| 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 |
4,359.0 |
4,344.0 |
-15.0 |
-0.3% |
4,336.0 |
| High |
4,366.0 |
4,357.0 |
-9.0 |
-0.2% |
4,391.0 |
| Low |
4,327.0 |
4,329.0 |
2.0 |
0.0% |
4,323.0 |
| Close |
4,337.0 |
4,347.0 |
10.0 |
0.2% |
4,332.0 |
| Range |
39.0 |
28.0 |
-11.0 |
-28.2% |
68.0 |
| ATR |
41.6 |
40.6 |
-1.0 |
-2.3% |
0.0 |
| Volume |
17,288 |
20,106 |
2,818 |
16.3% |
112,052 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,428.3 |
4,415.7 |
4,362.4 |
|
| R3 |
4,400.3 |
4,387.7 |
4,354.7 |
|
| R2 |
4,372.3 |
4,372.3 |
4,352.1 |
|
| R1 |
4,359.7 |
4,359.7 |
4,349.6 |
4,366.0 |
| PP |
4,344.3 |
4,344.3 |
4,344.3 |
4,347.5 |
| S1 |
4,331.7 |
4,331.7 |
4,344.4 |
4,338.0 |
| S2 |
4,316.3 |
4,316.3 |
4,341.9 |
|
| S3 |
4,288.3 |
4,303.7 |
4,339.3 |
|
| S4 |
4,260.3 |
4,275.7 |
4,331.6 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,552.7 |
4,510.3 |
4,369.4 |
|
| R3 |
4,484.7 |
4,442.3 |
4,350.7 |
|
| R2 |
4,416.7 |
4,416.7 |
4,344.5 |
|
| R1 |
4,374.3 |
4,374.3 |
4,338.2 |
4,361.5 |
| PP |
4,348.7 |
4,348.7 |
4,348.7 |
4,342.3 |
| S1 |
4,306.3 |
4,306.3 |
4,325.8 |
4,293.5 |
| S2 |
4,280.7 |
4,280.7 |
4,319.5 |
|
| S3 |
4,212.7 |
4,238.3 |
4,313.3 |
|
| S4 |
4,144.7 |
4,170.3 |
4,294.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,390.0 |
4,323.0 |
67.0 |
1.5% |
29.0 |
0.7% |
36% |
False |
False |
19,636 |
| 10 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
36.9 |
0.8% |
74% |
False |
False |
22,761 |
| 20 |
4,391.0 |
4,168.0 |
223.0 |
5.1% |
33.1 |
0.8% |
80% |
False |
False |
21,434 |
| 40 |
4,391.0 |
4,025.0 |
366.0 |
8.4% |
34.7 |
0.8% |
88% |
False |
False |
21,604 |
| 60 |
4,391.0 |
3,959.0 |
432.0 |
9.9% |
36.3 |
0.8% |
90% |
False |
False |
22,460 |
| 80 |
4,391.0 |
3,950.0 |
441.0 |
10.1% |
34.4 |
0.8% |
90% |
False |
False |
16,900 |
| 100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
31.0 |
0.7% |
86% |
False |
False |
13,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,476.0 |
|
2.618 |
4,430.3 |
|
1.618 |
4,402.3 |
|
1.000 |
4,385.0 |
|
0.618 |
4,374.3 |
|
HIGH |
4,357.0 |
|
0.618 |
4,346.3 |
|
0.500 |
4,343.0 |
|
0.382 |
4,339.7 |
|
LOW |
4,329.0 |
|
0.618 |
4,311.7 |
|
1.000 |
4,301.0 |
|
1.618 |
4,283.7 |
|
2.618 |
4,255.7 |
|
4.250 |
4,210.0 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,345.7 |
4,346.2 |
| PP |
4,344.3 |
4,345.3 |
| S1 |
4,343.0 |
4,344.5 |
|