| 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 |
2,413.0 |
2,420.0 |
7.0 |
0.3% |
2,465.0 |
| High |
2,426.0 |
2,448.0 |
22.0 |
0.9% |
2,482.0 |
| Low |
2,392.0 |
2,410.0 |
18.0 |
0.8% |
2,392.0 |
| Close |
2,424.0 |
2,446.0 |
22.0 |
0.9% |
2,424.0 |
| Range |
34.0 |
38.0 |
4.0 |
11.8% |
90.0 |
| ATR |
44.6 |
44.1 |
-0.5 |
-1.1% |
0.0 |
| Volume |
1,134 |
288 |
-846 |
-74.6% |
16,989 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.7 |
2,535.3 |
2,466.9 |
|
| R3 |
2,510.7 |
2,497.3 |
2,456.5 |
|
| R2 |
2,472.7 |
2,472.7 |
2,453.0 |
|
| R1 |
2,459.3 |
2,459.3 |
2,449.5 |
2,466.0 |
| PP |
2,434.7 |
2,434.7 |
2,434.7 |
2,438.0 |
| S1 |
2,421.3 |
2,421.3 |
2,442.5 |
2,428.0 |
| S2 |
2,396.7 |
2,396.7 |
2,439.0 |
|
| S3 |
2,358.7 |
2,383.3 |
2,435.6 |
|
| S4 |
2,320.7 |
2,345.3 |
2,425.1 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.7 |
2,653.3 |
2,473.5 |
|
| R3 |
2,612.7 |
2,563.3 |
2,448.8 |
|
| R2 |
2,522.7 |
2,522.7 |
2,440.5 |
|
| R1 |
2,473.3 |
2,473.3 |
2,432.3 |
2,453.0 |
| PP |
2,432.7 |
2,432.7 |
2,432.7 |
2,422.5 |
| S1 |
2,383.3 |
2,383.3 |
2,415.8 |
2,363.0 |
| S2 |
2,342.7 |
2,342.7 |
2,407.5 |
|
| S3 |
2,252.7 |
2,293.3 |
2,399.3 |
|
| S4 |
2,162.7 |
2,203.3 |
2,374.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,482.0 |
2,392.0 |
90.0 |
3.7% |
37.6 |
1.5% |
60% |
False |
False |
2,608 |
| 10 |
2,482.0 |
2,392.0 |
90.0 |
3.7% |
33.2 |
1.4% |
60% |
False |
False |
3,037 |
| 20 |
2,482.0 |
2,235.0 |
247.0 |
10.1% |
42.9 |
1.8% |
85% |
False |
False |
1,729 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.0% |
43.3 |
1.8% |
90% |
False |
False |
6,800 |
| 60 |
2,482.0 |
2,042.0 |
440.0 |
18.0% |
44.2 |
1.8% |
92% |
False |
False |
7,894 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.1% |
44.7 |
1.8% |
92% |
False |
False |
6,369 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.1% |
45.5 |
1.9% |
92% |
False |
False |
5,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,609.5 |
|
2.618 |
2,547.5 |
|
1.618 |
2,509.5 |
|
1.000 |
2,486.0 |
|
0.618 |
2,471.5 |
|
HIGH |
2,448.0 |
|
0.618 |
2,433.5 |
|
0.500 |
2,429.0 |
|
0.382 |
2,424.5 |
|
LOW |
2,410.0 |
|
0.618 |
2,386.5 |
|
1.000 |
2,372.0 |
|
1.618 |
2,348.5 |
|
2.618 |
2,310.5 |
|
4.250 |
2,248.5 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,440.3 |
2,439.8 |
| PP |
2,434.7 |
2,433.7 |
| S1 |
2,429.0 |
2,427.5 |
|