| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,444.0 |
2,420.0 |
-24.0 |
-1.0% |
2,474.0 |
| High |
2,449.0 |
2,432.0 |
-17.0 |
-0.7% |
2,494.0 |
| Low |
2,422.0 |
2,396.0 |
-26.0 |
-1.1% |
2,403.0 |
| Close |
2,430.0 |
2,407.0 |
-23.0 |
-0.9% |
2,436.0 |
| Range |
27.0 |
36.0 |
9.0 |
33.3% |
91.0 |
| ATR |
44.2 |
43.6 |
-0.6 |
-1.3% |
0.0 |
| Volume |
591,983 |
681,615 |
89,632 |
15.1% |
4,268,971 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.7 |
2,499.3 |
2,426.8 |
|
| R3 |
2,483.7 |
2,463.3 |
2,416.9 |
|
| R2 |
2,447.7 |
2,447.7 |
2,413.6 |
|
| R1 |
2,427.3 |
2,427.3 |
2,410.3 |
2,419.5 |
| PP |
2,411.7 |
2,411.7 |
2,411.7 |
2,407.8 |
| S1 |
2,391.3 |
2,391.3 |
2,403.7 |
2,383.5 |
| S2 |
2,375.7 |
2,375.7 |
2,400.4 |
|
| S3 |
2,339.7 |
2,355.3 |
2,397.1 |
|
| S4 |
2,303.7 |
2,319.3 |
2,387.2 |
|
|
| 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 |
2,462.0 |
2,396.0 |
66.0 |
2.7% |
34.2 |
1.4% |
17% |
False |
True |
678,476 |
| 10 |
2,494.0 |
2,396.0 |
98.0 |
4.1% |
35.5 |
1.5% |
11% |
False |
True |
775,697 |
| 20 |
2,494.0 |
2,258.0 |
236.0 |
9.8% |
40.9 |
1.7% |
63% |
False |
False |
846,835 |
| 40 |
2,494.0 |
2,130.0 |
364.0 |
15.1% |
45.8 |
1.9% |
76% |
False |
False |
999,439 |
| 60 |
2,494.0 |
2,097.0 |
397.0 |
16.5% |
47.1 |
2.0% |
78% |
False |
False |
1,074,177 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.4% |
47.6 |
2.0% |
81% |
False |
False |
810,024 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.4% |
49.2 |
2.0% |
81% |
False |
False |
648,774 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.4% |
48.1 |
2.0% |
74% |
False |
False |
541,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.0 |
|
2.618 |
2,526.2 |
|
1.618 |
2,490.2 |
|
1.000 |
2,468.0 |
|
0.618 |
2,454.2 |
|
HIGH |
2,432.0 |
|
0.618 |
2,418.2 |
|
0.500 |
2,414.0 |
|
0.382 |
2,409.8 |
|
LOW |
2,396.0 |
|
0.618 |
2,373.8 |
|
1.000 |
2,360.0 |
|
1.618 |
2,337.8 |
|
2.618 |
2,301.8 |
|
4.250 |
2,243.0 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,414.0 |
2,427.0 |
| PP |
2,411.7 |
2,420.3 |
| S1 |
2,409.3 |
2,413.7 |
|