| 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 |
1,670.5 |
1,671.6 |
1.1 |
0.1% |
1,616.3 |
| High |
1,674.0 |
1,677.1 |
3.1 |
0.2% |
1,675.1 |
| Low |
1,662.8 |
1,663.3 |
0.5 |
0.0% |
1,609.6 |
| Close |
1,670.7 |
1,673.3 |
2.6 |
0.2% |
1,670.7 |
| Range |
11.2 |
13.8 |
2.6 |
23.2% |
65.5 |
| ATR |
19.9 |
19.4 |
-0.4 |
-2.2% |
0.0 |
| Volume |
3,766 |
3,217 |
-549 |
-14.6% |
22,225 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.6 |
1,706.8 |
1,680.9 |
|
| R3 |
1,698.8 |
1,693.0 |
1,677.1 |
|
| R2 |
1,685.0 |
1,685.0 |
1,675.8 |
|
| R1 |
1,679.2 |
1,679.2 |
1,674.6 |
1,682.1 |
| PP |
1,671.2 |
1,671.2 |
1,671.2 |
1,672.7 |
| S1 |
1,665.4 |
1,665.4 |
1,672.0 |
1,668.3 |
| S2 |
1,657.4 |
1,657.4 |
1,670.8 |
|
| S3 |
1,643.6 |
1,651.6 |
1,669.5 |
|
| S4 |
1,629.8 |
1,637.8 |
1,665.7 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,848.3 |
1,825.0 |
1,706.7 |
|
| R3 |
1,782.8 |
1,759.5 |
1,688.7 |
|
| R2 |
1,717.3 |
1,717.3 |
1,682.7 |
|
| R1 |
1,694.0 |
1,694.0 |
1,676.7 |
1,705.7 |
| PP |
1,651.8 |
1,651.8 |
1,651.8 |
1,657.6 |
| S1 |
1,628.5 |
1,628.5 |
1,664.7 |
1,640.2 |
| S2 |
1,586.3 |
1,586.3 |
1,658.7 |
|
| S3 |
1,520.8 |
1,563.0 |
1,652.7 |
|
| S4 |
1,455.3 |
1,497.5 |
1,634.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,677.1 |
1,619.1 |
58.0 |
3.5% |
18.3 |
1.1% |
93% |
True |
False |
4,715 |
| 10 |
1,677.1 |
1,590.2 |
86.9 |
5.2% |
17.4 |
1.0% |
96% |
True |
False |
3,903 |
| 20 |
1,677.1 |
1,584.2 |
92.9 |
5.6% |
17.8 |
1.1% |
96% |
True |
False |
4,676 |
| 40 |
1,677.1 |
1,557.0 |
120.1 |
7.2% |
19.7 |
1.2% |
97% |
True |
False |
4,664 |
| 60 |
1,677.1 |
1,550.0 |
127.1 |
7.6% |
21.3 |
1.3% |
97% |
True |
False |
3,639 |
| 80 |
1,677.1 |
1,534.3 |
142.8 |
8.5% |
22.8 |
1.4% |
97% |
True |
False |
3,191 |
| 100 |
1,685.3 |
1,534.3 |
151.0 |
9.0% |
21.5 |
1.3% |
92% |
False |
False |
2,770 |
| 120 |
1,719.4 |
1,534.3 |
185.1 |
11.1% |
21.3 |
1.3% |
75% |
False |
False |
2,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,735.8 |
|
2.618 |
1,713.2 |
|
1.618 |
1,699.4 |
|
1.000 |
1,690.9 |
|
0.618 |
1,685.6 |
|
HIGH |
1,677.1 |
|
0.618 |
1,671.8 |
|
0.500 |
1,670.2 |
|
0.382 |
1,668.6 |
|
LOW |
1,663.3 |
|
0.618 |
1,654.8 |
|
1.000 |
1,649.5 |
|
1.618 |
1,641.0 |
|
2.618 |
1,627.2 |
|
4.250 |
1,604.7 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,672.3 |
1,670.5 |
| PP |
1,671.2 |
1,667.7 |
| S1 |
1,670.2 |
1,664.9 |
|