| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,604.7 |
1,610.8 |
6.1 |
0.4% |
1,622.9 |
| High |
1,614.1 |
1,615.7 |
1.6 |
0.1% |
1,627.5 |
| Low |
1,603.2 |
1,609.0 |
5.8 |
0.4% |
1,583.1 |
| Close |
1,612.9 |
1,609.7 |
-3.2 |
-0.2% |
1,606.0 |
| Range |
10.9 |
6.7 |
-4.2 |
-38.5% |
44.4 |
| ATR |
22.8 |
21.7 |
-1.2 |
-5.0% |
0.0 |
| Volume |
662 |
449 |
-213 |
-32.2% |
58,969 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,631.6 |
1,627.3 |
1,613.4 |
|
| R3 |
1,624.9 |
1,620.6 |
1,611.5 |
|
| R2 |
1,618.2 |
1,618.2 |
1,610.9 |
|
| R1 |
1,613.9 |
1,613.9 |
1,610.3 |
1,612.7 |
| PP |
1,611.5 |
1,611.5 |
1,611.5 |
1,610.9 |
| S1 |
1,607.2 |
1,607.2 |
1,609.1 |
1,606.0 |
| S2 |
1,604.8 |
1,604.8 |
1,608.5 |
|
| S3 |
1,598.1 |
1,600.5 |
1,607.9 |
|
| S4 |
1,591.4 |
1,593.8 |
1,606.0 |
|
|
| 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 |
1,617.6 |
1,583.1 |
34.5 |
2.1% |
19.2 |
1.2% |
77% |
False |
False |
1,097 |
| 10 |
1,628.6 |
1,577.9 |
50.7 |
3.1% |
19.8 |
1.2% |
63% |
False |
False |
59,823 |
| 20 |
1,628.6 |
1,554.4 |
74.2 |
4.6% |
20.2 |
1.3% |
75% |
False |
False |
92,429 |
| 40 |
1,635.4 |
1,547.6 |
87.8 |
5.5% |
23.4 |
1.5% |
71% |
False |
False |
105,527 |
| 60 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
26.3 |
1.6% |
71% |
False |
False |
104,441 |
| 80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.5 |
1.5% |
55% |
False |
False |
80,191 |
| 100 |
1,700.9 |
1,529.3 |
171.6 |
10.7% |
24.0 |
1.5% |
47% |
False |
False |
65,177 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.6 |
1.5% |
30% |
False |
False |
54,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,644.2 |
|
2.618 |
1,633.2 |
|
1.618 |
1,626.5 |
|
1.000 |
1,622.4 |
|
0.618 |
1,619.8 |
|
HIGH |
1,615.7 |
|
0.618 |
1,613.1 |
|
0.500 |
1,612.4 |
|
0.382 |
1,611.6 |
|
LOW |
1,609.0 |
|
0.618 |
1,604.9 |
|
1.000 |
1,602.3 |
|
1.618 |
1,598.2 |
|
2.618 |
1,591.5 |
|
4.250 |
1,580.5 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,612.4 |
1,606.6 |
| PP |
1,611.5 |
1,603.5 |
| S1 |
1,610.6 |
1,600.4 |
|