| 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 |
2,430.0 |
2,446.0 |
16.0 |
0.7% |
2,474.0 |
| High |
2,462.0 |
2,458.0 |
-4.0 |
-0.2% |
2,494.0 |
| Low |
2,418.0 |
2,431.0 |
13.0 |
0.5% |
2,403.0 |
| Close |
2,458.0 |
2,441.0 |
-17.0 |
-0.7% |
2,436.0 |
| Range |
44.0 |
27.0 |
-17.0 |
-38.6% |
91.0 |
| ATR |
46.9 |
45.5 |
-1.4 |
-3.0% |
0.0 |
| Volume |
530,977 |
754,765 |
223,788 |
42.1% |
4,268,971 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.3 |
2,509.7 |
2,455.9 |
|
| R3 |
2,497.3 |
2,482.7 |
2,448.4 |
|
| R2 |
2,470.3 |
2,470.3 |
2,446.0 |
|
| R1 |
2,455.7 |
2,455.7 |
2,443.5 |
2,449.5 |
| PP |
2,443.3 |
2,443.3 |
2,443.3 |
2,440.3 |
| S1 |
2,428.7 |
2,428.7 |
2,438.5 |
2,422.5 |
| S2 |
2,416.3 |
2,416.3 |
2,436.1 |
|
| S3 |
2,389.3 |
2,401.7 |
2,433.6 |
|
| S4 |
2,362.3 |
2,374.7 |
2,426.2 |
|
|
| 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 |
2,479.0 |
2,403.0 |
76.0 |
3.1% |
40.8 |
1.7% |
50% |
False |
False |
786,194 |
| 10 |
2,494.0 |
2,403.0 |
91.0 |
3.7% |
36.6 |
1.5% |
42% |
False |
False |
792,027 |
| 20 |
2,494.0 |
2,243.0 |
251.0 |
10.3% |
45.3 |
1.9% |
79% |
False |
False |
926,032 |
| 40 |
2,494.0 |
2,130.0 |
364.0 |
14.9% |
46.9 |
1.9% |
85% |
False |
False |
1,032,138 |
| 60 |
2,494.0 |
2,054.0 |
440.0 |
18.0% |
47.5 |
1.9% |
88% |
False |
False |
1,054,422 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
48.2 |
2.0% |
89% |
False |
False |
794,742 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
49.8 |
2.0% |
89% |
False |
False |
636,055 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.1% |
48.2 |
2.0% |
81% |
False |
False |
530,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,572.8 |
|
2.618 |
2,528.7 |
|
1.618 |
2,501.7 |
|
1.000 |
2,485.0 |
|
0.618 |
2,474.7 |
|
HIGH |
2,458.0 |
|
0.618 |
2,447.7 |
|
0.500 |
2,444.5 |
|
0.382 |
2,441.3 |
|
LOW |
2,431.0 |
|
0.618 |
2,414.3 |
|
1.000 |
2,404.0 |
|
1.618 |
2,387.3 |
|
2.618 |
2,360.3 |
|
4.250 |
2,316.3 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,444.5 |
2,438.2 |
| PP |
2,443.3 |
2,435.3 |
| S1 |
2,442.2 |
2,432.5 |
|