| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,409.0 |
2,388.0 |
-21.0 |
-0.9% |
2,420.0 |
| High |
2,417.0 |
2,433.0 |
16.0 |
0.7% |
2,448.0 |
| Low |
2,385.0 |
2,386.0 |
1.0 |
0.0% |
2,385.0 |
| Close |
2,395.0 |
2,424.0 |
29.0 |
1.2% |
2,424.0 |
| Range |
32.0 |
47.0 |
15.0 |
46.9% |
63.0 |
| ATR |
40.9 |
41.3 |
0.4 |
1.1% |
0.0 |
| Volume |
583 |
13,212 |
12,629 |
2,166.2% |
14,947 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,555.3 |
2,536.7 |
2,449.9 |
|
| R3 |
2,508.3 |
2,489.7 |
2,436.9 |
|
| R2 |
2,461.3 |
2,461.3 |
2,432.6 |
|
| R1 |
2,442.7 |
2,442.7 |
2,428.3 |
2,452.0 |
| PP |
2,414.3 |
2,414.3 |
2,414.3 |
2,419.0 |
| S1 |
2,395.7 |
2,395.7 |
2,419.7 |
2,405.0 |
| S2 |
2,367.3 |
2,367.3 |
2,415.4 |
|
| S3 |
2,320.3 |
2,348.7 |
2,411.1 |
|
| S4 |
2,273.3 |
2,301.7 |
2,398.2 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,608.0 |
2,579.0 |
2,458.7 |
|
| R3 |
2,545.0 |
2,516.0 |
2,441.3 |
|
| R2 |
2,482.0 |
2,482.0 |
2,435.6 |
|
| R1 |
2,453.0 |
2,453.0 |
2,429.8 |
2,467.5 |
| PP |
2,419.0 |
2,419.0 |
2,419.0 |
2,426.3 |
| S1 |
2,390.0 |
2,390.0 |
2,418.2 |
2,404.5 |
| S2 |
2,356.0 |
2,356.0 |
2,412.5 |
|
| S3 |
2,293.0 |
2,327.0 |
2,406.7 |
|
| S4 |
2,230.0 |
2,264.0 |
2,389.4 |
|
|
| 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% |
33.2 |
1.4% |
62% |
False |
False |
2,989 |
| 10 |
2,482.0 |
2,385.0 |
97.0 |
4.0% |
35.6 |
1.5% |
40% |
False |
False |
3,193 |
| 20 |
2,482.0 |
2,350.0 |
132.0 |
5.4% |
34.8 |
1.4% |
56% |
False |
False |
2,317 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.1% |
42.4 |
1.7% |
84% |
False |
False |
5,277 |
| 60 |
2,482.0 |
2,097.0 |
385.0 |
15.9% |
43.7 |
1.8% |
85% |
False |
False |
7,623 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
43.7 |
1.8% |
88% |
False |
False |
6,531 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
44.8 |
1.8% |
88% |
False |
False |
5,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.8 |
|
2.618 |
2,556.0 |
|
1.618 |
2,509.0 |
|
1.000 |
2,480.0 |
|
0.618 |
2,462.0 |
|
HIGH |
2,433.0 |
|
0.618 |
2,415.0 |
|
0.500 |
2,409.5 |
|
0.382 |
2,404.0 |
|
LOW |
2,386.0 |
|
0.618 |
2,357.0 |
|
1.000 |
2,339.0 |
|
1.618 |
2,310.0 |
|
2.618 |
2,263.0 |
|
4.250 |
2,186.3 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,419.2 |
2,419.2 |
| PP |
2,414.3 |
2,414.3 |
| S1 |
2,409.5 |
2,409.5 |
|