| 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 |
2,782.00 |
2,781.25 |
-0.75 |
0.0% |
2,774.75 |
| High |
2,790.50 |
2,782.50 |
-8.00 |
-0.3% |
2,802.50 |
| Low |
2,771.25 |
2,750.25 |
-21.00 |
-0.8% |
2,750.50 |
| Close |
2,781.25 |
2,753.75 |
-27.50 |
-1.0% |
2,775.00 |
| Range |
19.25 |
32.25 |
13.00 |
67.5% |
52.00 |
| ATR |
31.45 |
31.51 |
0.06 |
0.2% |
0.00 |
| Volume |
134,170 |
165,170 |
31,000 |
23.1% |
1,079,013 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.00 |
2,838.50 |
2,771.50 |
|
| R3 |
2,826.75 |
2,806.25 |
2,762.50 |
|
| R2 |
2,794.50 |
2,794.50 |
2,759.75 |
|
| R1 |
2,774.00 |
2,774.00 |
2,756.75 |
2,768.00 |
| PP |
2,762.25 |
2,762.25 |
2,762.25 |
2,759.25 |
| S1 |
2,741.75 |
2,741.75 |
2,750.75 |
2,736.00 |
| S2 |
2,730.00 |
2,730.00 |
2,747.75 |
|
| S3 |
2,697.75 |
2,709.50 |
2,745.00 |
|
| S4 |
2,665.50 |
2,677.25 |
2,736.00 |
|
|
| 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 |
2,750.25 |
45.50 |
1.7% |
25.00 |
0.9% |
8% |
False |
True |
160,280 |
| 10 |
2,802.50 |
2,750.25 |
52.25 |
1.9% |
27.00 |
1.0% |
7% |
False |
True |
184,296 |
| 20 |
2,802.50 |
2,616.00 |
186.50 |
6.8% |
28.25 |
1.0% |
74% |
False |
False |
179,853 |
| 40 |
2,802.50 |
2,516.50 |
286.00 |
10.4% |
37.00 |
1.3% |
83% |
False |
False |
212,220 |
| 60 |
2,802.50 |
2,503.50 |
299.00 |
10.9% |
39.75 |
1.4% |
84% |
False |
False |
213,758 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
14.0% |
41.00 |
1.5% |
87% |
False |
False |
160,632 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
14.0% |
40.25 |
1.5% |
87% |
False |
False |
128,516 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
14.0% |
37.50 |
1.4% |
87% |
False |
False |
107,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.50 |
|
2.618 |
2,867.00 |
|
1.618 |
2,834.75 |
|
1.000 |
2,814.75 |
|
0.618 |
2,802.50 |
|
HIGH |
2,782.50 |
|
0.618 |
2,770.25 |
|
0.500 |
2,766.50 |
|
0.382 |
2,762.50 |
|
LOW |
2,750.25 |
|
0.618 |
2,730.25 |
|
1.000 |
2,718.00 |
|
1.618 |
2,698.00 |
|
2.618 |
2,665.75 |
|
4.250 |
2,613.25 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.50 |
2,770.50 |
| PP |
2,762.25 |
2,764.75 |
| S1 |
2,758.00 |
2,759.25 |
|