| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,445.0 |
2,419.0 |
-26.0 |
-1.1% |
2,366.0 |
| High |
2,455.0 |
2,433.0 |
-22.0 |
-0.9% |
2,455.0 |
| Low |
2,410.0 |
2,405.0 |
-5.0 |
-0.2% |
2,360.0 |
| Close |
2,433.0 |
2,423.0 |
-10.0 |
-0.4% |
2,423.0 |
| Range |
45.0 |
28.0 |
-17.0 |
-37.8% |
95.0 |
| ATR |
58.0 |
55.9 |
-2.1 |
-3.7% |
0.0 |
| Volume |
858,339 |
716,692 |
-141,647 |
-16.5% |
4,840,390 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.3 |
2,491.7 |
2,438.4 |
|
| R3 |
2,476.3 |
2,463.7 |
2,430.7 |
|
| R2 |
2,448.3 |
2,448.3 |
2,428.1 |
|
| R1 |
2,435.7 |
2,435.7 |
2,425.6 |
2,442.0 |
| PP |
2,420.3 |
2,420.3 |
2,420.3 |
2,423.5 |
| S1 |
2,407.7 |
2,407.7 |
2,420.4 |
2,414.0 |
| S2 |
2,392.3 |
2,392.3 |
2,417.9 |
|
| S3 |
2,364.3 |
2,379.7 |
2,415.3 |
|
| S4 |
2,336.3 |
2,351.7 |
2,407.6 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.7 |
2,655.3 |
2,475.3 |
|
| R3 |
2,602.7 |
2,560.3 |
2,449.1 |
|
| R2 |
2,507.7 |
2,507.7 |
2,440.4 |
|
| R1 |
2,465.3 |
2,465.3 |
2,431.7 |
2,486.5 |
| PP |
2,412.7 |
2,412.7 |
2,412.7 |
2,423.3 |
| S1 |
2,370.3 |
2,370.3 |
2,414.3 |
2,391.5 |
| S2 |
2,317.7 |
2,317.7 |
2,405.6 |
|
| S3 |
2,222.7 |
2,275.3 |
2,396.9 |
|
| S4 |
2,127.7 |
2,180.3 |
2,370.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,455.0 |
2,360.0 |
95.0 |
3.9% |
42.0 |
1.7% |
66% |
False |
False |
968,078 |
| 10 |
2,455.0 |
2,243.0 |
212.0 |
8.7% |
55.4 |
2.3% |
85% |
False |
False |
1,169,148 |
| 20 |
2,455.0 |
2,130.0 |
325.0 |
13.4% |
55.8 |
2.3% |
90% |
False |
False |
1,179,024 |
| 40 |
2,455.0 |
2,113.0 |
342.0 |
14.1% |
51.2 |
2.1% |
91% |
False |
False |
1,194,398 |
| 60 |
2,455.0 |
2,026.0 |
429.0 |
17.7% |
50.0 |
2.1% |
93% |
False |
False |
902,851 |
| 80 |
2,455.0 |
2,026.0 |
429.0 |
17.7% |
51.5 |
2.1% |
93% |
False |
False |
678,574 |
| 100 |
2,529.0 |
2,026.0 |
503.0 |
20.8% |
51.2 |
2.1% |
79% |
False |
False |
543,066 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.3% |
48.1 |
2.0% |
77% |
False |
False |
453,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,552.0 |
|
2.618 |
2,506.3 |
|
1.618 |
2,478.3 |
|
1.000 |
2,461.0 |
|
0.618 |
2,450.3 |
|
HIGH |
2,433.0 |
|
0.618 |
2,422.3 |
|
0.500 |
2,419.0 |
|
0.382 |
2,415.7 |
|
LOW |
2,405.0 |
|
0.618 |
2,387.7 |
|
1.000 |
2,377.0 |
|
1.618 |
2,359.7 |
|
2.618 |
2,331.7 |
|
4.250 |
2,286.0 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,421.7 |
2,430.0 |
| PP |
2,420.3 |
2,427.7 |
| S1 |
2,419.0 |
2,425.3 |
|