| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,761.50 |
2,823.00 |
61.50 |
2.2% |
2,760.50 |
| High |
2,822.50 |
2,829.50 |
7.00 |
0.2% |
2,829.50 |
| Low |
2,761.00 |
2,810.50 |
49.50 |
1.8% |
2,736.25 |
| Close |
2,818.50 |
2,816.00 |
-2.50 |
-0.1% |
2,816.00 |
| Range |
61.50 |
19.00 |
-42.50 |
-69.1% |
93.25 |
| ATR |
30.28 |
29.48 |
-0.81 |
-2.7% |
0.00 |
| Volume |
4,759 |
2,539 |
-2,220 |
-46.6% |
13,330 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.75 |
2,864.75 |
2,826.50 |
|
| R3 |
2,856.75 |
2,845.75 |
2,821.25 |
|
| R2 |
2,837.75 |
2,837.75 |
2,819.50 |
|
| R1 |
2,826.75 |
2,826.75 |
2,817.75 |
2,822.75 |
| PP |
2,818.75 |
2,818.75 |
2,818.75 |
2,816.50 |
| S1 |
2,807.75 |
2,807.75 |
2,814.25 |
2,803.75 |
| S2 |
2,799.75 |
2,799.75 |
2,812.50 |
|
| S3 |
2,780.75 |
2,788.75 |
2,810.75 |
|
| S4 |
2,761.75 |
2,769.75 |
2,805.50 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.75 |
3,038.00 |
2,867.25 |
|
| R3 |
2,980.50 |
2,944.75 |
2,841.75 |
|
| R2 |
2,887.25 |
2,887.25 |
2,833.00 |
|
| R1 |
2,851.50 |
2,851.50 |
2,824.50 |
2,869.50 |
| PP |
2,794.00 |
2,794.00 |
2,794.00 |
2,802.75 |
| S1 |
2,758.25 |
2,758.25 |
2,807.50 |
2,776.00 |
| S2 |
2,700.75 |
2,700.75 |
2,799.00 |
|
| S3 |
2,607.50 |
2,665.00 |
2,790.25 |
|
| S4 |
2,514.25 |
2,571.75 |
2,764.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,829.50 |
2,736.25 |
93.25 |
3.3% |
35.75 |
1.3% |
86% |
True |
False |
2,751 |
| 10 |
2,829.50 |
2,736.25 |
93.25 |
3.3% |
28.50 |
1.0% |
86% |
True |
False |
1,530 |
| 20 |
2,829.50 |
2,701.00 |
128.50 |
4.6% |
26.00 |
0.9% |
89% |
True |
False |
808 |
| 40 |
2,829.50 |
2,513.25 |
316.25 |
11.2% |
28.00 |
1.0% |
96% |
True |
False |
417 |
| 60 |
2,829.50 |
2,506.00 |
323.50 |
11.5% |
26.75 |
1.0% |
96% |
True |
False |
281 |
| 80 |
2,829.50 |
2,442.50 |
387.00 |
13.7% |
22.75 |
0.8% |
97% |
True |
False |
211 |
| 100 |
2,829.50 |
2,442.50 |
387.00 |
13.7% |
20.75 |
0.7% |
97% |
True |
False |
169 |
| 120 |
2,829.50 |
2,442.50 |
387.00 |
13.7% |
19.00 |
0.7% |
97% |
True |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,910.25 |
|
2.618 |
2,879.25 |
|
1.618 |
2,860.25 |
|
1.000 |
2,848.50 |
|
0.618 |
2,841.25 |
|
HIGH |
2,829.50 |
|
0.618 |
2,822.25 |
|
0.500 |
2,820.00 |
|
0.382 |
2,817.75 |
|
LOW |
2,810.50 |
|
0.618 |
2,798.75 |
|
1.000 |
2,791.50 |
|
1.618 |
2,779.75 |
|
2.618 |
2,760.75 |
|
4.250 |
2,729.75 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,820.00 |
2,807.50 |
| PP |
2,818.75 |
2,799.00 |
| S1 |
2,817.25 |
2,790.50 |
|