| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,823.00 |
2,815.00 |
-8.00 |
-0.3% |
2,760.50 |
| High |
2,829.50 |
2,816.00 |
-13.50 |
-0.5% |
2,829.50 |
| Low |
2,810.50 |
2,777.50 |
-33.00 |
-1.2% |
2,736.25 |
| Close |
2,816.00 |
2,777.50 |
-38.50 |
-1.4% |
2,816.00 |
| Range |
19.00 |
38.50 |
19.50 |
102.6% |
93.25 |
| ATR |
29.48 |
30.12 |
0.64 |
2.2% |
0.00 |
| Volume |
2,539 |
5,218 |
2,679 |
105.5% |
13,330 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.75 |
2,880.25 |
2,798.75 |
|
| R3 |
2,867.25 |
2,841.75 |
2,788.00 |
|
| R2 |
2,828.75 |
2,828.75 |
2,784.50 |
|
| R1 |
2,803.25 |
2,803.25 |
2,781.00 |
2,796.75 |
| PP |
2,790.25 |
2,790.25 |
2,790.25 |
2,787.00 |
| S1 |
2,764.75 |
2,764.75 |
2,774.00 |
2,758.25 |
| S2 |
2,751.75 |
2,751.75 |
2,770.50 |
|
| S3 |
2,713.25 |
2,726.25 |
2,767.00 |
|
| S4 |
2,674.75 |
2,687.75 |
2,756.25 |
|
|
| 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 |
3.4% |
35.75 |
1.3% |
44% |
False |
False |
3,709 |
| 10 |
2,829.50 |
2,736.25 |
93.25 |
3.4% |
29.50 |
1.1% |
44% |
False |
False |
2,042 |
| 20 |
2,829.50 |
2,702.75 |
126.75 |
4.6% |
27.50 |
1.0% |
59% |
False |
False |
1,068 |
| 40 |
2,829.50 |
2,513.25 |
316.25 |
11.4% |
28.25 |
1.0% |
84% |
False |
False |
548 |
| 60 |
2,829.50 |
2,506.00 |
323.50 |
11.6% |
27.50 |
1.0% |
84% |
False |
False |
368 |
| 80 |
2,829.50 |
2,442.50 |
387.00 |
13.9% |
23.25 |
0.8% |
87% |
False |
False |
276 |
| 100 |
2,829.50 |
2,442.50 |
387.00 |
13.9% |
21.00 |
0.8% |
87% |
False |
False |
221 |
| 120 |
2,829.50 |
2,442.50 |
387.00 |
13.9% |
19.25 |
0.7% |
87% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.50 |
|
2.618 |
2,916.75 |
|
1.618 |
2,878.25 |
|
1.000 |
2,854.50 |
|
0.618 |
2,839.75 |
|
HIGH |
2,816.00 |
|
0.618 |
2,801.25 |
|
0.500 |
2,796.75 |
|
0.382 |
2,792.25 |
|
LOW |
2,777.50 |
|
0.618 |
2,753.75 |
|
1.000 |
2,739.00 |
|
1.618 |
2,715.25 |
|
2.618 |
2,676.75 |
|
4.250 |
2,614.00 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.75 |
2,795.25 |
| PP |
2,790.25 |
2,789.25 |
| S1 |
2,784.00 |
2,783.50 |
|