| 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 |
6,968.5 |
7,010.0 |
41.5 |
0.6% |
7,047.0 |
| High |
7,051.5 |
7,031.5 |
-20.0 |
-0.3% |
7,108.0 |
| Low |
6,946.0 |
6,975.0 |
29.0 |
0.4% |
6,885.5 |
| Close |
7,045.0 |
7,003.5 |
-41.5 |
-0.6% |
6,978.0 |
| Range |
105.5 |
56.5 |
-49.0 |
-46.4% |
222.5 |
| ATR |
115.0 |
111.8 |
-3.2 |
-2.8% |
0.0 |
| Volume |
81,927 |
109,605 |
27,678 |
33.8% |
540,596 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,172.8 |
7,144.7 |
7,034.6 |
|
| R3 |
7,116.3 |
7,088.2 |
7,019.0 |
|
| R2 |
7,059.8 |
7,059.8 |
7,013.9 |
|
| R1 |
7,031.7 |
7,031.7 |
7,008.7 |
7,017.5 |
| PP |
7,003.3 |
7,003.3 |
7,003.3 |
6,996.3 |
| S1 |
6,975.2 |
6,975.2 |
6,998.3 |
6,961.0 |
| S2 |
6,946.8 |
6,946.8 |
6,993.1 |
|
| S3 |
6,890.3 |
6,918.7 |
6,988.0 |
|
| S4 |
6,833.8 |
6,862.2 |
6,972.4 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,658.0 |
7,540.5 |
7,100.4 |
|
| R3 |
7,435.5 |
7,318.0 |
7,039.2 |
|
| R2 |
7,213.0 |
7,213.0 |
7,018.8 |
|
| R1 |
7,095.5 |
7,095.5 |
6,998.4 |
7,043.0 |
| PP |
6,990.5 |
6,990.5 |
6,990.5 |
6,964.3 |
| S1 |
6,873.0 |
6,873.0 |
6,957.6 |
6,820.5 |
| S2 |
6,768.0 |
6,768.0 |
6,937.2 |
|
| S3 |
6,545.5 |
6,650.5 |
6,916.8 |
|
| S4 |
6,323.0 |
6,428.0 |
6,855.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,083.0 |
6,885.5 |
197.5 |
2.8% |
97.2 |
1.4% |
60% |
False |
False |
108,267 |
| 10 |
7,108.0 |
6,885.5 |
222.5 |
3.2% |
84.5 |
1.2% |
53% |
False |
False |
100,644 |
| 20 |
7,108.0 |
6,552.0 |
556.0 |
7.9% |
104.9 |
1.5% |
81% |
False |
False |
112,796 |
| 40 |
7,108.0 |
6,314.0 |
794.0 |
11.3% |
119.1 |
1.7% |
87% |
False |
False |
125,021 |
| 60 |
7,108.0 |
5,917.5 |
1,190.5 |
17.0% |
124.1 |
1.8% |
91% |
False |
False |
118,793 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.0% |
124.6 |
1.8% |
91% |
False |
False |
89,632 |
| 100 |
7,108.0 |
5,917.5 |
1,190.5 |
17.0% |
129.0 |
1.8% |
91% |
False |
False |
71,755 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.6% |
125.9 |
1.8% |
84% |
False |
False |
60,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,271.6 |
|
2.618 |
7,179.4 |
|
1.618 |
7,122.9 |
|
1.000 |
7,088.0 |
|
0.618 |
7,066.4 |
|
HIGH |
7,031.5 |
|
0.618 |
7,009.9 |
|
0.500 |
7,003.3 |
|
0.382 |
6,996.6 |
|
LOW |
6,975.0 |
|
0.618 |
6,940.1 |
|
1.000 |
6,918.5 |
|
1.618 |
6,883.6 |
|
2.618 |
6,827.1 |
|
4.250 |
6,734.9 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,003.4 |
6,991.8 |
| PP |
7,003.3 |
6,980.2 |
| S1 |
7,003.3 |
6,968.5 |
|