| 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 |
2,420.0 |
2,403.0 |
-17.0 |
-0.7% |
2,430.0 |
| High |
2,432.0 |
2,446.0 |
14.0 |
0.6% |
2,462.0 |
| Low |
2,396.0 |
2,397.0 |
1.0 |
0.0% |
2,396.0 |
| Close |
2,407.0 |
2,436.0 |
29.0 |
1.2% |
2,436.0 |
| Range |
36.0 |
49.0 |
13.0 |
36.1% |
66.0 |
| ATR |
43.6 |
44.0 |
0.4 |
0.9% |
0.0 |
| Volume |
681,615 |
1,013,656 |
332,041 |
48.7% |
3,572,996 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.3 |
2,553.7 |
2,463.0 |
|
| R3 |
2,524.3 |
2,504.7 |
2,449.5 |
|
| R2 |
2,475.3 |
2,475.3 |
2,445.0 |
|
| R1 |
2,455.7 |
2,455.7 |
2,440.5 |
2,465.5 |
| PP |
2,426.3 |
2,426.3 |
2,426.3 |
2,431.3 |
| S1 |
2,406.7 |
2,406.7 |
2,431.5 |
2,416.5 |
| S2 |
2,377.3 |
2,377.3 |
2,427.0 |
|
| S3 |
2,328.3 |
2,357.7 |
2,422.5 |
|
| S4 |
2,279.3 |
2,308.7 |
2,409.1 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.3 |
2,598.7 |
2,472.3 |
|
| R3 |
2,563.3 |
2,532.7 |
2,454.2 |
|
| R2 |
2,497.3 |
2,497.3 |
2,448.1 |
|
| R1 |
2,466.7 |
2,466.7 |
2,442.1 |
2,482.0 |
| PP |
2,431.3 |
2,431.3 |
2,431.3 |
2,439.0 |
| S1 |
2,400.7 |
2,400.7 |
2,430.0 |
2,416.0 |
| S2 |
2,365.3 |
2,365.3 |
2,423.9 |
|
| S3 |
2,299.3 |
2,334.7 |
2,417.9 |
|
| S4 |
2,233.3 |
2,268.7 |
2,399.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,462.0 |
2,396.0 |
66.0 |
2.7% |
36.6 |
1.5% |
61% |
False |
False |
714,599 |
| 10 |
2,494.0 |
2,396.0 |
98.0 |
4.0% |
38.6 |
1.6% |
41% |
False |
False |
784,196 |
| 20 |
2,494.0 |
2,360.0 |
134.0 |
5.5% |
37.5 |
1.5% |
57% |
False |
False |
822,081 |
| 40 |
2,494.0 |
2,130.0 |
364.0 |
14.9% |
45.8 |
1.9% |
84% |
False |
False |
996,121 |
| 60 |
2,494.0 |
2,097.0 |
397.0 |
16.3% |
47.3 |
1.9% |
85% |
False |
False |
1,087,193 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
47.6 |
2.0% |
88% |
False |
False |
822,628 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
49.2 |
2.0% |
88% |
False |
False |
658,883 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.1% |
48.3 |
2.0% |
80% |
False |
False |
549,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,654.3 |
|
2.618 |
2,574.3 |
|
1.618 |
2,525.3 |
|
1.000 |
2,495.0 |
|
0.618 |
2,476.3 |
|
HIGH |
2,446.0 |
|
0.618 |
2,427.3 |
|
0.500 |
2,421.5 |
|
0.382 |
2,415.7 |
|
LOW |
2,397.0 |
|
0.618 |
2,366.7 |
|
1.000 |
2,348.0 |
|
1.618 |
2,317.7 |
|
2.618 |
2,268.7 |
|
4.250 |
2,188.8 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.2 |
2,431.5 |
| PP |
2,426.3 |
2,427.0 |
| S1 |
2,421.5 |
2,422.5 |
|