| 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 |
2,388.0 |
2,450.0 |
62.0 |
2.6% |
2,420.0 |
| High |
2,433.0 |
2,454.0 |
21.0 |
0.9% |
2,448.0 |
| Low |
2,386.0 |
2,420.0 |
34.0 |
1.4% |
2,385.0 |
| Close |
2,424.0 |
2,427.0 |
3.0 |
0.1% |
2,424.0 |
| Range |
47.0 |
34.0 |
-13.0 |
-27.7% |
63.0 |
| ATR |
41.3 |
40.8 |
-0.5 |
-1.3% |
0.0 |
| Volume |
13,212 |
9,961 |
-3,251 |
-24.6% |
14,947 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,535.7 |
2,515.3 |
2,445.7 |
|
| R3 |
2,501.7 |
2,481.3 |
2,436.4 |
|
| R2 |
2,467.7 |
2,467.7 |
2,433.2 |
|
| R1 |
2,447.3 |
2,447.3 |
2,430.1 |
2,440.5 |
| PP |
2,433.7 |
2,433.7 |
2,433.7 |
2,430.3 |
| S1 |
2,413.3 |
2,413.3 |
2,423.9 |
2,406.5 |
| S2 |
2,399.7 |
2,399.7 |
2,420.8 |
|
| S3 |
2,365.7 |
2,379.3 |
2,417.7 |
|
| S4 |
2,331.7 |
2,345.3 |
2,408.3 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,608.0 |
2,579.0 |
2,458.7 |
|
| R3 |
2,545.0 |
2,516.0 |
2,441.3 |
|
| R2 |
2,482.0 |
2,482.0 |
2,435.6 |
|
| R1 |
2,453.0 |
2,453.0 |
2,429.8 |
2,467.5 |
| PP |
2,419.0 |
2,419.0 |
2,419.0 |
2,426.3 |
| S1 |
2,390.0 |
2,390.0 |
2,418.2 |
2,404.5 |
| S2 |
2,356.0 |
2,356.0 |
2,412.5 |
|
| S3 |
2,293.0 |
2,327.0 |
2,406.7 |
|
| S4 |
2,230.0 |
2,264.0 |
2,389.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,454.0 |
2,385.0 |
69.0 |
2.8% |
32.4 |
1.3% |
61% |
True |
False |
4,924 |
| 10 |
2,482.0 |
2,385.0 |
97.0 |
4.0% |
35.0 |
1.4% |
43% |
False |
False |
3,766 |
| 20 |
2,482.0 |
2,379.0 |
103.0 |
4.2% |
34.2 |
1.4% |
47% |
False |
False |
2,805 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.1% |
42.6 |
1.8% |
85% |
False |
False |
5,270 |
| 60 |
2,482.0 |
2,097.0 |
385.0 |
15.9% |
42.9 |
1.8% |
86% |
False |
False |
7,474 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
43.6 |
1.8% |
88% |
False |
False |
6,655 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
44.5 |
1.8% |
88% |
False |
False |
5,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.5 |
|
2.618 |
2,543.0 |
|
1.618 |
2,509.0 |
|
1.000 |
2,488.0 |
|
0.618 |
2,475.0 |
|
HIGH |
2,454.0 |
|
0.618 |
2,441.0 |
|
0.500 |
2,437.0 |
|
0.382 |
2,433.0 |
|
LOW |
2,420.0 |
|
0.618 |
2,399.0 |
|
1.000 |
2,386.0 |
|
1.618 |
2,365.0 |
|
2.618 |
2,331.0 |
|
4.250 |
2,275.5 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,437.0 |
2,424.5 |
| PP |
2,433.7 |
2,422.0 |
| S1 |
2,430.3 |
2,419.5 |
|