| 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 |
6,974.0 |
6,905.5 |
-68.5 |
-1.0% |
6,959.5 |
| High |
6,979.5 |
7,011.0 |
31.5 |
0.5% |
7,050.0 |
| Low |
6,875.0 |
6,892.0 |
17.0 |
0.2% |
6,875.0 |
| Close |
6,908.0 |
6,970.5 |
62.5 |
0.9% |
6,970.5 |
| Range |
104.5 |
119.0 |
14.5 |
13.9% |
175.0 |
| ATR |
104.9 |
105.9 |
1.0 |
1.0% |
0.0 |
| Volume |
395 |
752 |
357 |
90.4% |
3,941 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,314.8 |
7,261.7 |
7,036.0 |
|
| R3 |
7,195.8 |
7,142.7 |
7,003.2 |
|
| R2 |
7,076.8 |
7,076.8 |
6,992.3 |
|
| R1 |
7,023.7 |
7,023.7 |
6,981.4 |
7,050.3 |
| PP |
6,957.8 |
6,957.8 |
6,957.8 |
6,971.1 |
| S1 |
6,904.7 |
6,904.7 |
6,959.6 |
6,931.3 |
| S2 |
6,838.8 |
6,838.8 |
6,948.7 |
|
| S3 |
6,719.8 |
6,785.7 |
6,937.8 |
|
| S4 |
6,600.8 |
6,666.7 |
6,905.1 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,490.2 |
7,405.3 |
7,066.8 |
|
| R3 |
7,315.2 |
7,230.3 |
7,018.6 |
|
| R2 |
7,140.2 |
7,140.2 |
7,002.6 |
|
| R1 |
7,055.3 |
7,055.3 |
6,986.5 |
7,097.8 |
| PP |
6,965.2 |
6,965.2 |
6,965.2 |
6,986.4 |
| S1 |
6,880.3 |
6,880.3 |
6,954.5 |
6,922.8 |
| S2 |
6,790.2 |
6,790.2 |
6,938.4 |
|
| S3 |
6,615.2 |
6,705.3 |
6,922.4 |
|
| S4 |
6,440.2 |
6,530.3 |
6,874.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,050.0 |
6,875.0 |
175.0 |
2.5% |
90.1 |
1.3% |
55% |
False |
False |
788 |
| 10 |
7,105.0 |
6,875.0 |
230.0 |
3.3% |
89.1 |
1.3% |
42% |
False |
False |
553 |
| 20 |
7,105.0 |
6,856.5 |
248.5 |
3.6% |
81.2 |
1.2% |
46% |
False |
False |
413 |
| 40 |
7,105.0 |
6,320.0 |
785.0 |
11.3% |
109.9 |
1.6% |
83% |
False |
False |
468 |
| 60 |
7,105.0 |
6,086.0 |
1,019.0 |
14.6% |
112.9 |
1.6% |
87% |
False |
False |
1,140 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
113.4 |
1.6% |
89% |
False |
False |
987 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
112.2 |
1.6% |
89% |
False |
False |
798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,516.8 |
|
2.618 |
7,322.5 |
|
1.618 |
7,203.5 |
|
1.000 |
7,130.0 |
|
0.618 |
7,084.5 |
|
HIGH |
7,011.0 |
|
0.618 |
6,965.5 |
|
0.500 |
6,951.5 |
|
0.382 |
6,937.5 |
|
LOW |
6,892.0 |
|
0.618 |
6,818.5 |
|
1.000 |
6,773.0 |
|
1.618 |
6,699.5 |
|
2.618 |
6,580.5 |
|
4.250 |
6,386.3 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,964.2 |
6,964.1 |
| PP |
6,957.8 |
6,957.7 |
| S1 |
6,951.5 |
6,951.3 |
|