| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,396.0 |
2,441.0 |
45.0 |
1.9% |
2,320.0 |
| High |
2,452.0 |
2,441.0 |
-11.0 |
-0.4% |
2,375.0 |
| Low |
2,391.0 |
2,413.0 |
22.0 |
0.9% |
2,243.0 |
| Close |
2,437.0 |
2,432.0 |
-5.0 |
-0.2% |
2,366.0 |
| Range |
61.0 |
28.0 |
-33.0 |
-54.1% |
132.0 |
| ATR |
61.4 |
59.0 |
-2.4 |
-3.9% |
0.0 |
| Volume |
1,349,764 |
885,905 |
-463,859 |
-34.4% |
6,851,091 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,512.7 |
2,500.3 |
2,447.4 |
|
| R3 |
2,484.7 |
2,472.3 |
2,439.7 |
|
| R2 |
2,456.7 |
2,456.7 |
2,437.1 |
|
| R1 |
2,444.3 |
2,444.3 |
2,434.6 |
2,436.5 |
| PP |
2,428.7 |
2,428.7 |
2,428.7 |
2,424.8 |
| S1 |
2,416.3 |
2,416.3 |
2,429.4 |
2,408.5 |
| S2 |
2,400.7 |
2,400.7 |
2,426.9 |
|
| S3 |
2,372.7 |
2,388.3 |
2,424.3 |
|
| S4 |
2,344.7 |
2,360.3 |
2,416.6 |
|
|
| 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 |
2,452.0 |
2,243.0 |
209.0 |
8.6% |
76.4 |
3.1% |
90% |
False |
False |
1,347,296 |
| 10 |
2,452.0 |
2,141.0 |
311.0 |
12.8% |
70.0 |
2.9% |
94% |
False |
False |
1,336,764 |
| 20 |
2,452.0 |
2,130.0 |
322.0 |
13.2% |
55.7 |
2.3% |
94% |
False |
False |
1,192,478 |
| 40 |
2,452.0 |
2,108.0 |
344.0 |
14.1% |
51.3 |
2.1% |
94% |
False |
False |
1,224,812 |
| 60 |
2,452.0 |
2,026.0 |
426.0 |
17.5% |
50.7 |
2.1% |
95% |
False |
False |
876,763 |
| 80 |
2,452.0 |
2,026.0 |
426.0 |
17.5% |
51.9 |
2.1% |
95% |
False |
False |
658,889 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
21.2% |
50.8 |
2.1% |
79% |
False |
False |
527,345 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.2% |
47.8 |
2.0% |
79% |
False |
False |
440,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.0 |
|
2.618 |
2,514.3 |
|
1.618 |
2,486.3 |
|
1.000 |
2,469.0 |
|
0.618 |
2,458.3 |
|
HIGH |
2,441.0 |
|
0.618 |
2,430.3 |
|
0.500 |
2,427.0 |
|
0.382 |
2,423.7 |
|
LOW |
2,413.0 |
|
0.618 |
2,395.7 |
|
1.000 |
2,385.0 |
|
1.618 |
2,367.7 |
|
2.618 |
2,339.7 |
|
4.250 |
2,294.0 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,430.3 |
2,423.3 |
| PP |
2,428.7 |
2,414.7 |
| S1 |
2,427.0 |
2,406.0 |
|