| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,671.8 |
1,660.8 |
-11.0 |
-0.7% |
1,622.0 |
| High |
1,673.3 |
1,668.2 |
-5.1 |
-0.3% |
1,679.4 |
| Low |
1,657.2 |
1,657.0 |
-0.2 |
0.0% |
1,617.2 |
| Close |
1,665.1 |
1,659.2 |
-5.9 |
-0.4% |
1,675.0 |
| Range |
16.1 |
11.2 |
-4.9 |
-30.4% |
62.2 |
| ATR |
16.4 |
16.0 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,164 |
1,001 |
-163 |
-14.0% |
6,845 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.1 |
1,688.3 |
1,665.4 |
|
| R3 |
1,683.9 |
1,677.1 |
1,662.3 |
|
| R2 |
1,672.7 |
1,672.7 |
1,661.3 |
|
| R1 |
1,665.9 |
1,665.9 |
1,660.2 |
1,663.7 |
| PP |
1,661.5 |
1,661.5 |
1,661.5 |
1,660.4 |
| S1 |
1,654.7 |
1,654.7 |
1,658.2 |
1,652.5 |
| S2 |
1,650.3 |
1,650.3 |
1,657.1 |
|
| S3 |
1,639.1 |
1,643.5 |
1,656.1 |
|
| S4 |
1,627.9 |
1,632.3 |
1,653.0 |
|
|
| 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 |
1,679.2 |
1,657.0 |
22.2 |
1.3% |
12.2 |
0.7% |
10% |
False |
True |
882 |
| 10 |
1,679.4 |
1,616.6 |
62.8 |
3.8% |
14.0 |
0.8% |
68% |
False |
False |
1,145 |
| 20 |
1,679.4 |
1,593.6 |
85.8 |
5.2% |
13.4 |
0.8% |
76% |
False |
False |
1,050 |
| 40 |
1,679.4 |
1,564.7 |
114.7 |
6.9% |
14.9 |
0.9% |
82% |
False |
False |
1,065 |
| 60 |
1,679.4 |
1,556.3 |
123.1 |
7.4% |
16.8 |
1.0% |
84% |
False |
False |
935 |
| 80 |
1,679.4 |
1,538.1 |
141.3 |
8.5% |
17.8 |
1.1% |
86% |
False |
False |
1,014 |
| 100 |
1,689.3 |
1,538.1 |
151.2 |
9.1% |
16.2 |
1.0% |
80% |
False |
False |
962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,715.8 |
|
2.618 |
1,697.5 |
|
1.618 |
1,686.3 |
|
1.000 |
1,679.4 |
|
0.618 |
1,675.1 |
|
HIGH |
1,668.2 |
|
0.618 |
1,663.9 |
|
0.500 |
1,662.6 |
|
0.382 |
1,661.3 |
|
LOW |
1,657.0 |
|
0.618 |
1,650.1 |
|
1.000 |
1,645.8 |
|
1.618 |
1,638.9 |
|
2.618 |
1,627.7 |
|
4.250 |
1,609.4 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,662.6 |
1,666.3 |
| PP |
1,661.5 |
1,663.9 |
| S1 |
1,660.3 |
1,661.6 |
|