| 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 |
2,428.0 |
2,433.0 |
5.0 |
0.2% |
2,420.0 |
| High |
2,447.0 |
2,518.0 |
71.0 |
2.9% |
2,448.0 |
| Low |
2,407.0 |
2,430.0 |
23.0 |
1.0% |
2,385.0 |
| Close |
2,428.0 |
2,507.0 |
79.0 |
3.3% |
2,424.0 |
| Range |
40.0 |
88.0 |
48.0 |
120.0% |
63.0 |
| ATR |
40.7 |
44.2 |
3.5 |
8.6% |
0.0 |
| Volume |
50,624 |
50,624 |
0 |
0.0% |
14,947 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.0 |
2,716.0 |
2,555.4 |
|
| R3 |
2,661.0 |
2,628.0 |
2,531.2 |
|
| R2 |
2,573.0 |
2,573.0 |
2,523.1 |
|
| R1 |
2,540.0 |
2,540.0 |
2,515.1 |
2,556.5 |
| PP |
2,485.0 |
2,485.0 |
2,485.0 |
2,493.3 |
| S1 |
2,452.0 |
2,452.0 |
2,498.9 |
2,468.5 |
| S2 |
2,397.0 |
2,397.0 |
2,490.9 |
|
| S3 |
2,309.0 |
2,364.0 |
2,482.8 |
|
| S4 |
2,221.0 |
2,276.0 |
2,458.6 |
|
|
| 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 |
2,518.0 |
2,385.0 |
133.0 |
5.3% |
48.2 |
1.9% |
92% |
True |
False |
25,000 |
| 10 |
2,518.0 |
2,385.0 |
133.0 |
5.3% |
42.5 |
1.7% |
92% |
True |
False |
13,296 |
| 20 |
2,518.0 |
2,385.0 |
133.0 |
5.3% |
36.3 |
1.4% |
92% |
True |
False |
7,846 |
| 40 |
2,518.0 |
2,115.0 |
403.0 |
16.1% |
44.1 |
1.8% |
97% |
True |
False |
7,796 |
| 60 |
2,518.0 |
2,098.0 |
420.0 |
16.8% |
43.9 |
1.7% |
97% |
True |
False |
8,098 |
| 80 |
2,518.0 |
2,016.0 |
502.0 |
20.0% |
43.8 |
1.7% |
98% |
True |
False |
7,895 |
| 100 |
2,518.0 |
2,016.0 |
502.0 |
20.0% |
44.7 |
1.8% |
98% |
True |
False |
6,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.0 |
|
2.618 |
2,748.4 |
|
1.618 |
2,660.4 |
|
1.000 |
2,606.0 |
|
0.618 |
2,572.4 |
|
HIGH |
2,518.0 |
|
0.618 |
2,484.4 |
|
0.500 |
2,474.0 |
|
0.382 |
2,463.6 |
|
LOW |
2,430.0 |
|
0.618 |
2,375.6 |
|
1.000 |
2,342.0 |
|
1.618 |
2,287.6 |
|
2.618 |
2,199.6 |
|
4.250 |
2,056.0 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,496.0 |
2,492.2 |
| PP |
2,485.0 |
2,477.3 |
| S1 |
2,474.0 |
2,462.5 |
|