| 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 |
2,450.0 |
2,428.0 |
-22.0 |
-0.9% |
2,420.0 |
| High |
2,454.0 |
2,447.0 |
-7.0 |
-0.3% |
2,448.0 |
| Low |
2,420.0 |
2,407.0 |
-13.0 |
-0.5% |
2,385.0 |
| Close |
2,427.0 |
2,428.0 |
1.0 |
0.0% |
2,424.0 |
| Range |
34.0 |
40.0 |
6.0 |
17.6% |
63.0 |
| ATR |
40.8 |
40.7 |
-0.1 |
-0.1% |
0.0 |
| Volume |
9,961 |
50,624 |
40,663 |
408.2% |
14,947 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.3 |
2,527.7 |
2,450.0 |
|
| R3 |
2,507.3 |
2,487.7 |
2,439.0 |
|
| R2 |
2,467.3 |
2,467.3 |
2,435.3 |
|
| R1 |
2,447.7 |
2,447.7 |
2,431.7 |
2,448.0 |
| PP |
2,427.3 |
2,427.3 |
2,427.3 |
2,427.5 |
| S1 |
2,407.7 |
2,407.7 |
2,424.3 |
2,408.0 |
| S2 |
2,387.3 |
2,387.3 |
2,420.7 |
|
| S3 |
2,347.3 |
2,367.7 |
2,417.0 |
|
| S4 |
2,307.3 |
2,327.7 |
2,406.0 |
|
|
| 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% |
35.6 |
1.5% |
62% |
False |
False |
14,960 |
| 10 |
2,465.0 |
2,385.0 |
80.0 |
3.3% |
36.4 |
1.5% |
54% |
False |
False |
8,523 |
| 20 |
2,482.0 |
2,385.0 |
97.0 |
4.0% |
33.3 |
1.4% |
44% |
False |
False |
5,321 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.1% |
42.6 |
1.8% |
85% |
False |
False |
6,533 |
| 60 |
2,482.0 |
2,098.0 |
384.0 |
15.8% |
43.0 |
1.8% |
86% |
False |
False |
7,818 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
43.3 |
1.8% |
88% |
False |
False |
7,279 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
44.4 |
1.8% |
88% |
False |
False |
5,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,617.0 |
|
2.618 |
2,551.7 |
|
1.618 |
2,511.7 |
|
1.000 |
2,487.0 |
|
0.618 |
2,471.7 |
|
HIGH |
2,447.0 |
|
0.618 |
2,431.7 |
|
0.500 |
2,427.0 |
|
0.382 |
2,422.3 |
|
LOW |
2,407.0 |
|
0.618 |
2,382.3 |
|
1.000 |
2,367.0 |
|
1.618 |
2,342.3 |
|
2.618 |
2,302.3 |
|
4.250 |
2,237.0 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.7 |
2,425.3 |
| PP |
2,427.3 |
2,422.7 |
| S1 |
2,427.0 |
2,420.0 |
|