| 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 |
2,518.0 |
2,524.0 |
6.0 |
0.2% |
2,450.0 |
| High |
2,555.0 |
2,529.0 |
-26.0 |
-1.0% |
2,555.0 |
| Low |
2,518.0 |
2,503.0 |
-15.0 |
-0.6% |
2,407.0 |
| Close |
2,528.0 |
2,519.0 |
-9.0 |
-0.4% |
2,528.0 |
| Range |
37.0 |
26.0 |
-11.0 |
-29.7% |
148.0 |
| ATR |
44.5 |
43.2 |
-1.3 |
-3.0% |
0.0 |
| Volume |
130,261 |
93,703 |
-36,558 |
-28.1% |
241,470 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.0 |
2,583.0 |
2,533.3 |
|
| R3 |
2,569.0 |
2,557.0 |
2,526.2 |
|
| R2 |
2,543.0 |
2,543.0 |
2,523.8 |
|
| R1 |
2,531.0 |
2,531.0 |
2,521.4 |
2,524.0 |
| PP |
2,517.0 |
2,517.0 |
2,517.0 |
2,513.5 |
| S1 |
2,505.0 |
2,505.0 |
2,516.6 |
2,498.0 |
| S2 |
2,491.0 |
2,491.0 |
2,514.2 |
|
| S3 |
2,465.0 |
2,479.0 |
2,511.9 |
|
| S4 |
2,439.0 |
2,453.0 |
2,504.7 |
|
|
| 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 |
2,407.0 |
148.0 |
5.9% |
45.0 |
1.8% |
76% |
False |
False |
67,034 |
| 10 |
2,555.0 |
2,385.0 |
170.0 |
6.7% |
39.1 |
1.6% |
79% |
False |
False |
35,012 |
| 20 |
2,555.0 |
2,385.0 |
170.0 |
6.7% |
35.9 |
1.4% |
79% |
False |
False |
19,015 |
| 40 |
2,555.0 |
2,115.0 |
440.0 |
17.5% |
44.3 |
1.8% |
92% |
False |
False |
12,940 |
| 60 |
2,555.0 |
2,100.0 |
455.0 |
18.1% |
43.8 |
1.7% |
92% |
False |
False |
11,284 |
| 80 |
2,555.0 |
2,016.0 |
539.0 |
21.4% |
43.2 |
1.7% |
93% |
False |
False |
10,669 |
| 100 |
2,555.0 |
2,016.0 |
539.0 |
21.4% |
44.2 |
1.8% |
93% |
False |
False |
8,626 |
| 120 |
2,555.0 |
2,016.0 |
539.0 |
21.4% |
44.5 |
1.8% |
93% |
False |
False |
7,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,639.5 |
|
2.618 |
2,597.1 |
|
1.618 |
2,571.1 |
|
1.000 |
2,555.0 |
|
0.618 |
2,545.1 |
|
HIGH |
2,529.0 |
|
0.618 |
2,519.1 |
|
0.500 |
2,516.0 |
|
0.382 |
2,512.9 |
|
LOW |
2,503.0 |
|
0.618 |
2,486.9 |
|
1.000 |
2,477.0 |
|
1.618 |
2,460.9 |
|
2.618 |
2,434.9 |
|
4.250 |
2,392.5 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.0 |
2,510.2 |
| PP |
2,517.0 |
2,501.3 |
| S1 |
2,516.0 |
2,492.5 |
|