| 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 |
2,424.0 |
2,430.0 |
6.0 |
0.2% |
2,474.0 |
| High |
2,440.0 |
2,462.0 |
22.0 |
0.9% |
2,494.0 |
| Low |
2,403.0 |
2,418.0 |
15.0 |
0.6% |
2,403.0 |
| Close |
2,436.0 |
2,458.0 |
22.0 |
0.9% |
2,436.0 |
| Range |
37.0 |
44.0 |
7.0 |
18.9% |
91.0 |
| ATR |
47.1 |
46.9 |
-0.2 |
-0.5% |
0.0 |
| Volume |
833,042 |
530,977 |
-302,065 |
-36.3% |
4,268,971 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,578.0 |
2,562.0 |
2,482.2 |
|
| R3 |
2,534.0 |
2,518.0 |
2,470.1 |
|
| R2 |
2,490.0 |
2,490.0 |
2,466.1 |
|
| R1 |
2,474.0 |
2,474.0 |
2,462.0 |
2,482.0 |
| PP |
2,446.0 |
2,446.0 |
2,446.0 |
2,450.0 |
| S1 |
2,430.0 |
2,430.0 |
2,454.0 |
2,438.0 |
| S2 |
2,402.0 |
2,402.0 |
2,449.9 |
|
| S3 |
2,358.0 |
2,386.0 |
2,445.9 |
|
| S4 |
2,314.0 |
2,342.0 |
2,433.8 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.3 |
2,667.7 |
2,486.1 |
|
| R3 |
2,626.3 |
2,576.7 |
2,461.0 |
|
| R2 |
2,535.3 |
2,535.3 |
2,452.7 |
|
| R1 |
2,485.7 |
2,485.7 |
2,444.3 |
2,465.0 |
| PP |
2,444.3 |
2,444.3 |
2,444.3 |
2,434.0 |
| S1 |
2,394.7 |
2,394.7 |
2,427.7 |
2,374.0 |
| S2 |
2,353.3 |
2,353.3 |
2,419.3 |
|
| S3 |
2,262.3 |
2,303.7 |
2,411.0 |
|
| S4 |
2,171.3 |
2,212.7 |
2,386.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,494.0 |
2,403.0 |
91.0 |
3.7% |
40.6 |
1.7% |
60% |
False |
False |
782,380 |
| 10 |
2,494.0 |
2,403.0 |
91.0 |
3.7% |
36.3 |
1.5% |
60% |
False |
False |
786,444 |
| 20 |
2,494.0 |
2,243.0 |
251.0 |
10.2% |
45.8 |
1.9% |
86% |
False |
False |
952,309 |
| 40 |
2,494.0 |
2,130.0 |
364.0 |
14.8% |
47.4 |
1.9% |
90% |
False |
False |
1,049,250 |
| 60 |
2,494.0 |
2,026.0 |
468.0 |
19.0% |
47.9 |
1.9% |
92% |
False |
False |
1,042,215 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.0% |
49.1 |
2.0% |
92% |
False |
False |
785,356 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.0% |
50.0 |
2.0% |
92% |
False |
False |
628,615 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.0% |
48.2 |
2.0% |
84% |
False |
False |
524,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,649.0 |
|
2.618 |
2,577.2 |
|
1.618 |
2,533.2 |
|
1.000 |
2,506.0 |
|
0.618 |
2,489.2 |
|
HIGH |
2,462.0 |
|
0.618 |
2,445.2 |
|
0.500 |
2,440.0 |
|
0.382 |
2,434.8 |
|
LOW |
2,418.0 |
|
0.618 |
2,390.8 |
|
1.000 |
2,374.0 |
|
1.618 |
2,346.8 |
|
2.618 |
2,302.8 |
|
4.250 |
2,231.0 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,452.0 |
2,452.2 |
| PP |
2,446.0 |
2,446.3 |
| S1 |
2,440.0 |
2,440.5 |
|