| 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 |
2,760.50 |
2,759.25 |
-1.25 |
0.0% |
2,780.25 |
| High |
2,775.50 |
2,772.00 |
-3.50 |
-0.1% |
2,787.75 |
| Low |
2,736.25 |
2,751.25 |
15.00 |
0.5% |
2,739.50 |
| Close |
2,767.50 |
2,760.50 |
-7.00 |
-0.3% |
2,763.50 |
| Range |
39.25 |
20.75 |
-18.50 |
-47.1% |
48.25 |
| ATR |
28.39 |
27.84 |
-0.55 |
-1.9% |
0.00 |
| Volume |
4,831 |
1,201 |
-3,630 |
-75.1% |
1,880 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.50 |
2,812.75 |
2,772.00 |
|
| R3 |
2,802.75 |
2,792.00 |
2,766.25 |
|
| R2 |
2,782.00 |
2,782.00 |
2,764.25 |
|
| R1 |
2,771.25 |
2,771.25 |
2,762.50 |
2,776.50 |
| PP |
2,761.25 |
2,761.25 |
2,761.25 |
2,764.00 |
| S1 |
2,750.50 |
2,750.50 |
2,758.50 |
2,756.00 |
| S2 |
2,740.50 |
2,740.50 |
2,756.75 |
|
| S3 |
2,719.75 |
2,729.75 |
2,754.75 |
|
| S4 |
2,699.00 |
2,709.00 |
2,749.00 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.25 |
2,884.25 |
2,790.00 |
|
| R3 |
2,860.00 |
2,836.00 |
2,776.75 |
|
| R2 |
2,811.75 |
2,811.75 |
2,772.25 |
|
| R1 |
2,787.75 |
2,787.75 |
2,768.00 |
2,775.50 |
| PP |
2,763.50 |
2,763.50 |
2,763.50 |
2,757.50 |
| S1 |
2,739.50 |
2,739.50 |
2,759.00 |
2,727.50 |
| S2 |
2,715.25 |
2,715.25 |
2,754.75 |
|
| S3 |
2,667.00 |
2,691.25 |
2,750.25 |
|
| S4 |
2,618.75 |
2,643.00 |
2,737.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,782.00 |
2,736.25 |
45.75 |
1.7% |
28.25 |
1.0% |
53% |
False |
False |
1,467 |
| 10 |
2,787.75 |
2,736.25 |
51.50 |
1.9% |
27.00 |
1.0% |
47% |
False |
False |
814 |
| 20 |
2,794.75 |
2,699.25 |
95.50 |
3.5% |
23.00 |
0.8% |
64% |
False |
False |
443 |
| 40 |
2,794.75 |
2,510.25 |
284.50 |
10.3% |
27.25 |
1.0% |
88% |
False |
False |
235 |
| 60 |
2,794.75 |
2,506.00 |
288.75 |
10.5% |
25.75 |
0.9% |
88% |
False |
False |
159 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
22.25 |
0.8% |
90% |
False |
False |
120 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
20.75 |
0.7% |
90% |
False |
False |
96 |
| 120 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
18.50 |
0.7% |
90% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.25 |
|
2.618 |
2,826.25 |
|
1.618 |
2,805.50 |
|
1.000 |
2,792.75 |
|
0.618 |
2,784.75 |
|
HIGH |
2,772.00 |
|
0.618 |
2,764.00 |
|
0.500 |
2,761.50 |
|
0.382 |
2,759.25 |
|
LOW |
2,751.25 |
|
0.618 |
2,738.50 |
|
1.000 |
2,730.50 |
|
1.618 |
2,717.75 |
|
2.618 |
2,697.00 |
|
4.250 |
2,663.00 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.50 |
2,759.25 |
| PP |
2,761.25 |
2,758.00 |
| S1 |
2,761.00 |
2,757.00 |
|