25 |
2,418.25 |
418.00 |
15.0% |
38.50 |
1.4% |
88% |
False |
False |
118,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,990.50 |
|
2.618 |
2,926.50 |
|
1.618 |
2,887.25 |
|
1.000 |
2,863.00 |
|
0.618 |
2,848.00 |
|
HIGH |
2,823.75 |
|
0.618 |
2,808.75 |
|
0.500 |
2,804.00 |
|
0.382 |
2,799.50 |
|
LOW |
2,784.50 |
|
0.618 |
2,760.25 |
|
1.000 |
2,745.25 |
|
1.618 |
2,721.00 |
|
2.618 |
2,681.75 |
|
4.250 |
2,617.75 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,804.00 |
2,801.50 |
| PP |
2,797.50 |
2,795.75 |
| S1 |
2,791.00 |
2,790.00 |
|