| 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 |
7,010.0 |
7,010.0 |
0.0 |
0.0% |
7,039.5 |
| High |
7,030.0 |
7,027.5 |
-2.5 |
0.0% |
7,105.0 |
| Low |
6,979.0 |
6,948.0 |
-31.0 |
-0.4% |
6,891.0 |
| Close |
7,003.5 |
7,001.5 |
-2.0 |
0.0% |
6,978.5 |
| Range |
51.0 |
79.5 |
28.5 |
55.9% |
214.0 |
| ATR |
105.1 |
103.3 |
-1.8 |
-1.7% |
0.0 |
| Volume |
2,135 |
317 |
-1,818 |
-85.2% |
1,591 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,230.8 |
7,195.7 |
7,045.2 |
|
| R3 |
7,151.3 |
7,116.2 |
7,023.4 |
|
| R2 |
7,071.8 |
7,071.8 |
7,016.1 |
|
| R1 |
7,036.7 |
7,036.7 |
7,008.8 |
7,014.5 |
| PP |
6,992.3 |
6,992.3 |
6,992.3 |
6,981.3 |
| S1 |
6,957.2 |
6,957.2 |
6,994.2 |
6,935.0 |
| S2 |
6,912.8 |
6,912.8 |
6,986.9 |
|
| S3 |
6,833.3 |
6,877.7 |
6,979.6 |
|
| S4 |
6,753.8 |
6,798.2 |
6,957.8 |
|
|
| 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% |
95.7 |
1.4% |
57% |
False |
False |
688 |
| 10 |
7,105.0 |
6,891.0 |
214.0 |
3.1% |
79.6 |
1.1% |
52% |
False |
False |
495 |
| 20 |
7,105.0 |
6,554.5 |
550.5 |
7.9% |
98.8 |
1.4% |
81% |
False |
False |
402 |
| 40 |
7,105.0 |
6,320.0 |
785.0 |
11.2% |
111.4 |
1.6% |
87% |
False |
False |
515 |
| 60 |
7,105.0 |
6,061.5 |
1,043.5 |
14.9% |
113.2 |
1.6% |
90% |
False |
False |
1,191 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
113.0 |
1.6% |
91% |
False |
False |
973 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
112.0 |
1.6% |
91% |
False |
False |
786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,365.4 |
|
2.618 |
7,235.6 |
|
1.618 |
7,156.1 |
|
1.000 |
7,107.0 |
|
0.618 |
7,076.6 |
|
HIGH |
7,027.5 |
|
0.618 |
6,997.1 |
|
0.500 |
6,987.8 |
|
0.382 |
6,978.4 |
|
LOW |
6,948.0 |
|
0.618 |
6,898.9 |
|
1.000 |
6,868.5 |
|
1.618 |
6,819.4 |
|
2.618 |
6,739.9 |
|
4.250 |
6,610.1 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,996.9 |
7,000.7 |
| PP |
6,992.3 |
6,999.8 |
| S1 |
6,987.8 |
6,999.0 |
|