| 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 |
6,938.0 |
6,994.0 |
56.0 |
0.8% |
6,959.5 |
| High |
7,001.5 |
7,175.5 |
174.0 |
2.5% |
7,050.0 |
| Low |
6,898.0 |
6,983.0 |
85.0 |
1.2% |
6,875.0 |
| Close |
6,968.5 |
7,161.5 |
193.0 |
2.8% |
6,970.5 |
| Range |
103.5 |
192.5 |
89.0 |
86.0% |
175.0 |
| ATR |
104.9 |
112.2 |
7.3 |
6.9% |
0.0 |
| Volume |
7,950 |
7,950 |
0 |
0.0% |
3,941 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,684.2 |
7,615.3 |
7,267.4 |
|
| R3 |
7,491.7 |
7,422.8 |
7,214.4 |
|
| R2 |
7,299.2 |
7,299.2 |
7,196.8 |
|
| R1 |
7,230.3 |
7,230.3 |
7,179.1 |
7,264.8 |
| PP |
7,106.7 |
7,106.7 |
7,106.7 |
7,123.9 |
| S1 |
7,037.8 |
7,037.8 |
7,143.9 |
7,072.3 |
| S2 |
6,914.2 |
6,914.2 |
7,126.2 |
|
| S3 |
6,721.7 |
6,845.3 |
7,108.6 |
|
| S4 |
6,529.2 |
6,652.8 |
7,055.6 |
|
|
| 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 |
7,175.5 |
6,875.0 |
300.5 |
4.2% |
122.6 |
1.7% |
95% |
True |
False |
4,283 |
| 10 |
7,175.5 |
6,875.0 |
300.5 |
4.2% |
109.2 |
1.5% |
95% |
True |
False |
2,486 |
| 20 |
7,175.5 |
6,875.0 |
300.5 |
4.2% |
89.7 |
1.3% |
95% |
True |
False |
1,399 |
| 40 |
7,175.5 |
6,320.0 |
855.5 |
11.9% |
113.5 |
1.6% |
98% |
True |
False |
959 |
| 60 |
7,175.5 |
6,086.0 |
1,089.5 |
15.2% |
111.5 |
1.6% |
99% |
True |
False |
1,130 |
| 80 |
7,175.5 |
5,924.0 |
1,251.5 |
17.5% |
113.8 |
1.6% |
99% |
True |
False |
1,234 |
| 100 |
7,175.5 |
5,924.0 |
1,251.5 |
17.5% |
111.6 |
1.6% |
99% |
True |
False |
999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,993.6 |
|
2.618 |
7,679.5 |
|
1.618 |
7,487.0 |
|
1.000 |
7,368.0 |
|
0.618 |
7,294.5 |
|
HIGH |
7,175.5 |
|
0.618 |
7,102.0 |
|
0.500 |
7,079.3 |
|
0.382 |
7,056.5 |
|
LOW |
6,983.0 |
|
0.618 |
6,864.0 |
|
1.000 |
6,790.5 |
|
1.618 |
6,671.5 |
|
2.618 |
6,479.0 |
|
4.250 |
6,164.9 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,134.1 |
7,119.9 |
| PP |
7,106.7 |
7,078.3 |
| S1 |
7,079.3 |
7,036.8 |
|