| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,589.3 |
1,604.7 |
15.4 |
1.0% |
1,622.9 |
| High |
1,606.0 |
1,614.1 |
8.1 |
0.5% |
1,627.5 |
| Low |
1,585.1 |
1,603.2 |
18.1 |
1.1% |
1,583.1 |
| Close |
1,606.0 |
1,612.9 |
6.9 |
0.4% |
1,606.0 |
| Range |
20.9 |
10.9 |
-10.0 |
-47.8% |
44.4 |
| ATR |
23.8 |
22.8 |
-0.9 |
-3.9% |
0.0 |
| Volume |
676 |
662 |
-14 |
-2.1% |
58,969 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,642.8 |
1,638.7 |
1,618.9 |
|
| R3 |
1,631.9 |
1,627.8 |
1,615.9 |
|
| R2 |
1,621.0 |
1,621.0 |
1,614.9 |
|
| R1 |
1,616.9 |
1,616.9 |
1,613.9 |
1,619.0 |
| PP |
1,610.1 |
1,610.1 |
1,610.1 |
1,611.1 |
| S1 |
1,606.0 |
1,606.0 |
1,611.9 |
1,608.1 |
| S2 |
1,599.2 |
1,599.2 |
1,610.9 |
|
| S3 |
1,588.3 |
1,595.1 |
1,609.9 |
|
| S4 |
1,577.4 |
1,584.2 |
1,606.9 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,738.7 |
1,716.8 |
1,630.4 |
|
| R3 |
1,694.3 |
1,672.4 |
1,618.2 |
|
| R2 |
1,649.9 |
1,649.9 |
1,614.1 |
|
| R1 |
1,628.0 |
1,628.0 |
1,610.1 |
1,616.8 |
| PP |
1,605.5 |
1,605.5 |
1,605.5 |
1,599.9 |
| S1 |
1,583.6 |
1,583.6 |
1,601.9 |
1,572.4 |
| S2 |
1,561.1 |
1,561.1 |
1,597.9 |
|
| S3 |
1,516.7 |
1,539.2 |
1,593.8 |
|
| S4 |
1,472.3 |
1,494.8 |
1,581.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,627.5 |
1,583.1 |
44.4 |
2.8% |
21.4 |
1.3% |
67% |
False |
False |
2,163 |
| 10 |
1,628.6 |
1,567.8 |
60.8 |
3.8% |
20.7 |
1.3% |
74% |
False |
False |
74,177 |
| 20 |
1,628.6 |
1,554.4 |
74.2 |
4.6% |
21.7 |
1.3% |
79% |
False |
False |
99,389 |
| 40 |
1,635.4 |
1,547.6 |
87.8 |
5.4% |
23.9 |
1.5% |
74% |
False |
False |
108,322 |
| 60 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
26.6 |
1.6% |
74% |
False |
False |
104,705 |
| 80 |
1,681.3 |
1,529.3 |
152.0 |
9.4% |
24.7 |
1.5% |
55% |
False |
False |
80,281 |
| 100 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
24.2 |
1.5% |
49% |
False |
False |
65,280 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.6 |
1.5% |
31% |
False |
False |
54,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,660.4 |
|
2.618 |
1,642.6 |
|
1.618 |
1,631.7 |
|
1.000 |
1,625.0 |
|
0.618 |
1,620.8 |
|
HIGH |
1,614.1 |
|
0.618 |
1,609.9 |
|
0.500 |
1,608.7 |
|
0.382 |
1,607.4 |
|
LOW |
1,603.2 |
|
0.618 |
1,596.5 |
|
1.000 |
1,592.3 |
|
1.618 |
1,585.6 |
|
2.618 |
1,574.7 |
|
4.250 |
1,556.9 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,611.5 |
1,608.3 |
| PP |
1,610.1 |
1,603.7 |
| S1 |
1,608.7 |
1,599.1 |
|