| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,593.8 |
1,600.2 |
6.4 |
0.4% |
1,604.7 |
| High |
1,604.6 |
1,616.1 |
11.5 |
0.7% |
1,624.1 |
| Low |
1,592.0 |
1,600.2 |
8.2 |
0.5% |
1,603.0 |
| Close |
1,603.7 |
1,616.1 |
12.4 |
0.8% |
1,619.7 |
| Range |
12.6 |
15.9 |
3.3 |
26.2% |
21.1 |
| ATR |
19.5 |
19.2 |
-0.3 |
-1.3% |
0.0 |
| Volume |
280 |
199 |
-81 |
-28.9% |
3,097 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,658.5 |
1,653.2 |
1,624.8 |
|
| R3 |
1,642.6 |
1,637.3 |
1,620.5 |
|
| R2 |
1,626.7 |
1,626.7 |
1,619.0 |
|
| R1 |
1,621.4 |
1,621.4 |
1,617.6 |
1,624.1 |
| PP |
1,610.8 |
1,610.8 |
1,610.8 |
1,612.1 |
| S1 |
1,605.5 |
1,605.5 |
1,614.6 |
1,608.2 |
| S2 |
1,594.9 |
1,594.9 |
1,613.2 |
|
| S3 |
1,579.0 |
1,589.6 |
1,611.7 |
|
| S4 |
1,563.1 |
1,573.7 |
1,607.4 |
|
|
| 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 |
2.0% |
17.7 |
1.1% |
76% |
False |
False |
602 |
| 10 |
1,624.1 |
1,585.1 |
39.0 |
2.4% |
14.6 |
0.9% |
79% |
False |
False |
556 |
| 20 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
17.8 |
1.1% |
81% |
False |
False |
49,512 |
| 40 |
1,628.6 |
1,547.6 |
81.0 |
5.0% |
22.1 |
1.4% |
85% |
False |
False |
81,665 |
| 60 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
24.8 |
1.5% |
76% |
False |
False |
102,131 |
| 80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.4 |
1.5% |
60% |
False |
False |
79,966 |
| 100 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
23.5 |
1.5% |
51% |
False |
False |
65,010 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.4 |
1.5% |
32% |
False |
False |
54,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,683.7 |
|
2.618 |
1,657.7 |
|
1.618 |
1,641.8 |
|
1.000 |
1,632.0 |
|
0.618 |
1,625.9 |
|
HIGH |
1,616.1 |
|
0.618 |
1,610.0 |
|
0.500 |
1,608.2 |
|
0.382 |
1,606.3 |
|
LOW |
1,600.2 |
|
0.618 |
1,590.4 |
|
1.000 |
1,584.3 |
|
1.618 |
1,574.5 |
|
2.618 |
1,558.6 |
|
4.250 |
1,532.6 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,613.5 |
1,612.0 |
| PP |
1,610.8 |
1,607.8 |
| S1 |
1,608.2 |
1,603.7 |
|