| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,612.8 |
1,615.8 |
3.0 |
0.2% |
1,604.7 |
| High |
1,617.1 |
1,624.1 |
7.0 |
0.4% |
1,624.1 |
| Low |
1,610.1 |
1,605.0 |
-5.1 |
-0.3% |
1,603.0 |
| Close |
1,617.1 |
1,619.7 |
2.6 |
0.2% |
1,619.7 |
| Range |
7.0 |
19.1 |
12.1 |
172.9% |
21.1 |
| ATR |
20.0 |
19.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
433 |
1,219 |
786 |
181.5% |
3,097 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,673.6 |
1,665.7 |
1,630.2 |
|
| R3 |
1,654.5 |
1,646.6 |
1,625.0 |
|
| R2 |
1,635.4 |
1,635.4 |
1,623.2 |
|
| R1 |
1,627.5 |
1,627.5 |
1,621.5 |
1,631.5 |
| PP |
1,616.3 |
1,616.3 |
1,616.3 |
1,618.2 |
| S1 |
1,608.4 |
1,608.4 |
1,617.9 |
1,612.4 |
| S2 |
1,597.2 |
1,597.2 |
1,616.2 |
|
| S3 |
1,578.1 |
1,589.3 |
1,614.4 |
|
| S4 |
1,559.0 |
1,570.2 |
1,609.2 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.9 |
1,670.4 |
1,631.3 |
|
| R3 |
1,657.8 |
1,649.3 |
1,625.5 |
|
| R2 |
1,636.7 |
1,636.7 |
1,623.6 |
|
| R1 |
1,628.2 |
1,628.2 |
1,621.6 |
1,632.5 |
| PP |
1,615.6 |
1,615.6 |
1,615.6 |
1,617.7 |
| S1 |
1,607.1 |
1,607.1 |
1,617.8 |
1,611.4 |
| S2 |
1,594.5 |
1,594.5 |
1,615.8 |
|
| S3 |
1,573.4 |
1,586.0 |
1,613.9 |
|
| S4 |
1,552.3 |
1,564.9 |
1,608.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,624.1 |
1,603.0 |
21.1 |
1.3% |
11.1 |
0.7% |
79% |
True |
False |
619 |
| 10 |
1,627.5 |
1,583.1 |
44.4 |
2.7% |
16.4 |
1.0% |
82% |
False |
False |
6,206 |
| 20 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
18.5 |
1.1% |
87% |
False |
False |
72,708 |
| 40 |
1,635.4 |
1,547.6 |
87.8 |
5.4% |
22.6 |
1.4% |
82% |
False |
False |
95,462 |
| 60 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
25.7 |
1.6% |
79% |
False |
False |
103,548 |
| 80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.3 |
1.5% |
62% |
False |
False |
80,141 |
| 100 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
23.8 |
1.5% |
53% |
False |
False |
65,068 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.4 |
1.5% |
34% |
False |
False |
54,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,705.3 |
|
2.618 |
1,674.1 |
|
1.618 |
1,655.0 |
|
1.000 |
1,643.2 |
|
0.618 |
1,635.9 |
|
HIGH |
1,624.1 |
|
0.618 |
1,616.8 |
|
0.500 |
1,614.6 |
|
0.382 |
1,612.3 |
|
LOW |
1,605.0 |
|
0.618 |
1,593.2 |
|
1.000 |
1,585.9 |
|
1.618 |
1,574.1 |
|
2.618 |
1,555.0 |
|
4.250 |
1,523.8 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,618.0 |
1,617.7 |
| PP |
1,616.3 |
1,615.6 |
| S1 |
1,614.6 |
1,613.6 |
|