| 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 |
6,959.5 |
7,010.0 |
50.5 |
0.7% |
7,039.5 |
| High |
7,050.0 |
7,030.0 |
-20.0 |
-0.3% |
7,105.0 |
| Low |
6,953.5 |
6,979.0 |
25.5 |
0.4% |
6,891.0 |
| Close |
7,045.5 |
7,003.5 |
-42.0 |
-0.6% |
6,978.5 |
| Range |
96.5 |
51.0 |
-45.5 |
-47.2% |
214.0 |
| ATR |
108.0 |
105.1 |
-3.0 |
-2.7% |
0.0 |
| Volume |
342 |
2,135 |
1,793 |
524.3% |
1,591 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,157.2 |
7,131.3 |
7,031.6 |
|
| R3 |
7,106.2 |
7,080.3 |
7,017.5 |
|
| R2 |
7,055.2 |
7,055.2 |
7,012.9 |
|
| R1 |
7,029.3 |
7,029.3 |
7,008.2 |
7,016.8 |
| PP |
7,004.2 |
7,004.2 |
7,004.2 |
6,997.9 |
| S1 |
6,978.3 |
6,978.3 |
6,998.8 |
6,965.8 |
| S2 |
6,953.2 |
6,953.2 |
6,994.2 |
|
| S3 |
6,902.2 |
6,927.3 |
6,989.5 |
|
| S4 |
6,851.2 |
6,876.3 |
6,975.5 |
|
|
| 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 |
7,083.5 |
6,891.0 |
192.5 |
2.7% |
90.2 |
1.3% |
58% |
False |
False |
659 |
| 10 |
7,105.0 |
6,891.0 |
214.0 |
3.1% |
78.1 |
1.1% |
53% |
False |
False |
476 |
| 20 |
7,105.0 |
6,554.5 |
550.5 |
7.9% |
98.2 |
1.4% |
82% |
False |
False |
418 |
| 40 |
7,105.0 |
6,320.0 |
785.0 |
11.2% |
110.6 |
1.6% |
87% |
False |
False |
510 |
| 60 |
7,105.0 |
6,004.5 |
1,100.5 |
15.7% |
114.2 |
1.6% |
91% |
False |
False |
1,202 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
113.5 |
1.6% |
91% |
False |
False |
970 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
112.6 |
1.6% |
91% |
False |
False |
784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,246.8 |
|
2.618 |
7,163.5 |
|
1.618 |
7,112.5 |
|
1.000 |
7,081.0 |
|
0.618 |
7,061.5 |
|
HIGH |
7,030.0 |
|
0.618 |
7,010.5 |
|
0.500 |
7,004.5 |
|
0.382 |
6,998.5 |
|
LOW |
6,979.0 |
|
0.618 |
6,947.5 |
|
1.000 |
6,928.0 |
|
1.618 |
6,896.5 |
|
2.618 |
6,845.5 |
|
4.250 |
6,762.3 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,004.5 |
6,992.5 |
| PP |
7,004.2 |
6,981.5 |
| S1 |
7,003.8 |
6,970.5 |
|