| 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 |
2,783.25 |
2,782.00 |
-1.25 |
0.0% |
2,774.75 |
| High |
2,790.50 |
2,790.50 |
0.00 |
0.0% |
2,802.50 |
| Low |
2,771.00 |
2,771.25 |
0.25 |
0.0% |
2,750.50 |
| Close |
2,780.75 |
2,781.25 |
0.50 |
0.0% |
2,775.00 |
| Range |
19.50 |
19.25 |
-0.25 |
-1.3% |
52.00 |
| ATR |
32.39 |
31.45 |
-0.94 |
-2.9% |
0.00 |
| Volume |
173,035 |
134,170 |
-38,865 |
-22.5% |
1,079,013 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.75 |
2,829.25 |
2,791.75 |
|
| R3 |
2,819.50 |
2,810.00 |
2,786.50 |
|
| R2 |
2,800.25 |
2,800.25 |
2,784.75 |
|
| R1 |
2,790.75 |
2,790.75 |
2,783.00 |
2,786.00 |
| PP |
2,781.00 |
2,781.00 |
2,781.00 |
2,778.50 |
| S1 |
2,771.50 |
2,771.50 |
2,779.50 |
2,766.50 |
| S2 |
2,761.75 |
2,761.75 |
2,777.75 |
|
| S3 |
2,742.50 |
2,752.25 |
2,776.00 |
|
| S4 |
2,723.25 |
2,733.00 |
2,770.75 |
|
|
| 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% |
26.25 |
0.9% |
68% |
False |
False |
169,967 |
| 10 |
2,802.50 |
2,738.25 |
64.25 |
2.3% |
27.25 |
1.0% |
67% |
False |
False |
188,600 |
| 20 |
2,802.50 |
2,600.50 |
202.00 |
7.3% |
29.00 |
1.0% |
89% |
False |
False |
186,757 |
| 40 |
2,802.50 |
2,516.50 |
286.00 |
10.3% |
37.00 |
1.3% |
93% |
False |
False |
208,115 |
| 60 |
2,802.50 |
2,481.50 |
321.00 |
11.5% |
40.25 |
1.4% |
93% |
False |
False |
211,281 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
41.00 |
1.5% |
94% |
False |
False |
158,568 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
40.50 |
1.5% |
94% |
False |
False |
126,865 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
37.25 |
1.3% |
94% |
False |
False |
105,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.25 |
|
2.618 |
2,841.00 |
|
1.618 |
2,821.75 |
|
1.000 |
2,809.75 |
|
0.618 |
2,802.50 |
|
HIGH |
2,790.50 |
|
0.618 |
2,783.25 |
|
0.500 |
2,781.00 |
|
0.382 |
2,778.50 |
|
LOW |
2,771.25 |
|
0.618 |
2,759.25 |
|
1.000 |
2,752.00 |
|
1.618 |
2,740.00 |
|
2.618 |
2,720.75 |
|
4.250 |
2,689.50 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,781.00 |
2,783.50 |
| PP |
2,781.00 |
2,782.75 |
| S1 |
2,781.00 |
2,782.00 |
|