| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,672.6 |
1,673.2 |
0.6 |
0.0% |
1,618.5 |
| High |
1,676.3 |
1,679.3 |
3.0 |
0.2% |
1,677.5 |
| Low |
1,665.1 |
1,665.5 |
0.4 |
0.0% |
1,611.8 |
| Close |
1,672.9 |
1,675.6 |
2.7 |
0.2% |
1,672.9 |
| Range |
11.2 |
13.8 |
2.6 |
23.2% |
65.7 |
| ATR |
20.1 |
19.7 |
-0.5 |
-2.2% |
0.0 |
| Volume |
94,598 |
74,105 |
-20,493 |
-21.7% |
550,838 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,714.9 |
1,709.0 |
1,683.2 |
|
| R3 |
1,701.1 |
1,695.2 |
1,679.4 |
|
| R2 |
1,687.3 |
1,687.3 |
1,678.1 |
|
| R1 |
1,681.4 |
1,681.4 |
1,676.9 |
1,684.4 |
| PP |
1,673.5 |
1,673.5 |
1,673.5 |
1,674.9 |
| S1 |
1,667.6 |
1,667.6 |
1,674.3 |
1,670.6 |
| S2 |
1,659.7 |
1,659.7 |
1,673.1 |
|
| S3 |
1,645.9 |
1,653.8 |
1,671.8 |
|
| S4 |
1,632.1 |
1,640.0 |
1,668.0 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.2 |
1,827.7 |
1,709.0 |
|
| R3 |
1,785.5 |
1,762.0 |
1,691.0 |
|
| R2 |
1,719.8 |
1,719.8 |
1,684.9 |
|
| R1 |
1,696.3 |
1,696.3 |
1,678.9 |
1,708.1 |
| PP |
1,654.1 |
1,654.1 |
1,654.1 |
1,659.9 |
| S1 |
1,630.6 |
1,630.6 |
1,666.9 |
1,642.4 |
| S2 |
1,588.4 |
1,588.4 |
1,660.9 |
|
| S3 |
1,522.7 |
1,564.9 |
1,654.8 |
|
| S4 |
1,457.0 |
1,499.2 |
1,636.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,679.3 |
1,620.8 |
58.5 |
3.5% |
18.5 |
1.1% |
94% |
True |
False |
111,661 |
| 10 |
1,679.3 |
1,592.1 |
87.2 |
5.2% |
17.6 |
1.1% |
96% |
True |
False |
100,072 |
| 20 |
1,679.3 |
1,586.3 |
93.0 |
5.6% |
18.1 |
1.1% |
96% |
True |
False |
100,769 |
| 40 |
1,679.3 |
1,559.5 |
119.8 |
7.1% |
20.0 |
1.2% |
97% |
True |
False |
62,862 |
| 60 |
1,679.3 |
1,552.0 |
127.3 |
7.6% |
21.9 |
1.3% |
97% |
True |
False |
43,114 |
| 80 |
1,679.3 |
1,535.4 |
143.9 |
8.6% |
23.6 |
1.4% |
97% |
True |
False |
34,011 |
| 100 |
1,687.4 |
1,535.4 |
152.0 |
9.1% |
22.4 |
1.3% |
92% |
False |
False |
27,778 |
| 120 |
1,725.2 |
1,535.4 |
189.8 |
11.3% |
22.9 |
1.4% |
74% |
False |
False |
23,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,738.0 |
|
2.618 |
1,715.4 |
|
1.618 |
1,701.6 |
|
1.000 |
1,693.1 |
|
0.618 |
1,687.8 |
|
HIGH |
1,679.3 |
|
0.618 |
1,674.0 |
|
0.500 |
1,672.4 |
|
0.382 |
1,670.8 |
|
LOW |
1,665.5 |
|
0.618 |
1,657.0 |
|
1.000 |
1,651.7 |
|
1.618 |
1,643.2 |
|
2.618 |
1,629.4 |
|
4.250 |
1,606.9 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,674.5 |
1,672.7 |
| PP |
1,673.5 |
1,669.8 |
| S1 |
1,672.4 |
1,666.9 |
|