| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,262.0 |
2,366.0 |
104.0 |
4.6% |
2,320.0 |
| High |
2,375.0 |
2,408.0 |
33.0 |
1.4% |
2,375.0 |
| Low |
2,258.0 |
2,360.0 |
102.0 |
4.5% |
2,243.0 |
| Close |
2,366.0 |
2,397.0 |
31.0 |
1.3% |
2,366.0 |
| Range |
117.0 |
48.0 |
-69.0 |
-59.0% |
132.0 |
| ATR |
62.5 |
61.4 |
-1.0 |
-1.7% |
0.0 |
| Volume |
1,508,731 |
1,029,690 |
-479,041 |
-31.8% |
6,851,091 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.3 |
2,512.7 |
2,423.4 |
|
| R3 |
2,484.3 |
2,464.7 |
2,410.2 |
|
| R2 |
2,436.3 |
2,436.3 |
2,405.8 |
|
| R1 |
2,416.7 |
2,416.7 |
2,401.4 |
2,426.5 |
| PP |
2,388.3 |
2,388.3 |
2,388.3 |
2,393.3 |
| S1 |
2,368.7 |
2,368.7 |
2,392.6 |
2,378.5 |
| S2 |
2,340.3 |
2,340.3 |
2,388.2 |
|
| S3 |
2,292.3 |
2,320.7 |
2,383.8 |
|
| S4 |
2,244.3 |
2,272.7 |
2,370.6 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.0 |
2,677.0 |
2,438.6 |
|
| R3 |
2,592.0 |
2,545.0 |
2,402.3 |
|
| R2 |
2,460.0 |
2,460.0 |
2,390.2 |
|
| R1 |
2,413.0 |
2,413.0 |
2,378.1 |
2,436.5 |
| PP |
2,328.0 |
2,328.0 |
2,328.0 |
2,339.8 |
| S1 |
2,281.0 |
2,281.0 |
2,353.9 |
2,304.5 |
| S2 |
2,196.0 |
2,196.0 |
2,341.8 |
|
| S3 |
2,064.0 |
2,149.0 |
2,329.7 |
|
| S4 |
1,932.0 |
2,017.0 |
2,293.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,408.0 |
2,243.0 |
165.0 |
6.9% |
70.6 |
2.9% |
93% |
True |
False |
1,335,253 |
| 10 |
2,408.0 |
2,130.0 |
278.0 |
11.6% |
71.3 |
3.0% |
96% |
True |
False |
1,330,687 |
| 20 |
2,408.0 |
2,130.0 |
278.0 |
11.6% |
55.1 |
2.3% |
96% |
True |
False |
1,176,682 |
| 40 |
2,408.0 |
2,107.0 |
301.0 |
12.6% |
52.2 |
2.2% |
96% |
True |
False |
1,235,329 |
| 60 |
2,408.0 |
2,026.0 |
382.0 |
15.9% |
50.9 |
2.1% |
97% |
True |
False |
839,552 |
| 80 |
2,408.0 |
2,026.0 |
382.0 |
15.9% |
52.3 |
2.2% |
97% |
True |
False |
630,948 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
21.5% |
50.5 |
2.1% |
72% |
False |
False |
505,403 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.5% |
47.3 |
2.0% |
72% |
False |
False |
421,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,612.0 |
|
2.618 |
2,533.7 |
|
1.618 |
2,485.7 |
|
1.000 |
2,456.0 |
|
0.618 |
2,437.7 |
|
HIGH |
2,408.0 |
|
0.618 |
2,389.7 |
|
0.500 |
2,384.0 |
|
0.382 |
2,378.3 |
|
LOW |
2,360.0 |
|
0.618 |
2,330.3 |
|
1.000 |
2,312.0 |
|
1.618 |
2,282.3 |
|
2.618 |
2,234.3 |
|
4.250 |
2,156.0 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,392.7 |
2,373.2 |
| PP |
2,388.3 |
2,349.3 |
| S1 |
2,384.0 |
2,325.5 |
|