| 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 |
6,996.0 |
6,938.0 |
-58.0 |
-0.8% |
6,959.5 |
| High |
7,019.5 |
7,001.5 |
-18.0 |
-0.3% |
7,050.0 |
| Low |
6,926.0 |
6,898.0 |
-28.0 |
-0.4% |
6,875.0 |
| Close |
6,943.5 |
6,968.5 |
25.0 |
0.4% |
6,970.5 |
| Range |
93.5 |
103.5 |
10.0 |
10.7% |
175.0 |
| ATR |
105.0 |
104.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
4,370 |
7,950 |
3,580 |
81.9% |
3,941 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,266.5 |
7,221.0 |
7,025.4 |
|
| R3 |
7,163.0 |
7,117.5 |
6,997.0 |
|
| R2 |
7,059.5 |
7,059.5 |
6,987.5 |
|
| R1 |
7,014.0 |
7,014.0 |
6,978.0 |
7,036.8 |
| PP |
6,956.0 |
6,956.0 |
6,956.0 |
6,967.4 |
| S1 |
6,910.5 |
6,910.5 |
6,959.0 |
6,933.3 |
| S2 |
6,852.5 |
6,852.5 |
6,949.5 |
|
| S3 |
6,749.0 |
6,807.0 |
6,940.0 |
|
| S4 |
6,645.5 |
6,703.5 |
6,911.6 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,490.2 |
7,405.3 |
7,066.8 |
|
| R3 |
7,315.2 |
7,230.3 |
7,018.6 |
|
| R2 |
7,140.2 |
7,140.2 |
7,002.6 |
|
| R1 |
7,055.3 |
7,055.3 |
6,986.5 |
7,097.8 |
| PP |
6,965.2 |
6,965.2 |
6,965.2 |
6,986.4 |
| S1 |
6,880.3 |
6,880.3 |
6,954.5 |
6,922.8 |
| S2 |
6,790.2 |
6,790.2 |
6,938.4 |
|
| S3 |
6,615.2 |
6,705.3 |
6,922.4 |
|
| S4 |
6,440.2 |
6,530.3 |
6,874.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,027.5 |
6,875.0 |
152.5 |
2.2% |
100.0 |
1.4% |
61% |
False |
False |
2,756 |
| 10 |
7,083.5 |
6,875.0 |
208.5 |
3.0% |
95.1 |
1.4% |
45% |
False |
False |
1,708 |
| 20 |
7,105.0 |
6,875.0 |
230.0 |
3.3% |
82.6 |
1.2% |
41% |
False |
False |
1,007 |
| 40 |
7,105.0 |
6,320.0 |
785.0 |
11.3% |
110.5 |
1.6% |
83% |
False |
False |
762 |
| 60 |
7,105.0 |
6,086.0 |
1,019.0 |
14.6% |
110.5 |
1.6% |
87% |
False |
False |
1,167 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
113.1 |
1.6% |
88% |
False |
False |
1,136 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
111.5 |
1.6% |
88% |
False |
False |
920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,441.4 |
|
2.618 |
7,272.5 |
|
1.618 |
7,169.0 |
|
1.000 |
7,105.0 |
|
0.618 |
7,065.5 |
|
HIGH |
7,001.5 |
|
0.618 |
6,962.0 |
|
0.500 |
6,949.8 |
|
0.382 |
6,937.5 |
|
LOW |
6,898.0 |
|
0.618 |
6,834.0 |
|
1.000 |
6,794.5 |
|
1.618 |
6,730.5 |
|
2.618 |
6,627.0 |
|
4.250 |
6,458.1 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,962.3 |
6,964.3 |
| PP |
6,956.0 |
6,960.0 |
| S1 |
6,949.8 |
6,955.8 |
|