| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
7,010.0 |
7,010.0 |
0.0 |
0.0% |
7,047.0 |
| High |
7,031.5 |
7,032.5 |
1.0 |
0.0% |
7,108.0 |
| Low |
6,975.0 |
6,945.0 |
-30.0 |
-0.4% |
6,885.5 |
| Close |
7,003.5 |
7,001.0 |
-2.5 |
0.0% |
6,978.0 |
| Range |
56.5 |
87.5 |
31.0 |
54.9% |
222.5 |
| ATR |
111.8 |
110.0 |
-1.7 |
-1.6% |
0.0 |
| Volume |
109,605 |
97,143 |
-12,462 |
-11.4% |
540,596 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,255.3 |
7,215.7 |
7,049.1 |
|
| R3 |
7,167.8 |
7,128.2 |
7,025.1 |
|
| R2 |
7,080.3 |
7,080.3 |
7,017.0 |
|
| R1 |
7,040.7 |
7,040.7 |
7,009.0 |
7,016.8 |
| PP |
6,992.8 |
6,992.8 |
6,992.8 |
6,980.9 |
| S1 |
6,953.2 |
6,953.2 |
6,993.0 |
6,929.3 |
| S2 |
6,905.3 |
6,905.3 |
6,985.0 |
|
| S3 |
6,817.8 |
6,865.7 |
6,976.9 |
|
| S4 |
6,730.3 |
6,778.2 |
6,952.9 |
|
|
| 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% |
103.3 |
1.5% |
58% |
False |
False |
104,913 |
| 10 |
7,108.0 |
6,885.5 |
222.5 |
3.2% |
86.5 |
1.2% |
52% |
False |
False |
101,429 |
| 20 |
7,108.0 |
6,552.0 |
556.0 |
7.9% |
105.4 |
1.5% |
81% |
False |
False |
112,215 |
| 40 |
7,108.0 |
6,314.0 |
794.0 |
11.3% |
119.1 |
1.7% |
87% |
False |
False |
124,651 |
| 60 |
7,108.0 |
6,000.0 |
1,108.0 |
15.8% |
123.6 |
1.8% |
90% |
False |
False |
120,117 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.0% |
123.8 |
1.8% |
91% |
False |
False |
90,844 |
| 100 |
7,108.0 |
5,917.5 |
1,190.5 |
17.0% |
128.6 |
1.8% |
91% |
False |
False |
72,725 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.6% |
125.2 |
1.8% |
83% |
False |
False |
60,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,404.4 |
|
2.618 |
7,261.6 |
|
1.618 |
7,174.1 |
|
1.000 |
7,120.0 |
|
0.618 |
7,086.6 |
|
HIGH |
7,032.5 |
|
0.618 |
6,999.1 |
|
0.500 |
6,988.8 |
|
0.382 |
6,978.4 |
|
LOW |
6,945.0 |
|
0.618 |
6,890.9 |
|
1.000 |
6,857.5 |
|
1.618 |
6,803.4 |
|
2.618 |
6,715.9 |
|
4.250 |
6,573.1 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,996.9 |
7,000.1 |
| PP |
6,992.8 |
6,999.2 |
| S1 |
6,988.8 |
6,998.3 |
|