| 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 |
6,957.5 |
6,959.5 |
2.0 |
0.0% |
7,039.5 |
| High |
6,989.0 |
7,050.0 |
61.0 |
0.9% |
7,105.0 |
| Low |
6,891.0 |
6,953.5 |
62.5 |
0.9% |
6,891.0 |
| Close |
6,978.5 |
7,045.5 |
67.0 |
1.0% |
6,978.5 |
| Range |
98.0 |
96.5 |
-1.5 |
-1.5% |
214.0 |
| ATR |
108.9 |
108.0 |
-0.9 |
-0.8% |
0.0 |
| Volume |
318 |
342 |
24 |
7.5% |
1,591 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,305.8 |
7,272.2 |
7,098.6 |
|
| R3 |
7,209.3 |
7,175.7 |
7,072.0 |
|
| R2 |
7,112.8 |
7,112.8 |
7,063.2 |
|
| R1 |
7,079.2 |
7,079.2 |
7,054.3 |
7,096.0 |
| PP |
7,016.3 |
7,016.3 |
7,016.3 |
7,024.8 |
| S1 |
6,982.7 |
6,982.7 |
7,036.7 |
6,999.5 |
| S2 |
6,919.8 |
6,919.8 |
7,027.8 |
|
| S3 |
6,823.3 |
6,886.2 |
7,019.0 |
|
| S4 |
6,726.8 |
6,789.7 |
6,992.4 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,633.5 |
7,520.0 |
7,096.2 |
|
| R3 |
7,419.5 |
7,306.0 |
7,037.4 |
|
| R2 |
7,205.5 |
7,205.5 |
7,017.7 |
|
| R1 |
7,092.0 |
7,092.0 |
6,998.1 |
7,041.8 |
| PP |
6,991.5 |
6,991.5 |
6,991.5 |
6,966.4 |
| S1 |
6,878.0 |
6,878.0 |
6,958.9 |
6,827.8 |
| S2 |
6,777.5 |
6,777.5 |
6,939.3 |
|
| S3 |
6,563.5 |
6,664.0 |
6,919.7 |
|
| S4 |
6,349.5 |
6,450.0 |
6,860.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,105.0 |
6,891.0 |
214.0 |
3.0% |
92.4 |
1.3% |
72% |
False |
False |
312 |
| 10 |
7,105.0 |
6,891.0 |
214.0 |
3.0% |
78.3 |
1.1% |
72% |
False |
False |
289 |
| 20 |
7,105.0 |
6,554.5 |
550.5 |
7.8% |
99.3 |
1.4% |
89% |
False |
False |
333 |
| 40 |
7,105.0 |
6,320.0 |
785.0 |
11.1% |
111.4 |
1.6% |
92% |
False |
False |
459 |
| 60 |
7,105.0 |
5,924.0 |
1,181.0 |
16.8% |
115.1 |
1.6% |
95% |
False |
False |
1,179 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
16.8% |
114.8 |
1.6% |
95% |
False |
False |
943 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
16.8% |
112.9 |
1.6% |
95% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,460.1 |
|
2.618 |
7,302.6 |
|
1.618 |
7,206.1 |
|
1.000 |
7,146.5 |
|
0.618 |
7,109.6 |
|
HIGH |
7,050.0 |
|
0.618 |
7,013.1 |
|
0.500 |
7,001.8 |
|
0.382 |
6,990.4 |
|
LOW |
6,953.5 |
|
0.618 |
6,893.9 |
|
1.000 |
6,857.0 |
|
1.618 |
6,797.4 |
|
2.618 |
6,700.9 |
|
4.250 |
6,543.4 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,030.9 |
7,026.1 |
| PP |
7,016.3 |
7,006.7 |
| S1 |
7,001.8 |
6,987.3 |
|