| 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 |
1,671.6 |
1,664.4 |
-7.2 |
-0.4% |
1,616.3 |
| High |
1,677.1 |
1,672.6 |
-4.5 |
-0.3% |
1,675.1 |
| Low |
1,663.3 |
1,656.9 |
-6.4 |
-0.4% |
1,609.6 |
| Close |
1,673.3 |
1,667.4 |
-5.9 |
-0.4% |
1,670.7 |
| Range |
13.8 |
15.7 |
1.9 |
13.8% |
65.5 |
| ATR |
19.4 |
19.2 |
-0.2 |
-1.1% |
0.0 |
| Volume |
3,217 |
4,625 |
1,408 |
43.8% |
22,225 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.7 |
1,705.8 |
1,676.0 |
|
| R3 |
1,697.0 |
1,690.1 |
1,671.7 |
|
| R2 |
1,681.3 |
1,681.3 |
1,670.3 |
|
| R1 |
1,674.4 |
1,674.4 |
1,668.8 |
1,677.9 |
| PP |
1,665.6 |
1,665.6 |
1,665.6 |
1,667.4 |
| S1 |
1,658.7 |
1,658.7 |
1,666.0 |
1,662.2 |
| S2 |
1,649.9 |
1,649.9 |
1,664.5 |
|
| S3 |
1,634.2 |
1,643.0 |
1,663.1 |
|
| S4 |
1,618.5 |
1,627.3 |
1,658.8 |
|
|
| 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 |
1,634.0 |
43.1 |
2.6% |
17.0 |
1.0% |
77% |
False |
False |
4,478 |
| 10 |
1,677.1 |
1,590.2 |
86.9 |
5.2% |
16.5 |
1.0% |
89% |
False |
False |
3,931 |
| 20 |
1,677.1 |
1,584.2 |
92.9 |
5.6% |
17.8 |
1.1% |
90% |
False |
False |
4,567 |
| 40 |
1,677.1 |
1,557.0 |
120.1 |
7.2% |
19.7 |
1.2% |
92% |
False |
False |
4,678 |
| 60 |
1,677.1 |
1,550.0 |
127.1 |
7.6% |
21.3 |
1.3% |
92% |
False |
False |
3,620 |
| 80 |
1,677.1 |
1,534.3 |
142.8 |
8.6% |
22.8 |
1.4% |
93% |
False |
False |
3,231 |
| 100 |
1,685.3 |
1,534.3 |
151.0 |
9.1% |
21.5 |
1.3% |
88% |
False |
False |
2,812 |
| 120 |
1,719.4 |
1,534.3 |
185.1 |
11.1% |
21.4 |
1.3% |
72% |
False |
False |
2,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,739.3 |
|
2.618 |
1,713.7 |
|
1.618 |
1,698.0 |
|
1.000 |
1,688.3 |
|
0.618 |
1,682.3 |
|
HIGH |
1,672.6 |
|
0.618 |
1,666.6 |
|
0.500 |
1,664.8 |
|
0.382 |
1,662.9 |
|
LOW |
1,656.9 |
|
0.618 |
1,647.2 |
|
1.000 |
1,641.2 |
|
1.618 |
1,631.5 |
|
2.618 |
1,615.8 |
|
4.250 |
1,590.2 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,666.5 |
1,667.3 |
| PP |
1,665.6 |
1,667.1 |
| S1 |
1,664.8 |
1,667.0 |
|