| 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 |
1,677.3 |
1,670.4 |
-6.9 |
-0.4% |
1,622.0 |
| High |
1,679.2 |
1,675.5 |
-3.7 |
-0.2% |
1,679.4 |
| Low |
1,668.0 |
1,662.0 |
-6.0 |
-0.4% |
1,617.2 |
| Close |
1,677.6 |
1,671.7 |
-5.9 |
-0.4% |
1,675.0 |
| Range |
11.2 |
13.5 |
2.3 |
20.5% |
62.2 |
| ATR |
16.5 |
16.4 |
-0.1 |
-0.4% |
0.0 |
| Volume |
532 |
775 |
243 |
45.7% |
6,845 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.2 |
1,704.5 |
1,679.1 |
|
| R3 |
1,696.7 |
1,691.0 |
1,675.4 |
|
| R2 |
1,683.2 |
1,683.2 |
1,674.2 |
|
| R1 |
1,677.5 |
1,677.5 |
1,672.9 |
1,680.4 |
| PP |
1,669.7 |
1,669.7 |
1,669.7 |
1,671.2 |
| S1 |
1,664.0 |
1,664.0 |
1,670.5 |
1,666.9 |
| S2 |
1,656.2 |
1,656.2 |
1,669.2 |
|
| S3 |
1,642.7 |
1,650.5 |
1,668.0 |
|
| S4 |
1,629.2 |
1,637.0 |
1,664.3 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.8 |
1,821.6 |
1,709.2 |
|
| R3 |
1,781.6 |
1,759.4 |
1,692.1 |
|
| R2 |
1,719.4 |
1,719.4 |
1,686.4 |
|
| R1 |
1,697.2 |
1,697.2 |
1,680.7 |
1,708.3 |
| PP |
1,657.2 |
1,657.2 |
1,657.2 |
1,662.8 |
| S1 |
1,635.0 |
1,635.0 |
1,669.3 |
1,646.1 |
| S2 |
1,595.0 |
1,595.0 |
1,663.6 |
|
| S3 |
1,532.8 |
1,572.8 |
1,657.9 |
|
| S4 |
1,470.6 |
1,510.6 |
1,640.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,679.4 |
1,639.7 |
39.7 |
2.4% |
14.9 |
0.9% |
81% |
False |
False |
1,402 |
| 10 |
1,679.4 |
1,599.0 |
80.4 |
4.8% |
13.8 |
0.8% |
90% |
False |
False |
1,121 |
| 20 |
1,679.4 |
1,588.7 |
90.7 |
5.4% |
14.8 |
0.9% |
92% |
False |
False |
1,000 |
| 40 |
1,679.4 |
1,564.7 |
114.7 |
6.9% |
15.3 |
0.9% |
93% |
False |
False |
1,040 |
| 60 |
1,679.4 |
1,556.3 |
123.1 |
7.4% |
16.8 |
1.0% |
94% |
False |
False |
918 |
| 80 |
1,679.4 |
1,538.1 |
141.3 |
8.5% |
17.9 |
1.1% |
95% |
False |
False |
990 |
| 100 |
1,689.3 |
1,538.1 |
151.2 |
9.0% |
16.2 |
1.0% |
88% |
False |
False |
965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,732.9 |
|
2.618 |
1,710.8 |
|
1.618 |
1,697.3 |
|
1.000 |
1,689.0 |
|
0.618 |
1,683.8 |
|
HIGH |
1,675.5 |
|
0.618 |
1,670.3 |
|
0.500 |
1,668.8 |
|
0.382 |
1,667.2 |
|
LOW |
1,662.0 |
|
0.618 |
1,653.7 |
|
1.000 |
1,648.5 |
|
1.618 |
1,640.2 |
|
2.618 |
1,626.7 |
|
4.250 |
1,604.6 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,670.7 |
1,671.3 |
| PP |
1,669.7 |
1,671.0 |
| S1 |
1,668.8 |
1,670.6 |
|