| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,612.8 |
1,593.8 |
-19.0 |
-1.2% |
1,604.7 |
| High |
1,615.6 |
1,604.6 |
-11.0 |
-0.7% |
1,624.1 |
| Low |
1,591.2 |
1,592.0 |
0.8 |
0.1% |
1,603.0 |
| Close |
1,599.4 |
1,603.7 |
4.3 |
0.3% |
1,619.7 |
| Range |
24.4 |
12.6 |
-11.8 |
-48.4% |
21.1 |
| ATR |
20.0 |
19.5 |
-0.5 |
-2.6% |
0.0 |
| Volume |
910 |
280 |
-630 |
-69.2% |
3,097 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.9 |
1,633.4 |
1,610.6 |
|
| R3 |
1,625.3 |
1,620.8 |
1,607.2 |
|
| R2 |
1,612.7 |
1,612.7 |
1,606.0 |
|
| R1 |
1,608.2 |
1,608.2 |
1,604.9 |
1,610.5 |
| PP |
1,600.1 |
1,600.1 |
1,600.1 |
1,601.2 |
| S1 |
1,595.6 |
1,595.6 |
1,602.5 |
1,597.9 |
| S2 |
1,587.5 |
1,587.5 |
1,601.4 |
|
| S3 |
1,574.9 |
1,583.0 |
1,600.2 |
|
| S4 |
1,562.3 |
1,570.4 |
1,596.8 |
|
|
| 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 |
1,591.2 |
32.9 |
2.1% |
15.9 |
1.0% |
38% |
False |
False |
648 |
| 10 |
1,624.1 |
1,583.1 |
41.0 |
2.6% |
16.2 |
1.0% |
50% |
False |
False |
629 |
| 20 |
1,628.6 |
1,562.0 |
66.6 |
4.2% |
17.9 |
1.1% |
63% |
False |
False |
55,304 |
| 40 |
1,628.6 |
1,547.6 |
81.0 |
5.1% |
22.5 |
1.4% |
69% |
False |
False |
86,759 |
| 60 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
25.1 |
1.6% |
65% |
False |
False |
102,527 |
| 80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.3 |
1.5% |
51% |
False |
False |
80,064 |
| 100 |
1,700.9 |
1,529.3 |
171.6 |
10.7% |
23.7 |
1.5% |
43% |
False |
False |
65,023 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.4 |
1.5% |
28% |
False |
False |
54,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,658.2 |
|
2.618 |
1,637.6 |
|
1.618 |
1,625.0 |
|
1.000 |
1,617.2 |
|
0.618 |
1,612.4 |
|
HIGH |
1,604.6 |
|
0.618 |
1,599.8 |
|
0.500 |
1,598.3 |
|
0.382 |
1,596.8 |
|
LOW |
1,592.0 |
|
0.618 |
1,584.2 |
|
1.000 |
1,579.4 |
|
1.618 |
1,571.6 |
|
2.618 |
1,559.0 |
|
4.250 |
1,538.5 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,601.9 |
1,607.5 |
| PP |
1,600.1 |
1,606.2 |
| S1 |
1,598.3 |
1,605.0 |
|