| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,610.8 |
1,610.2 |
-0.6 |
0.0% |
1,622.9 |
| High |
1,615.7 |
1,614.8 |
-0.9 |
-0.1% |
1,627.5 |
| Low |
1,609.0 |
1,603.0 |
-6.0 |
-0.4% |
1,583.1 |
| Close |
1,609.7 |
1,612.9 |
3.2 |
0.2% |
1,606.0 |
| Range |
6.7 |
11.8 |
5.1 |
76.1% |
44.4 |
| ATR |
21.7 |
21.0 |
-0.7 |
-3.3% |
0.0 |
| Volume |
449 |
334 |
-115 |
-25.6% |
58,969 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,645.6 |
1,641.1 |
1,619.4 |
|
| R3 |
1,633.8 |
1,629.3 |
1,616.1 |
|
| R2 |
1,622.0 |
1,622.0 |
1,615.1 |
|
| R1 |
1,617.5 |
1,617.5 |
1,614.0 |
1,619.8 |
| PP |
1,610.2 |
1,610.2 |
1,610.2 |
1,611.4 |
| S1 |
1,605.7 |
1,605.7 |
1,611.8 |
1,608.0 |
| S2 |
1,598.4 |
1,598.4 |
1,610.7 |
|
| S3 |
1,586.6 |
1,593.9 |
1,609.7 |
|
| S4 |
1,574.8 |
1,582.1 |
1,606.4 |
|
|
| 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 |
1,615.7 |
1,583.1 |
32.6 |
2.0% |
16.4 |
1.0% |
91% |
False |
False |
610 |
| 10 |
1,628.6 |
1,583.1 |
45.5 |
2.8% |
17.7 |
1.1% |
65% |
False |
False |
40,885 |
| 20 |
1,628.6 |
1,554.4 |
74.2 |
4.6% |
19.9 |
1.2% |
79% |
False |
False |
86,074 |
| 40 |
1,635.4 |
1,547.6 |
87.8 |
5.4% |
22.9 |
1.4% |
74% |
False |
False |
101,933 |
| 60 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
26.0 |
1.6% |
74% |
False |
False |
104,014 |
| 80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.4 |
1.5% |
58% |
False |
False |
80,159 |
| 100 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
23.8 |
1.5% |
49% |
False |
False |
65,095 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.5 |
1.5% |
31% |
False |
False |
54,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,665.0 |
|
2.618 |
1,645.7 |
|
1.618 |
1,633.9 |
|
1.000 |
1,626.6 |
|
0.618 |
1,622.1 |
|
HIGH |
1,614.8 |
|
0.618 |
1,610.3 |
|
0.500 |
1,608.9 |
|
0.382 |
1,607.5 |
|
LOW |
1,603.0 |
|
0.618 |
1,595.7 |
|
1.000 |
1,591.2 |
|
1.618 |
1,583.9 |
|
2.618 |
1,572.1 |
|
4.250 |
1,552.9 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,611.6 |
1,611.7 |
| PP |
1,610.2 |
1,610.5 |
| S1 |
1,608.9 |
1,609.4 |
|