| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,082 |
12,984 |
-98 |
-0.7% |
13,159 |
| High |
13,088 |
13,144 |
56 |
0.4% |
13,186 |
| Low |
12,966 |
12,971 |
5 |
0.0% |
12,966 |
| Close |
12,982 |
13,079 |
97 |
0.7% |
13,079 |
| Range |
122 |
173 |
51 |
41.8% |
220 |
| ATR |
126 |
129 |
3 |
2.7% |
0 |
| Volume |
103,447 |
158,861 |
55,414 |
53.6% |
510,771 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,584 |
13,504 |
13,174 |
|
| R3 |
13,411 |
13,331 |
13,127 |
|
| R2 |
13,238 |
13,238 |
13,111 |
|
| R1 |
13,158 |
13,158 |
13,095 |
13,198 |
| PP |
13,065 |
13,065 |
13,065 |
13,085 |
| S1 |
12,985 |
12,985 |
13,063 |
13,025 |
| S2 |
12,892 |
12,892 |
13,047 |
|
| S3 |
12,719 |
12,812 |
13,032 |
|
| S4 |
12,546 |
12,639 |
12,984 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,737 |
13,628 |
13,200 |
|
| R3 |
13,517 |
13,408 |
13,140 |
|
| R2 |
13,297 |
13,297 |
13,119 |
|
| R1 |
13,188 |
13,188 |
13,099 |
13,133 |
| PP |
13,077 |
13,077 |
13,077 |
13,049 |
| S1 |
12,968 |
12,968 |
13,059 |
12,913 |
| S2 |
12,857 |
12,857 |
13,039 |
|
| S3 |
12,637 |
12,748 |
13,019 |
|
| S4 |
12,417 |
12,528 |
12,958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,186 |
12,966 |
220 |
1.7% |
104 |
0.8% |
51% |
False |
False |
102,154 |
| 10 |
13,308 |
12,966 |
342 |
2.6% |
118 |
0.9% |
33% |
False |
False |
103,321 |
| 20 |
13,308 |
12,966 |
342 |
2.6% |
108 |
0.8% |
33% |
False |
False |
92,638 |
| 40 |
13,308 |
12,425 |
883 |
6.8% |
146 |
1.1% |
74% |
False |
False |
108,971 |
| 60 |
13,308 |
12,288 |
1,020 |
7.8% |
161 |
1.2% |
78% |
False |
False |
114,686 |
| 80 |
13,308 |
11,884 |
1,424 |
10.9% |
160 |
1.2% |
84% |
False |
False |
86,603 |
| 100 |
13,308 |
11,884 |
1,424 |
10.9% |
146 |
1.1% |
84% |
False |
False |
69,285 |
| 120 |
13,308 |
11,884 |
1,424 |
10.9% |
135 |
1.0% |
84% |
False |
False |
57,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,879 |
|
2.618 |
13,597 |
|
1.618 |
13,424 |
|
1.000 |
13,317 |
|
0.618 |
13,251 |
|
HIGH |
13,144 |
|
0.618 |
13,078 |
|
0.500 |
13,058 |
|
0.382 |
13,037 |
|
LOW |
12,971 |
|
0.618 |
12,864 |
|
1.000 |
12,798 |
|
1.618 |
12,691 |
|
2.618 |
12,518 |
|
4.250 |
12,236 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,072 |
13,071 |
| PP |
13,065 |
13,063 |
| S1 |
13,058 |
13,055 |
|