| Trading Metrics calculated at close of trading on 03-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
03-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1,389.75 |
1,398.75 |
9.00 |
0.6% |
1,404.00 |
| High |
1,405.00 |
1,398.75 |
-6.25 |
-0.4% |
1,408.75 |
| Low |
1,388.75 |
1,395.00 |
6.25 |
0.5% |
1,388.25 |
| Close |
1,398.00 |
1,397.00 |
-1.00 |
-0.1% |
1,398.00 |
| Range |
16.25 |
3.75 |
-12.50 |
-76.9% |
20.50 |
| ATR |
13.57 |
12.87 |
-0.70 |
-5.2% |
0.00 |
| Volume |
6,807 |
6,807 |
0 |
0.0% |
14,735 |
|
| Daily Pivots for day following 03-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.25 |
1,406.25 |
1,399.00 |
|
| R3 |
1,404.50 |
1,402.50 |
1,398.00 |
|
| R2 |
1,400.75 |
1,400.75 |
1,397.75 |
|
| R1 |
1,398.75 |
1,398.75 |
1,397.25 |
1,398.00 |
| PP |
1,397.00 |
1,397.00 |
1,397.00 |
1,396.50 |
| S1 |
1,395.00 |
1,395.00 |
1,396.75 |
1,394.00 |
| S2 |
1,393.25 |
1,393.25 |
1,396.25 |
|
| S3 |
1,389.50 |
1,391.25 |
1,396.00 |
|
| S4 |
1,385.75 |
1,387.50 |
1,395.00 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.75 |
1,449.50 |
1,409.25 |
|
| R3 |
1,439.25 |
1,429.00 |
1,403.75 |
|
| R2 |
1,418.75 |
1,418.75 |
1,401.75 |
|
| R1 |
1,408.50 |
1,408.50 |
1,400.00 |
1,403.50 |
| PP |
1,398.25 |
1,398.25 |
1,398.25 |
1,395.75 |
| S1 |
1,388.00 |
1,388.00 |
1,396.00 |
1,383.00 |
| S2 |
1,377.75 |
1,377.75 |
1,394.25 |
|
| S3 |
1,357.25 |
1,367.50 |
1,392.25 |
|
| S4 |
1,336.75 |
1,347.00 |
1,386.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,405.25 |
1,388.25 |
17.00 |
1.2% |
9.75 |
0.7% |
51% |
False |
False |
3,977 |
| 10 |
1,417.50 |
1,388.00 |
29.50 |
2.1% |
12.00 |
0.9% |
31% |
False |
False |
3,865 |
| 20 |
1,417.50 |
1,381.25 |
36.25 |
2.6% |
11.00 |
0.8% |
43% |
False |
False |
3,124 |
| 40 |
1,417.50 |
1,313.25 |
104.25 |
7.5% |
15.00 |
1.1% |
80% |
False |
False |
2,707 |
| 60 |
1,417.50 |
1,292.00 |
125.50 |
9.0% |
16.75 |
1.2% |
84% |
False |
False |
2,181 |
| 80 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
17.00 |
1.2% |
88% |
False |
False |
1,769 |
| 100 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
15.75 |
1.1% |
88% |
False |
False |
1,479 |
| 120 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
14.50 |
1.0% |
88% |
False |
False |
1,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.75 |
|
2.618 |
1,408.50 |
|
1.618 |
1,404.75 |
|
1.000 |
1,402.50 |
|
0.618 |
1,401.00 |
|
HIGH |
1,398.75 |
|
0.618 |
1,397.25 |
|
0.500 |
1,397.00 |
|
0.382 |
1,396.50 |
|
LOW |
1,395.00 |
|
0.618 |
1,392.75 |
|
1.000 |
1,391.25 |
|
1.618 |
1,389.00 |
|
2.618 |
1,385.25 |
|
4.250 |
1,379.00 |
|
|
| Fisher Pivots for day following 03-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,397.00 |
1,397.00 |
| PP |
1,397.00 |
1,396.75 |
| S1 |
1,397.00 |
1,396.50 |
|