| 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 |
1,658.7 |
1,657.8 |
-0.9 |
-0.1% |
1,673.2 |
| High |
1,666.7 |
1,695.5 |
28.8 |
1.7% |
1,695.5 |
| Low |
1,652.3 |
1,647.1 |
-5.2 |
-0.3% |
1,647.1 |
| Close |
1,656.1 |
1,687.6 |
31.5 |
1.9% |
1,687.6 |
| Range |
14.4 |
48.4 |
34.0 |
236.1% |
48.4 |
| ATR |
19.0 |
21.1 |
2.1 |
11.1% |
0.0 |
| Volume |
72,071 |
195,805 |
123,734 |
171.7% |
536,936 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,821.9 |
1,803.2 |
1,714.2 |
|
| R3 |
1,773.5 |
1,754.8 |
1,700.9 |
|
| R2 |
1,725.1 |
1,725.1 |
1,696.5 |
|
| R1 |
1,706.4 |
1,706.4 |
1,692.0 |
1,715.8 |
| PP |
1,676.7 |
1,676.7 |
1,676.7 |
1,681.4 |
| S1 |
1,658.0 |
1,658.0 |
1,683.2 |
1,667.4 |
| S2 |
1,628.3 |
1,628.3 |
1,678.7 |
|
| S3 |
1,579.9 |
1,609.6 |
1,674.3 |
|
| S4 |
1,531.5 |
1,561.2 |
1,661.0 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,821.9 |
1,803.2 |
1,714.2 |
|
| R3 |
1,773.5 |
1,754.8 |
1,700.9 |
|
| R2 |
1,725.1 |
1,725.1 |
1,696.5 |
|
| R1 |
1,706.4 |
1,706.4 |
1,692.0 |
1,715.8 |
| PP |
1,676.7 |
1,676.7 |
1,676.7 |
1,681.4 |
| S1 |
1,658.0 |
1,658.0 |
1,683.2 |
1,667.4 |
| S2 |
1,628.3 |
1,628.3 |
1,678.7 |
|
| S3 |
1,579.9 |
1,609.6 |
1,674.3 |
|
| S4 |
1,531.5 |
1,561.2 |
1,661.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,695.5 |
1,647.1 |
48.4 |
2.9% |
22.1 |
1.3% |
84% |
True |
True |
107,387 |
| 10 |
1,695.5 |
1,611.8 |
83.7 |
5.0% |
20.2 |
1.2% |
91% |
True |
False |
108,777 |
| 20 |
1,695.5 |
1,592.1 |
103.4 |
6.1% |
18.0 |
1.1% |
92% |
True |
False |
97,647 |
| 40 |
1,695.5 |
1,559.5 |
136.0 |
8.1% |
19.8 |
1.2% |
94% |
True |
False |
73,440 |
| 60 |
1,695.5 |
1,552.0 |
143.5 |
8.5% |
21.8 |
1.3% |
94% |
True |
False |
50,626 |
| 80 |
1,695.5 |
1,535.4 |
160.1 |
9.5% |
23.6 |
1.4% |
95% |
True |
False |
39,609 |
| 100 |
1,695.5 |
1,535.4 |
160.1 |
9.5% |
22.7 |
1.3% |
95% |
True |
False |
32,276 |
| 120 |
1,704.5 |
1,535.4 |
169.1 |
10.0% |
22.8 |
1.3% |
90% |
False |
False |
27,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,901.2 |
|
2.618 |
1,822.2 |
|
1.618 |
1,773.8 |
|
1.000 |
1,743.9 |
|
0.618 |
1,725.4 |
|
HIGH |
1,695.5 |
|
0.618 |
1,677.0 |
|
0.500 |
1,671.3 |
|
0.382 |
1,665.6 |
|
LOW |
1,647.1 |
|
0.618 |
1,617.2 |
|
1.000 |
1,598.7 |
|
1.618 |
1,568.8 |
|
2.618 |
1,520.4 |
|
4.250 |
1,441.4 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,682.2 |
1,682.2 |
| PP |
1,676.7 |
1,676.7 |
| S1 |
1,671.3 |
1,671.3 |
|