| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,614.0 |
1,620.0 |
6.0 |
0.4% |
1,622.0 |
| High |
1,621.4 |
1,639.9 |
18.5 |
1.1% |
1,623.7 |
| Low |
1,611.6 |
1,620.0 |
8.4 |
0.5% |
1,591.2 |
| Close |
1,620.1 |
1,639.9 |
19.8 |
1.2% |
1,616.3 |
| Range |
9.8 |
19.9 |
10.1 |
103.1% |
32.5 |
| ATR |
17.7 |
17.9 |
0.2 |
0.9% |
0.0 |
| Volume |
68 |
258 |
190 |
279.4% |
2,040 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,693.0 |
1,686.3 |
1,650.8 |
|
| R3 |
1,673.1 |
1,666.4 |
1,645.4 |
|
| R2 |
1,653.2 |
1,653.2 |
1,643.5 |
|
| R1 |
1,646.5 |
1,646.5 |
1,641.7 |
1,649.9 |
| PP |
1,633.3 |
1,633.3 |
1,633.3 |
1,634.9 |
| S1 |
1,626.6 |
1,626.6 |
1,638.1 |
1,630.0 |
| S2 |
1,613.4 |
1,613.4 |
1,636.3 |
|
| S3 |
1,593.5 |
1,606.7 |
1,634.4 |
|
| S4 |
1,573.6 |
1,586.8 |
1,629.0 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,707.9 |
1,694.6 |
1,634.2 |
|
| R3 |
1,675.4 |
1,662.1 |
1,625.2 |
|
| R2 |
1,642.9 |
1,642.9 |
1,622.3 |
|
| R1 |
1,629.6 |
1,629.6 |
1,619.3 |
1,620.0 |
| PP |
1,610.4 |
1,610.4 |
1,610.4 |
1,605.6 |
| S1 |
1,597.1 |
1,597.1 |
1,613.3 |
1,587.5 |
| S2 |
1,577.9 |
1,577.9 |
1,610.3 |
|
| S3 |
1,545.4 |
1,564.6 |
1,607.4 |
|
| S4 |
1,512.9 |
1,532.1 |
1,598.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,639.9 |
1,592.0 |
47.9 |
2.9% |
12.9 |
0.8% |
100% |
True |
False |
210 |
| 10 |
1,639.9 |
1,591.2 |
48.7 |
3.0% |
14.3 |
0.9% |
100% |
True |
False |
435 |
| 20 |
1,639.9 |
1,577.9 |
62.0 |
3.8% |
17.0 |
1.0% |
100% |
True |
False |
30,129 |
| 40 |
1,639.9 |
1,547.6 |
92.3 |
5.6% |
21.0 |
1.3% |
100% |
True |
False |
71,212 |
| 60 |
1,642.4 |
1,532.1 |
110.3 |
6.7% |
24.0 |
1.5% |
98% |
False |
False |
100,088 |
| 80 |
1,674.3 |
1,529.3 |
145.0 |
8.8% |
24.1 |
1.5% |
76% |
False |
False |
79,750 |
| 100 |
1,687.1 |
1,529.3 |
157.8 |
9.6% |
23.2 |
1.4% |
70% |
False |
False |
64,828 |
| 120 |
1,729.3 |
1,529.3 |
200.0 |
12.2% |
23.5 |
1.4% |
55% |
False |
False |
54,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.5 |
|
2.618 |
1,692.0 |
|
1.618 |
1,672.1 |
|
1.000 |
1,659.8 |
|
0.618 |
1,652.2 |
|
HIGH |
1,639.9 |
|
0.618 |
1,632.3 |
|
0.500 |
1,630.0 |
|
0.382 |
1,627.6 |
|
LOW |
1,620.0 |
|
0.618 |
1,607.7 |
|
1.000 |
1,600.1 |
|
1.618 |
1,587.8 |
|
2.618 |
1,567.9 |
|
4.250 |
1,535.4 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,636.6 |
1,635.2 |
| PP |
1,633.3 |
1,630.4 |
| S1 |
1,630.0 |
1,625.7 |
|