| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,442.0 |
2,431.0 |
-11.0 |
-0.5% |
2,465.0 |
| High |
2,444.0 |
2,434.0 |
-10.0 |
-0.4% |
2,482.0 |
| Low |
2,420.0 |
2,409.0 |
-11.0 |
-0.5% |
2,392.0 |
| Close |
2,429.0 |
2,417.0 |
-12.0 |
-0.5% |
2,424.0 |
| Range |
24.0 |
25.0 |
1.0 |
4.2% |
90.0 |
| ATR |
42.8 |
41.5 |
-1.3 |
-3.0% |
0.0 |
| Volume |
442 |
422 |
-20 |
-4.5% |
16,989 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.0 |
2,481.0 |
2,430.8 |
|
| R3 |
2,470.0 |
2,456.0 |
2,423.9 |
|
| R2 |
2,445.0 |
2,445.0 |
2,421.6 |
|
| R1 |
2,431.0 |
2,431.0 |
2,419.3 |
2,425.5 |
| PP |
2,420.0 |
2,420.0 |
2,420.0 |
2,417.3 |
| S1 |
2,406.0 |
2,406.0 |
2,414.7 |
2,400.5 |
| S2 |
2,395.0 |
2,395.0 |
2,412.4 |
|
| S3 |
2,370.0 |
2,381.0 |
2,410.1 |
|
| S4 |
2,345.0 |
2,356.0 |
2,403.3 |
|
|
| 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 |
2,463.0 |
2,392.0 |
71.0 |
2.9% |
36.8 |
1.5% |
35% |
False |
False |
1,592 |
| 10 |
2,482.0 |
2,392.0 |
90.0 |
3.7% |
34.0 |
1.4% |
28% |
False |
False |
3,092 |
| 20 |
2,482.0 |
2,235.0 |
247.0 |
10.2% |
42.8 |
1.8% |
74% |
False |
False |
1,675 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.2% |
43.3 |
1.8% |
82% |
False |
False |
6,201 |
| 60 |
2,482.0 |
2,087.0 |
395.0 |
16.3% |
43.7 |
1.8% |
84% |
False |
False |
7,743 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.3% |
44.0 |
1.8% |
86% |
False |
False |
6,363 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.3% |
44.8 |
1.9% |
86% |
False |
False |
5,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.3 |
|
2.618 |
2,499.5 |
|
1.618 |
2,474.5 |
|
1.000 |
2,459.0 |
|
0.618 |
2,449.5 |
|
HIGH |
2,434.0 |
|
0.618 |
2,424.5 |
|
0.500 |
2,421.5 |
|
0.382 |
2,418.6 |
|
LOW |
2,409.0 |
|
0.618 |
2,393.6 |
|
1.000 |
2,384.0 |
|
1.618 |
2,368.6 |
|
2.618 |
2,343.6 |
|
4.250 |
2,302.8 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,421.5 |
2,428.5 |
| PP |
2,420.0 |
2,424.7 |
| S1 |
2,418.5 |
2,420.8 |
|