| 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 |
1,700.0 |
1,697.3 |
-2.7 |
-0.2% |
1,677.3 |
| High |
1,700.0 |
1,715.5 |
15.5 |
0.9% |
1,697.0 |
| Low |
1,694.4 |
1,697.3 |
2.9 |
0.2% |
1,651.9 |
| Close |
1,696.3 |
1,707.9 |
11.6 |
0.7% |
1,689.7 |
| Range |
5.6 |
18.2 |
12.6 |
225.0% |
45.1 |
| ATR |
16.9 |
17.1 |
0.2 |
1.0% |
0.0 |
| Volume |
2,253 |
1,296 |
-957 |
-42.5% |
4,128 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.5 |
1,752.9 |
1,717.9 |
|
| R3 |
1,743.3 |
1,734.7 |
1,712.9 |
|
| R2 |
1,725.1 |
1,725.1 |
1,711.2 |
|
| R1 |
1,716.5 |
1,716.5 |
1,709.6 |
1,720.8 |
| PP |
1,706.9 |
1,706.9 |
1,706.9 |
1,709.1 |
| S1 |
1,698.3 |
1,698.3 |
1,706.2 |
1,702.6 |
| S2 |
1,688.7 |
1,688.7 |
1,704.6 |
|
| S3 |
1,670.5 |
1,680.1 |
1,702.9 |
|
| S4 |
1,652.3 |
1,661.9 |
1,697.9 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,814.8 |
1,797.4 |
1,714.5 |
|
| R3 |
1,769.7 |
1,752.3 |
1,702.1 |
|
| R2 |
1,724.6 |
1,724.6 |
1,698.0 |
|
| R1 |
1,707.2 |
1,707.2 |
1,693.8 |
1,715.9 |
| PP |
1,679.5 |
1,679.5 |
1,679.5 |
1,683.9 |
| S1 |
1,662.1 |
1,662.1 |
1,685.6 |
1,670.8 |
| S2 |
1,634.4 |
1,634.4 |
1,681.4 |
|
| S3 |
1,589.3 |
1,617.0 |
1,677.3 |
|
| S4 |
1,544.2 |
1,571.9 |
1,664.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,715.5 |
1,651.9 |
63.6 |
3.7% |
18.3 |
1.1% |
88% |
True |
False |
1,219 |
| 10 |
1,715.5 |
1,651.9 |
63.6 |
3.7% |
16.2 |
0.9% |
88% |
True |
False |
1,058 |
| 20 |
1,715.5 |
1,598.0 |
117.5 |
6.9% |
15.6 |
0.9% |
94% |
True |
False |
1,192 |
| 40 |
1,715.5 |
1,564.7 |
150.8 |
8.8% |
15.1 |
0.9% |
95% |
True |
False |
1,093 |
| 60 |
1,715.5 |
1,556.3 |
159.2 |
9.3% |
16.4 |
1.0% |
95% |
True |
False |
956 |
| 80 |
1,715.5 |
1,538.1 |
177.4 |
10.4% |
18.3 |
1.1% |
96% |
True |
False |
1,038 |
| 100 |
1,715.5 |
1,538.1 |
177.4 |
10.4% |
16.7 |
1.0% |
96% |
True |
False |
989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,792.9 |
|
2.618 |
1,763.1 |
|
1.618 |
1,744.9 |
|
1.000 |
1,733.7 |
|
0.618 |
1,726.7 |
|
HIGH |
1,715.5 |
|
0.618 |
1,708.5 |
|
0.500 |
1,706.4 |
|
0.382 |
1,704.3 |
|
LOW |
1,697.3 |
|
0.618 |
1,686.1 |
|
1.000 |
1,679.1 |
|
1.618 |
1,667.9 |
|
2.618 |
1,649.7 |
|
4.250 |
1,620.0 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,707.4 |
1,706.5 |
| PP |
1,706.9 |
1,705.0 |
| S1 |
1,706.4 |
1,703.6 |
|