| 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 |
2,431.0 |
2,409.0 |
-22.0 |
-0.9% |
2,465.0 |
| High |
2,434.0 |
2,417.0 |
-17.0 |
-0.7% |
2,482.0 |
| Low |
2,409.0 |
2,385.0 |
-24.0 |
-1.0% |
2,392.0 |
| Close |
2,417.0 |
2,395.0 |
-22.0 |
-0.9% |
2,424.0 |
| Range |
25.0 |
32.0 |
7.0 |
28.0% |
90.0 |
| ATR |
41.5 |
40.9 |
-0.7 |
-1.6% |
0.0 |
| Volume |
422 |
583 |
161 |
38.2% |
16,989 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.0 |
2,477.0 |
2,412.6 |
|
| R3 |
2,463.0 |
2,445.0 |
2,403.8 |
|
| R2 |
2,431.0 |
2,431.0 |
2,400.9 |
|
| R1 |
2,413.0 |
2,413.0 |
2,397.9 |
2,406.0 |
| PP |
2,399.0 |
2,399.0 |
2,399.0 |
2,395.5 |
| S1 |
2,381.0 |
2,381.0 |
2,392.1 |
2,374.0 |
| S2 |
2,367.0 |
2,367.0 |
2,389.1 |
|
| S3 |
2,335.0 |
2,349.0 |
2,386.2 |
|
| S4 |
2,303.0 |
2,317.0 |
2,377.4 |
|
|
| 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 |
2,448.0 |
2,385.0 |
63.0 |
2.6% |
30.6 |
1.3% |
16% |
False |
True |
573 |
| 10 |
2,482.0 |
2,385.0 |
97.0 |
4.1% |
32.5 |
1.4% |
10% |
False |
True |
3,126 |
| 20 |
2,482.0 |
2,247.0 |
235.0 |
9.8% |
38.1 |
1.6% |
63% |
False |
False |
1,683 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.3% |
42.4 |
1.8% |
76% |
False |
False |
4,956 |
| 60 |
2,482.0 |
2,087.0 |
395.0 |
16.5% |
43.6 |
1.8% |
78% |
False |
False |
7,443 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.5% |
43.7 |
1.8% |
81% |
False |
False |
6,367 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.5% |
44.7 |
1.9% |
81% |
False |
False |
5,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.0 |
|
2.618 |
2,500.8 |
|
1.618 |
2,468.8 |
|
1.000 |
2,449.0 |
|
0.618 |
2,436.8 |
|
HIGH |
2,417.0 |
|
0.618 |
2,404.8 |
|
0.500 |
2,401.0 |
|
0.382 |
2,397.2 |
|
LOW |
2,385.0 |
|
0.618 |
2,365.2 |
|
1.000 |
2,353.0 |
|
1.618 |
2,333.2 |
|
2.618 |
2,301.2 |
|
4.250 |
2,249.0 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,401.0 |
2,414.5 |
| PP |
2,399.0 |
2,408.0 |
| S1 |
2,397.0 |
2,401.5 |
|