| 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 |
2,781.25 |
2,755.00 |
-26.25 |
-0.9% |
2,784.00 |
| High |
2,782.50 |
2,785.25 |
2.75 |
0.1% |
2,795.75 |
| Low |
2,750.25 |
2,745.25 |
-5.00 |
-0.2% |
2,745.25 |
| Close |
2,753.75 |
2,771.00 |
17.25 |
0.6% |
2,771.00 |
| Range |
32.25 |
40.00 |
7.75 |
24.0% |
50.50 |
| ATR |
31.51 |
32.11 |
0.61 |
1.9% |
0.00 |
| Volume |
165,170 |
293,090 |
127,920 |
77.4% |
905,662 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.25 |
2,869.00 |
2,793.00 |
|
| R3 |
2,847.25 |
2,829.00 |
2,782.00 |
|
| R2 |
2,807.25 |
2,807.25 |
2,778.25 |
|
| R1 |
2,789.00 |
2,789.00 |
2,774.75 |
2,798.00 |
| PP |
2,767.25 |
2,767.25 |
2,767.25 |
2,771.75 |
| S1 |
2,749.00 |
2,749.00 |
2,767.25 |
2,758.00 |
| S2 |
2,727.25 |
2,727.25 |
2,763.75 |
|
| S3 |
2,687.25 |
2,709.00 |
2,760.00 |
|
| S4 |
2,647.25 |
2,669.00 |
2,749.00 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.25 |
2,897.00 |
2,798.75 |
|
| R3 |
2,871.75 |
2,846.50 |
2,785.00 |
|
| R2 |
2,821.25 |
2,821.25 |
2,780.25 |
|
| R1 |
2,796.00 |
2,796.00 |
2,775.75 |
2,783.50 |
| PP |
2,770.75 |
2,770.75 |
2,770.75 |
2,764.25 |
| S1 |
2,745.50 |
2,745.50 |
2,766.25 |
2,733.00 |
| S2 |
2,720.25 |
2,720.25 |
2,761.75 |
|
| S3 |
2,669.75 |
2,695.00 |
2,757.00 |
|
| S4 |
2,619.25 |
2,644.50 |
2,743.25 |
|
|
| 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 |
2,745.25 |
50.50 |
1.8% |
26.00 |
0.9% |
51% |
False |
True |
181,132 |
| 10 |
2,802.50 |
2,745.25 |
57.25 |
2.1% |
29.25 |
1.1% |
45% |
False |
True |
198,467 |
| 20 |
2,802.50 |
2,671.75 |
130.75 |
4.7% |
27.00 |
1.0% |
76% |
False |
False |
183,235 |
| 40 |
2,802.50 |
2,516.50 |
286.00 |
10.3% |
36.50 |
1.3% |
89% |
False |
False |
213,208 |
| 60 |
2,802.50 |
2,503.50 |
299.00 |
10.8% |
39.75 |
1.4% |
89% |
False |
False |
217,299 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
40.75 |
1.5% |
92% |
False |
False |
164,292 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
40.50 |
1.5% |
92% |
False |
False |
131,447 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
37.75 |
1.4% |
92% |
False |
False |
109,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.25 |
|
2.618 |
2,890.00 |
|
1.618 |
2,850.00 |
|
1.000 |
2,825.25 |
|
0.618 |
2,810.00 |
|
HIGH |
2,785.25 |
|
0.618 |
2,770.00 |
|
0.500 |
2,765.25 |
|
0.382 |
2,760.50 |
|
LOW |
2,745.25 |
|
0.618 |
2,720.50 |
|
1.000 |
2,705.25 |
|
1.618 |
2,680.50 |
|
2.618 |
2,640.50 |
|
4.250 |
2,575.25 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.00 |
2,770.00 |
| PP |
2,767.25 |
2,769.00 |
| S1 |
2,765.25 |
2,768.00 |
|