| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,420.0 |
2,442.0 |
22.0 |
0.9% |
2,465.0 |
| High |
2,448.0 |
2,444.0 |
-4.0 |
-0.2% |
2,482.0 |
| Low |
2,410.0 |
2,420.0 |
10.0 |
0.4% |
2,392.0 |
| Close |
2,446.0 |
2,429.0 |
-17.0 |
-0.7% |
2,424.0 |
| Range |
38.0 |
24.0 |
-14.0 |
-36.8% |
90.0 |
| ATR |
44.1 |
42.8 |
-1.3 |
-2.9% |
0.0 |
| Volume |
288 |
442 |
154 |
53.5% |
16,989 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.0 |
2,490.0 |
2,442.2 |
|
| R3 |
2,479.0 |
2,466.0 |
2,435.6 |
|
| R2 |
2,455.0 |
2,455.0 |
2,433.4 |
|
| R1 |
2,442.0 |
2,442.0 |
2,431.2 |
2,436.5 |
| PP |
2,431.0 |
2,431.0 |
2,431.0 |
2,428.3 |
| S1 |
2,418.0 |
2,418.0 |
2,426.8 |
2,412.5 |
| S2 |
2,407.0 |
2,407.0 |
2,424.6 |
|
| S3 |
2,383.0 |
2,394.0 |
2,422.4 |
|
| S4 |
2,359.0 |
2,370.0 |
2,415.8 |
|
|
| 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 |
2,465.0 |
2,392.0 |
73.0 |
3.0% |
37.2 |
1.5% |
51% |
False |
False |
2,086 |
| 10 |
2,482.0 |
2,392.0 |
90.0 |
3.7% |
34.0 |
1.4% |
41% |
False |
False |
3,075 |
| 20 |
2,482.0 |
2,235.0 |
247.0 |
10.2% |
42.4 |
1.7% |
79% |
False |
False |
1,659 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.1% |
43.1 |
1.8% |
86% |
False |
False |
6,557 |
| 60 |
2,482.0 |
2,074.0 |
408.0 |
16.8% |
44.1 |
1.8% |
87% |
False |
False |
7,846 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
44.3 |
1.8% |
89% |
False |
False |
6,359 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
45.2 |
1.9% |
89% |
False |
False |
5,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.0 |
|
2.618 |
2,506.8 |
|
1.618 |
2,482.8 |
|
1.000 |
2,468.0 |
|
0.618 |
2,458.8 |
|
HIGH |
2,444.0 |
|
0.618 |
2,434.8 |
|
0.500 |
2,432.0 |
|
0.382 |
2,429.2 |
|
LOW |
2,420.0 |
|
0.618 |
2,405.2 |
|
1.000 |
2,396.0 |
|
1.618 |
2,381.2 |
|
2.618 |
2,357.2 |
|
4.250 |
2,318.0 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,432.0 |
2,426.0 |
| PP |
2,431.0 |
2,423.0 |
| S1 |
2,430.0 |
2,420.0 |
|