| 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 |
2,784.00 |
2,783.25 |
-0.75 |
0.0% |
2,774.75 |
| High |
2,795.75 |
2,790.50 |
-5.25 |
-0.2% |
2,802.50 |
| Low |
2,776.50 |
2,771.00 |
-5.50 |
-0.2% |
2,750.50 |
| Close |
2,782.75 |
2,780.75 |
-2.00 |
-0.1% |
2,775.00 |
| Range |
19.25 |
19.50 |
0.25 |
1.3% |
52.00 |
| ATR |
33.38 |
32.39 |
-0.99 |
-3.0% |
0.00 |
| Volume |
140,197 |
173,035 |
32,838 |
23.4% |
1,079,013 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.25 |
2,829.50 |
2,791.50 |
|
| R3 |
2,819.75 |
2,810.00 |
2,786.00 |
|
| R2 |
2,800.25 |
2,800.25 |
2,784.25 |
|
| R1 |
2,790.50 |
2,790.50 |
2,782.50 |
2,785.50 |
| PP |
2,780.75 |
2,780.75 |
2,780.75 |
2,778.25 |
| S1 |
2,771.00 |
2,771.00 |
2,779.00 |
2,766.00 |
| S2 |
2,761.25 |
2,761.25 |
2,777.25 |
|
| S3 |
2,741.75 |
2,751.50 |
2,775.50 |
|
| S4 |
2,722.25 |
2,732.00 |
2,770.00 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.00 |
2,905.50 |
2,803.50 |
|
| R3 |
2,880.00 |
2,853.50 |
2,789.25 |
|
| R2 |
2,828.00 |
2,828.00 |
2,784.50 |
|
| R1 |
2,801.50 |
2,801.50 |
2,779.75 |
2,814.75 |
| PP |
2,776.00 |
2,776.00 |
2,776.00 |
2,782.50 |
| S1 |
2,749.50 |
2,749.50 |
2,770.25 |
2,762.75 |
| S2 |
2,724.00 |
2,724.00 |
2,765.50 |
|
| S3 |
2,672.00 |
2,697.50 |
2,760.75 |
|
| S4 |
2,620.00 |
2,645.50 |
2,746.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.75 |
2,750.50 |
45.25 |
1.6% |
28.50 |
1.0% |
67% |
False |
False |
192,559 |
| 10 |
2,802.50 |
2,718.50 |
84.00 |
3.0% |
27.50 |
1.0% |
74% |
False |
False |
191,435 |
| 20 |
2,802.50 |
2,600.50 |
202.00 |
7.3% |
29.75 |
1.1% |
89% |
False |
False |
192,658 |
| 40 |
2,802.50 |
2,516.50 |
286.00 |
10.3% |
37.25 |
1.3% |
92% |
False |
False |
204,790 |
| 60 |
2,802.50 |
2,454.00 |
348.50 |
12.5% |
40.50 |
1.5% |
94% |
False |
False |
209,106 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
41.50 |
1.5% |
94% |
False |
False |
156,891 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
40.50 |
1.5% |
94% |
False |
False |
125,523 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
37.25 |
1.3% |
94% |
False |
False |
104,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,873.50 |
|
2.618 |
2,841.50 |
|
1.618 |
2,822.00 |
|
1.000 |
2,810.00 |
|
0.618 |
2,802.50 |
|
HIGH |
2,790.50 |
|
0.618 |
2,783.00 |
|
0.500 |
2,780.75 |
|
0.382 |
2,778.50 |
|
LOW |
2,771.00 |
|
0.618 |
2,759.00 |
|
1.000 |
2,751.50 |
|
1.618 |
2,739.50 |
|
2.618 |
2,720.00 |
|
4.250 |
2,688.00 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.75 |
2,778.25 |
| PP |
2,780.75 |
2,775.75 |
| S1 |
2,780.75 |
2,773.00 |
|