| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,433.0 |
2,518.0 |
85.0 |
3.5% |
2,450.0 |
| High |
2,518.0 |
2,555.0 |
37.0 |
1.5% |
2,555.0 |
| Low |
2,430.0 |
2,518.0 |
88.0 |
3.6% |
2,407.0 |
| Close |
2,507.0 |
2,528.0 |
21.0 |
0.8% |
2,528.0 |
| Range |
88.0 |
37.0 |
-51.0 |
-58.0% |
148.0 |
| ATR |
44.2 |
44.5 |
0.3 |
0.6% |
0.0 |
| Volume |
50,624 |
130,261 |
79,637 |
157.3% |
241,470 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.7 |
2,623.3 |
2,548.4 |
|
| R3 |
2,607.7 |
2,586.3 |
2,538.2 |
|
| R2 |
2,570.7 |
2,570.7 |
2,534.8 |
|
| R1 |
2,549.3 |
2,549.3 |
2,531.4 |
2,560.0 |
| PP |
2,533.7 |
2,533.7 |
2,533.7 |
2,539.0 |
| S1 |
2,512.3 |
2,512.3 |
2,524.6 |
2,523.0 |
| S2 |
2,496.7 |
2,496.7 |
2,521.2 |
|
| S3 |
2,459.7 |
2,475.3 |
2,517.8 |
|
| S4 |
2,422.7 |
2,438.3 |
2,507.7 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.7 |
2,882.3 |
2,609.4 |
|
| R3 |
2,792.7 |
2,734.3 |
2,568.7 |
|
| R2 |
2,644.7 |
2,644.7 |
2,555.1 |
|
| R1 |
2,586.3 |
2,586.3 |
2,541.6 |
2,615.5 |
| PP |
2,496.7 |
2,496.7 |
2,496.7 |
2,511.3 |
| S1 |
2,438.3 |
2,438.3 |
2,514.4 |
2,467.5 |
| S2 |
2,348.7 |
2,348.7 |
2,500.9 |
|
| S3 |
2,200.7 |
2,290.3 |
2,487.3 |
|
| S4 |
2,052.7 |
2,142.3 |
2,446.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,555.0 |
2,386.0 |
169.0 |
6.7% |
49.2 |
1.9% |
84% |
True |
False |
50,936 |
| 10 |
2,555.0 |
2,385.0 |
170.0 |
6.7% |
39.9 |
1.6% |
84% |
True |
False |
25,755 |
| 20 |
2,555.0 |
2,385.0 |
170.0 |
6.7% |
36.0 |
1.4% |
84% |
True |
False |
14,344 |
| 40 |
2,555.0 |
2,115.0 |
440.0 |
17.4% |
44.5 |
1.8% |
94% |
True |
False |
10,600 |
| 60 |
2,555.0 |
2,100.0 |
455.0 |
18.0% |
43.9 |
1.7% |
94% |
True |
False |
10,001 |
| 80 |
2,555.0 |
2,016.0 |
539.0 |
21.3% |
43.6 |
1.7% |
95% |
True |
False |
9,499 |
| 100 |
2,555.0 |
2,016.0 |
539.0 |
21.3% |
44.7 |
1.8% |
95% |
True |
False |
7,689 |
| 120 |
2,555.0 |
2,016.0 |
539.0 |
21.3% |
44.4 |
1.8% |
95% |
True |
False |
6,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.3 |
|
2.618 |
2,651.9 |
|
1.618 |
2,614.9 |
|
1.000 |
2,592.0 |
|
0.618 |
2,577.9 |
|
HIGH |
2,555.0 |
|
0.618 |
2,540.9 |
|
0.500 |
2,536.5 |
|
0.382 |
2,532.1 |
|
LOW |
2,518.0 |
|
0.618 |
2,495.1 |
|
1.000 |
2,481.0 |
|
1.618 |
2,458.1 |
|
2.618 |
2,421.1 |
|
4.250 |
2,360.8 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,536.5 |
2,512.3 |
| PP |
2,533.7 |
2,496.7 |
| S1 |
2,530.8 |
2,481.0 |
|