| 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 |
1,668.8 |
1,658.7 |
-10.1 |
-0.6% |
1,618.5 |
| High |
1,672.5 |
1,666.7 |
-5.8 |
-0.3% |
1,677.5 |
| Low |
1,654.4 |
1,652.3 |
-2.1 |
-0.1% |
1,611.8 |
| Close |
1,663.0 |
1,656.1 |
-6.9 |
-0.4% |
1,672.9 |
| Range |
18.1 |
14.4 |
-3.7 |
-20.4% |
65.7 |
| ATR |
19.3 |
19.0 |
-0.4 |
-1.8% |
0.0 |
| Volume |
96,144 |
72,071 |
-24,073 |
-25.0% |
550,838 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,701.6 |
1,693.2 |
1,664.0 |
|
| R3 |
1,687.2 |
1,678.8 |
1,660.1 |
|
| R2 |
1,672.8 |
1,672.8 |
1,658.7 |
|
| R1 |
1,664.4 |
1,664.4 |
1,657.4 |
1,661.4 |
| PP |
1,658.4 |
1,658.4 |
1,658.4 |
1,656.9 |
| S1 |
1,650.0 |
1,650.0 |
1,654.8 |
1,647.0 |
| S2 |
1,644.0 |
1,644.0 |
1,653.5 |
|
| S3 |
1,629.6 |
1,635.6 |
1,652.1 |
|
| S4 |
1,615.2 |
1,621.2 |
1,648.2 |
|
|
| 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 |
1,652.3 |
27.0 |
1.6% |
14.7 |
0.9% |
14% |
False |
True |
87,145 |
| 10 |
1,679.3 |
1,611.8 |
67.5 |
4.1% |
16.4 |
1.0% |
66% |
False |
False |
96,408 |
| 20 |
1,679.3 |
1,588.5 |
90.8 |
5.5% |
16.7 |
1.0% |
74% |
False |
False |
93,652 |
| 40 |
1,679.3 |
1,559.5 |
119.8 |
7.2% |
19.4 |
1.2% |
81% |
False |
False |
68,810 |
| 60 |
1,679.3 |
1,552.0 |
127.3 |
7.7% |
21.8 |
1.3% |
82% |
False |
False |
47,426 |
| 80 |
1,679.3 |
1,535.4 |
143.9 |
8.7% |
23.3 |
1.4% |
84% |
False |
False |
37,208 |
| 100 |
1,687.4 |
1,535.4 |
152.0 |
9.2% |
22.3 |
1.3% |
79% |
False |
False |
30,361 |
| 120 |
1,716.4 |
1,535.4 |
181.0 |
10.9% |
22.7 |
1.4% |
67% |
False |
False |
25,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.9 |
|
2.618 |
1,704.4 |
|
1.618 |
1,690.0 |
|
1.000 |
1,681.1 |
|
0.618 |
1,675.6 |
|
HIGH |
1,666.7 |
|
0.618 |
1,661.2 |
|
0.500 |
1,659.5 |
|
0.382 |
1,657.8 |
|
LOW |
1,652.3 |
|
0.618 |
1,643.4 |
|
1.000 |
1,637.9 |
|
1.618 |
1,629.0 |
|
2.618 |
1,614.6 |
|
4.250 |
1,591.1 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,659.5 |
1,663.6 |
| PP |
1,658.4 |
1,661.1 |
| S1 |
1,657.2 |
1,658.6 |
|