| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,446.0 |
2,444.0 |
-2.0 |
-0.1% |
2,474.0 |
| High |
2,458.0 |
2,449.0 |
-9.0 |
-0.4% |
2,494.0 |
| Low |
2,431.0 |
2,422.0 |
-9.0 |
-0.4% |
2,403.0 |
| Close |
2,441.0 |
2,430.0 |
-11.0 |
-0.5% |
2,436.0 |
| Range |
27.0 |
27.0 |
0.0 |
0.0% |
91.0 |
| ATR |
45.5 |
44.2 |
-1.3 |
-2.9% |
0.0 |
| Volume |
754,765 |
591,983 |
-162,782 |
-21.6% |
4,268,971 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.7 |
2,499.3 |
2,444.9 |
|
| R3 |
2,487.7 |
2,472.3 |
2,437.4 |
|
| R2 |
2,460.7 |
2,460.7 |
2,435.0 |
|
| R1 |
2,445.3 |
2,445.3 |
2,432.5 |
2,439.5 |
| PP |
2,433.7 |
2,433.7 |
2,433.7 |
2,430.8 |
| S1 |
2,418.3 |
2,418.3 |
2,427.5 |
2,412.5 |
| S2 |
2,406.7 |
2,406.7 |
2,425.1 |
|
| S3 |
2,379.7 |
2,391.3 |
2,422.6 |
|
| S4 |
2,352.7 |
2,364.3 |
2,415.2 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.3 |
2,667.7 |
2,486.1 |
|
| R3 |
2,626.3 |
2,576.7 |
2,461.0 |
|
| R2 |
2,535.3 |
2,535.3 |
2,452.7 |
|
| R1 |
2,485.7 |
2,485.7 |
2,444.3 |
2,465.0 |
| PP |
2,444.3 |
2,444.3 |
2,444.3 |
2,434.0 |
| S1 |
2,394.7 |
2,394.7 |
2,427.7 |
2,374.0 |
| S2 |
2,353.3 |
2,353.3 |
2,419.3 |
|
| S3 |
2,262.3 |
2,303.7 |
2,411.0 |
|
| S4 |
2,171.3 |
2,212.7 |
2,386.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,478.0 |
2,403.0 |
75.0 |
3.1% |
40.2 |
1.7% |
36% |
False |
False |
734,336 |
| 10 |
2,494.0 |
2,403.0 |
91.0 |
3.7% |
36.6 |
1.5% |
30% |
False |
False |
792,818 |
| 20 |
2,494.0 |
2,243.0 |
251.0 |
10.3% |
45.5 |
1.9% |
75% |
False |
False |
910,874 |
| 40 |
2,494.0 |
2,130.0 |
364.0 |
15.0% |
46.7 |
1.9% |
82% |
False |
False |
1,020,356 |
| 60 |
2,494.0 |
2,081.0 |
413.0 |
17.0% |
47.4 |
2.0% |
85% |
False |
False |
1,063,604 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.3% |
47.8 |
2.0% |
86% |
False |
False |
802,124 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.3% |
49.6 |
2.0% |
86% |
False |
False |
641,965 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.2% |
47.9 |
2.0% |
78% |
False |
False |
535,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.8 |
|
2.618 |
2,519.7 |
|
1.618 |
2,492.7 |
|
1.000 |
2,476.0 |
|
0.618 |
2,465.7 |
|
HIGH |
2,449.0 |
|
0.618 |
2,438.7 |
|
0.500 |
2,435.5 |
|
0.382 |
2,432.3 |
|
LOW |
2,422.0 |
|
0.618 |
2,405.3 |
|
1.000 |
2,395.0 |
|
1.618 |
2,378.3 |
|
2.618 |
2,351.3 |
|
4.250 |
2,307.3 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,435.5 |
2,440.0 |
| PP |
2,433.7 |
2,436.7 |
| S1 |
2,431.8 |
2,433.3 |
|