| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
7,010.0 |
6,970.0 |
-40.0 |
-0.6% |
7,047.0 |
| High |
7,032.5 |
6,981.5 |
-51.0 |
-0.7% |
7,108.0 |
| Low |
6,945.0 |
6,870.5 |
-74.5 |
-1.1% |
6,885.5 |
| Close |
7,001.0 |
6,907.5 |
-93.5 |
-1.3% |
6,978.0 |
| Range |
87.5 |
111.0 |
23.5 |
26.9% |
222.5 |
| ATR |
110.0 |
111.5 |
1.5 |
1.3% |
0.0 |
| Volume |
97,143 |
97,693 |
550 |
0.6% |
540,596 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,252.8 |
7,191.2 |
6,968.6 |
|
| R3 |
7,141.8 |
7,080.2 |
6,938.0 |
|
| R2 |
7,030.8 |
7,030.8 |
6,927.9 |
|
| R1 |
6,969.2 |
6,969.2 |
6,917.7 |
6,944.5 |
| PP |
6,919.8 |
6,919.8 |
6,919.8 |
6,907.5 |
| S1 |
6,858.2 |
6,858.2 |
6,897.3 |
6,833.5 |
| S2 |
6,808.8 |
6,808.8 |
6,887.2 |
|
| S3 |
6,697.8 |
6,747.2 |
6,877.0 |
|
| S4 |
6,586.8 |
6,636.2 |
6,846.5 |
|
|
| 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 |
7,051.5 |
6,870.5 |
181.0 |
2.6% |
93.6 |
1.4% |
20% |
False |
True |
100,217 |
| 10 |
7,108.0 |
6,870.5 |
237.5 |
3.4% |
88.7 |
1.3% |
16% |
False |
True |
102,494 |
| 20 |
7,108.0 |
6,606.5 |
501.5 |
7.3% |
96.5 |
1.4% |
60% |
False |
False |
106,314 |
| 40 |
7,108.0 |
6,314.0 |
794.0 |
11.5% |
117.6 |
1.7% |
75% |
False |
False |
122,741 |
| 60 |
7,108.0 |
6,057.0 |
1,051.0 |
15.2% |
123.2 |
1.8% |
81% |
False |
False |
121,578 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.2% |
123.6 |
1.8% |
83% |
False |
False |
92,060 |
| 100 |
7,108.0 |
5,917.5 |
1,190.5 |
17.2% |
128.1 |
1.9% |
83% |
False |
False |
73,699 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.8% |
125.5 |
1.8% |
76% |
False |
False |
61,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,453.3 |
|
2.618 |
7,272.1 |
|
1.618 |
7,161.1 |
|
1.000 |
7,092.5 |
|
0.618 |
7,050.1 |
|
HIGH |
6,981.5 |
|
0.618 |
6,939.1 |
|
0.500 |
6,926.0 |
|
0.382 |
6,912.9 |
|
LOW |
6,870.5 |
|
0.618 |
6,801.9 |
|
1.000 |
6,759.5 |
|
1.618 |
6,690.9 |
|
2.618 |
6,579.9 |
|
4.250 |
6,398.8 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,926.0 |
6,951.5 |
| PP |
6,919.8 |
6,936.8 |
| S1 |
6,913.7 |
6,922.2 |
|