| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,159 |
13,104 |
-55 |
-0.4% |
13,249 |
| High |
13,186 |
13,135 |
-51 |
-0.4% |
13,308 |
| Low |
13,101 |
13,064 |
-37 |
-0.3% |
13,011 |
| Close |
13,107 |
13,086 |
-21 |
-0.2% |
13,156 |
| Range |
85 |
71 |
-14 |
-16.5% |
297 |
| ATR |
135 |
131 |
-5 |
-3.4% |
0 |
| Volume |
74,989 |
90,855 |
15,866 |
21.2% |
522,444 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,308 |
13,268 |
13,125 |
|
| R3 |
13,237 |
13,197 |
13,106 |
|
| R2 |
13,166 |
13,166 |
13,099 |
|
| R1 |
13,126 |
13,126 |
13,093 |
13,111 |
| PP |
13,095 |
13,095 |
13,095 |
13,087 |
| S1 |
13,055 |
13,055 |
13,080 |
13,040 |
| S2 |
13,024 |
13,024 |
13,073 |
|
| S3 |
12,953 |
12,984 |
13,067 |
|
| S4 |
12,882 |
12,913 |
13,047 |
|
|
| 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 |
13,215 |
13,011 |
204 |
1.6% |
121 |
0.9% |
37% |
False |
False |
103,095 |
| 10 |
13,308 |
13,011 |
297 |
2.3% |
106 |
0.8% |
25% |
False |
False |
92,802 |
| 20 |
13,308 |
12,721 |
587 |
4.5% |
125 |
1.0% |
62% |
False |
False |
94,431 |
| 40 |
13,308 |
12,425 |
883 |
6.7% |
149 |
1.1% |
75% |
False |
False |
103,931 |
| 60 |
13,308 |
11,961 |
1,347 |
10.3% |
164 |
1.2% |
84% |
False |
False |
109,617 |
| 80 |
13,308 |
11,884 |
1,424 |
10.9% |
162 |
1.2% |
84% |
False |
False |
82,293 |
| 100 |
13,308 |
11,884 |
1,424 |
10.9% |
146 |
1.1% |
84% |
False |
False |
65,836 |
| 120 |
13,308 |
11,884 |
1,424 |
10.9% |
134 |
1.0% |
84% |
False |
False |
54,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,437 |
|
2.618 |
13,321 |
|
1.618 |
13,250 |
|
1.000 |
13,206 |
|
0.618 |
13,179 |
|
HIGH |
13,135 |
|
0.618 |
13,108 |
|
0.500 |
13,100 |
|
0.382 |
13,091 |
|
LOW |
13,064 |
|
0.618 |
13,020 |
|
1.000 |
12,993 |
|
1.618 |
12,949 |
|
2.618 |
12,878 |
|
4.250 |
12,762 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,100 |
13,099 |
| PP |
13,095 |
13,094 |
| S1 |
13,091 |
13,090 |
|