| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,038 |
13,159 |
121 |
0.9% |
13,249 |
| High |
13,162 |
13,186 |
24 |
0.2% |
13,308 |
| Low |
13,011 |
13,101 |
90 |
0.7% |
13,011 |
| Close |
13,156 |
13,107 |
-49 |
-0.4% |
13,156 |
| Range |
151 |
85 |
-66 |
-43.7% |
297 |
| ATR |
139 |
135 |
-4 |
-2.8% |
0 |
| Volume |
106,092 |
74,989 |
-31,103 |
-29.3% |
522,444 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,386 |
13,332 |
13,154 |
|
| R3 |
13,301 |
13,247 |
13,131 |
|
| R2 |
13,216 |
13,216 |
13,123 |
|
| R1 |
13,162 |
13,162 |
13,115 |
13,147 |
| PP |
13,131 |
13,131 |
13,131 |
13,124 |
| S1 |
13,077 |
13,077 |
13,099 |
13,062 |
| S2 |
13,046 |
13,046 |
13,092 |
|
| S3 |
12,961 |
12,992 |
13,084 |
|
| S4 |
12,876 |
12,907 |
13,060 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,049 |
13,900 |
13,319 |
|
| R3 |
13,752 |
13,603 |
13,238 |
|
| R2 |
13,455 |
13,455 |
13,211 |
|
| R1 |
13,306 |
13,306 |
13,183 |
13,232 |
| PP |
13,158 |
13,158 |
13,158 |
13,122 |
| S1 |
13,009 |
13,009 |
13,129 |
12,935 |
| S2 |
12,861 |
12,861 |
13,102 |
|
| S3 |
12,564 |
12,712 |
13,074 |
|
| S4 |
12,267 |
12,415 |
12,993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,308 |
13,011 |
297 |
2.3% |
136 |
1.0% |
32% |
False |
False |
105,691 |
| 10 |
13,308 |
13,011 |
297 |
2.3% |
107 |
0.8% |
32% |
False |
False |
92,639 |
| 20 |
13,308 |
12,721 |
587 |
4.5% |
128 |
1.0% |
66% |
False |
False |
95,109 |
| 40 |
13,308 |
12,425 |
883 |
6.7% |
150 |
1.1% |
77% |
False |
False |
104,596 |
| 60 |
13,308 |
11,884 |
1,424 |
10.9% |
165 |
1.3% |
86% |
False |
False |
108,143 |
| 80 |
13,308 |
11,884 |
1,424 |
10.9% |
162 |
1.2% |
86% |
False |
False |
81,157 |
| 100 |
13,308 |
11,884 |
1,424 |
10.9% |
145 |
1.1% |
86% |
False |
False |
64,927 |
| 120 |
13,308 |
11,884 |
1,424 |
10.9% |
133 |
1.0% |
86% |
False |
False |
54,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,547 |
|
2.618 |
13,409 |
|
1.618 |
13,324 |
|
1.000 |
13,271 |
|
0.618 |
13,239 |
|
HIGH |
13,186 |
|
0.618 |
13,154 |
|
0.500 |
13,144 |
|
0.382 |
13,134 |
|
LOW |
13,101 |
|
0.618 |
13,049 |
|
1.000 |
13,016 |
|
1.618 |
12,964 |
|
2.618 |
12,879 |
|
4.250 |
12,740 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,144 |
13,113 |
| PP |
13,131 |
13,111 |
| S1 |
13,119 |
13,109 |
|