| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,401.00 |
1,400.00 |
-1.00 |
-0.1% |
1,410.00 |
| High |
1,405.25 |
1,401.00 |
-4.25 |
-0.3% |
1,417.50 |
| Low |
1,398.00 |
1,388.25 |
-9.75 |
-0.7% |
1,388.00 |
| Close |
1,400.00 |
1,390.00 |
-10.00 |
-0.7% |
1,402.75 |
| Range |
7.25 |
12.75 |
5.50 |
75.9% |
29.50 |
| ATR |
13.41 |
13.36 |
-0.05 |
-0.4% |
0.00 |
| Volume |
2,019 |
3,076 |
1,057 |
52.4% |
19,456 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.25 |
1,423.50 |
1,397.00 |
|
| R3 |
1,418.50 |
1,410.75 |
1,393.50 |
|
| R2 |
1,405.75 |
1,405.75 |
1,392.25 |
|
| R1 |
1,398.00 |
1,398.00 |
1,391.25 |
1,395.50 |
| PP |
1,393.00 |
1,393.00 |
1,393.00 |
1,392.00 |
| S1 |
1,385.25 |
1,385.25 |
1,388.75 |
1,382.75 |
| S2 |
1,380.25 |
1,380.25 |
1,387.75 |
|
| S3 |
1,367.50 |
1,372.50 |
1,386.50 |
|
| S4 |
1,354.75 |
1,359.75 |
1,383.00 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,491.25 |
1,476.50 |
1,419.00 |
|
| R3 |
1,461.75 |
1,447.00 |
1,410.75 |
|
| R2 |
1,432.25 |
1,432.25 |
1,408.25 |
|
| R1 |
1,417.50 |
1,417.50 |
1,405.50 |
1,410.00 |
| PP |
1,402.75 |
1,402.75 |
1,402.75 |
1,399.00 |
| S1 |
1,388.00 |
1,388.00 |
1,400.00 |
1,380.50 |
| S2 |
1,373.25 |
1,373.25 |
1,397.25 |
|
| S3 |
1,343.75 |
1,358.50 |
1,394.75 |
|
| S4 |
1,314.25 |
1,329.00 |
1,386.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,408.75 |
1,388.00 |
20.75 |
1.5% |
10.75 |
0.8% |
10% |
False |
False |
1,845 |
| 10 |
1,417.50 |
1,388.00 |
29.50 |
2.1% |
11.25 |
0.8% |
7% |
False |
False |
3,026 |
| 20 |
1,417.50 |
1,353.25 |
64.25 |
4.6% |
11.75 |
0.8% |
57% |
False |
False |
2,828 |
| 40 |
1,417.50 |
1,313.25 |
104.25 |
7.5% |
15.25 |
1.1% |
74% |
False |
False |
2,427 |
| 60 |
1,417.50 |
1,292.00 |
125.50 |
9.0% |
17.00 |
1.2% |
78% |
False |
False |
1,961 |
| 80 |
1,417.50 |
1,250.00 |
167.50 |
12.1% |
17.00 |
1.2% |
84% |
False |
False |
1,601 |
| 100 |
1,417.50 |
1,250.00 |
167.50 |
12.1% |
15.75 |
1.1% |
84% |
False |
False |
1,343 |
| 120 |
1,417.50 |
1,250.00 |
167.50 |
12.1% |
14.50 |
1.0% |
84% |
False |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,455.25 |
|
2.618 |
1,434.50 |
|
1.618 |
1,421.75 |
|
1.000 |
1,413.75 |
|
0.618 |
1,409.00 |
|
HIGH |
1,401.00 |
|
0.618 |
1,396.25 |
|
0.500 |
1,394.50 |
|
0.382 |
1,393.00 |
|
LOW |
1,388.25 |
|
0.618 |
1,380.25 |
|
1.000 |
1,375.50 |
|
1.618 |
1,367.50 |
|
2.618 |
1,354.75 |
|
4.250 |
1,334.00 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,394.50 |
1,396.75 |
| PP |
1,393.00 |
1,394.50 |
| S1 |
1,391.50 |
1,392.25 |
|