| 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 |
6,970.0 |
6,907.0 |
-63.0 |
-0.9% |
6,968.5 |
| High |
6,981.5 |
7,014.0 |
32.5 |
0.5% |
7,051.5 |
| Low |
6,870.5 |
6,890.0 |
19.5 |
0.3% |
6,870.5 |
| Close |
6,907.5 |
6,969.5 |
62.0 |
0.9% |
6,969.5 |
| Range |
111.0 |
124.0 |
13.0 |
11.7% |
181.0 |
| ATR |
111.5 |
112.4 |
0.9 |
0.8% |
0.0 |
| Volume |
97,693 |
136,172 |
38,479 |
39.4% |
522,540 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,329.8 |
7,273.7 |
7,037.7 |
|
| R3 |
7,205.8 |
7,149.7 |
7,003.6 |
|
| R2 |
7,081.8 |
7,081.8 |
6,992.2 |
|
| R1 |
7,025.7 |
7,025.7 |
6,980.9 |
7,053.8 |
| PP |
6,957.8 |
6,957.8 |
6,957.8 |
6,971.9 |
| S1 |
6,901.7 |
6,901.7 |
6,958.1 |
6,929.8 |
| S2 |
6,833.8 |
6,833.8 |
6,946.8 |
|
| S3 |
6,709.8 |
6,777.7 |
6,935.4 |
|
| S4 |
6,585.8 |
6,653.7 |
6,901.3 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,506.8 |
7,419.2 |
7,069.1 |
|
| R3 |
7,325.8 |
7,238.2 |
7,019.3 |
|
| R2 |
7,144.8 |
7,144.8 |
7,002.7 |
|
| R1 |
7,057.2 |
7,057.2 |
6,986.1 |
7,101.0 |
| PP |
6,963.8 |
6,963.8 |
6,963.8 |
6,985.8 |
| S1 |
6,876.2 |
6,876.2 |
6,952.9 |
6,920.0 |
| S2 |
6,782.8 |
6,782.8 |
6,936.3 |
|
| S3 |
6,601.8 |
6,695.2 |
6,919.7 |
|
| S4 |
6,420.8 |
6,514.2 |
6,870.0 |
|
|
| 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% |
96.9 |
1.4% |
55% |
False |
False |
104,508 |
| 10 |
7,108.0 |
6,870.5 |
237.5 |
3.4% |
95.5 |
1.4% |
42% |
False |
False |
106,313 |
| 20 |
7,108.0 |
6,847.0 |
261.0 |
3.7% |
88.5 |
1.3% |
47% |
False |
False |
104,518 |
| 40 |
7,108.0 |
6,314.0 |
794.0 |
11.4% |
117.4 |
1.7% |
83% |
False |
False |
122,997 |
| 60 |
7,108.0 |
6,057.0 |
1,051.0 |
15.1% |
123.0 |
1.8% |
87% |
False |
False |
123,717 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
123.9 |
1.8% |
88% |
False |
False |
93,758 |
| 100 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
128.2 |
1.8% |
88% |
False |
False |
75,059 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
125.9 |
1.8% |
81% |
False |
False |
62,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,541.0 |
|
2.618 |
7,338.6 |
|
1.618 |
7,214.6 |
|
1.000 |
7,138.0 |
|
0.618 |
7,090.6 |
|
HIGH |
7,014.0 |
|
0.618 |
6,966.6 |
|
0.500 |
6,952.0 |
|
0.382 |
6,937.4 |
|
LOW |
6,890.0 |
|
0.618 |
6,813.4 |
|
1.000 |
6,766.0 |
|
1.618 |
6,689.4 |
|
2.618 |
6,565.4 |
|
4.250 |
6,363.0 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,963.7 |
6,963.5 |
| PP |
6,957.8 |
6,957.5 |
| S1 |
6,952.0 |
6,951.5 |
|