| 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 |
2,762.25 |
2,784.00 |
21.75 |
0.8% |
2,774.75 |
| High |
2,785.25 |
2,795.75 |
10.50 |
0.4% |
2,802.50 |
| Low |
2,750.50 |
2,776.50 |
26.00 |
0.9% |
2,750.50 |
| Close |
2,775.00 |
2,782.75 |
7.75 |
0.3% |
2,775.00 |
| Range |
34.75 |
19.25 |
-15.50 |
-44.6% |
52.00 |
| ATR |
34.35 |
33.38 |
-0.97 |
-2.8% |
0.00 |
| Volume |
188,828 |
140,197 |
-48,631 |
-25.8% |
1,079,013 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.75 |
2,832.00 |
2,793.25 |
|
| R3 |
2,823.50 |
2,812.75 |
2,788.00 |
|
| R2 |
2,804.25 |
2,804.25 |
2,786.25 |
|
| R1 |
2,793.50 |
2,793.50 |
2,784.50 |
2,789.25 |
| PP |
2,785.00 |
2,785.00 |
2,785.00 |
2,783.00 |
| S1 |
2,774.25 |
2,774.25 |
2,781.00 |
2,770.00 |
| S2 |
2,765.75 |
2,765.75 |
2,779.25 |
|
| S3 |
2,746.50 |
2,755.00 |
2,777.50 |
|
| S4 |
2,727.25 |
2,735.75 |
2,772.25 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.00 |
2,905.50 |
2,803.50 |
|
| R3 |
2,880.00 |
2,853.50 |
2,789.25 |
|
| R2 |
2,828.00 |
2,828.00 |
2,784.50 |
|
| R1 |
2,801.50 |
2,801.50 |
2,779.75 |
2,814.75 |
| PP |
2,776.00 |
2,776.00 |
2,776.00 |
2,782.50 |
| S1 |
2,749.50 |
2,749.50 |
2,770.25 |
2,762.75 |
| S2 |
2,724.00 |
2,724.00 |
2,765.50 |
|
| S3 |
2,672.00 |
2,697.50 |
2,760.75 |
|
| S4 |
2,620.00 |
2,645.50 |
2,746.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,802.50 |
2,750.50 |
52.00 |
1.9% |
32.75 |
1.2% |
62% |
False |
False |
206,402 |
| 10 |
2,802.50 |
2,718.50 |
84.00 |
3.0% |
28.00 |
1.0% |
76% |
False |
False |
192,969 |
| 20 |
2,802.50 |
2,600.50 |
202.00 |
7.3% |
30.00 |
1.1% |
90% |
False |
False |
194,775 |
| 40 |
2,802.50 |
2,516.50 |
286.00 |
10.3% |
37.25 |
1.3% |
93% |
False |
False |
205,156 |
| 60 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
41.00 |
1.5% |
95% |
False |
False |
206,251 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
41.75 |
1.5% |
95% |
False |
False |
154,731 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
40.50 |
1.5% |
95% |
False |
False |
123,793 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
37.00 |
1.3% |
95% |
False |
False |
103,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.50 |
|
2.618 |
2,846.25 |
|
1.618 |
2,827.00 |
|
1.000 |
2,815.00 |
|
0.618 |
2,807.75 |
|
HIGH |
2,795.75 |
|
0.618 |
2,788.50 |
|
0.500 |
2,786.00 |
|
0.382 |
2,783.75 |
|
LOW |
2,776.50 |
|
0.618 |
2,764.50 |
|
1.000 |
2,757.25 |
|
1.618 |
2,745.25 |
|
2.618 |
2,726.00 |
|
4.250 |
2,694.75 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,786.00 |
2,779.50 |
| PP |
2,785.00 |
2,776.25 |
| S1 |
2,784.00 |
2,773.00 |
|