| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,419.0 |
2,421.0 |
2.0 |
0.1% |
2,366.0 |
| High |
2,433.0 |
2,439.0 |
6.0 |
0.2% |
2,455.0 |
| Low |
2,405.0 |
2,401.0 |
-4.0 |
-0.2% |
2,360.0 |
| Close |
2,423.0 |
2,415.0 |
-8.0 |
-0.3% |
2,423.0 |
| Range |
28.0 |
38.0 |
10.0 |
35.7% |
95.0 |
| ATR |
55.9 |
54.6 |
-1.3 |
-2.3% |
0.0 |
| Volume |
716,692 |
694,784 |
-21,908 |
-3.1% |
4,840,390 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.3 |
2,511.7 |
2,435.9 |
|
| R3 |
2,494.3 |
2,473.7 |
2,425.5 |
|
| R2 |
2,456.3 |
2,456.3 |
2,422.0 |
|
| R1 |
2,435.7 |
2,435.7 |
2,418.5 |
2,427.0 |
| PP |
2,418.3 |
2,418.3 |
2,418.3 |
2,414.0 |
| S1 |
2,397.7 |
2,397.7 |
2,411.5 |
2,389.0 |
| S2 |
2,380.3 |
2,380.3 |
2,408.0 |
|
| S3 |
2,342.3 |
2,359.7 |
2,404.6 |
|
| S4 |
2,304.3 |
2,321.7 |
2,394.1 |
|
|
| 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 |
2,391.0 |
64.0 |
2.7% |
40.0 |
1.7% |
38% |
False |
False |
901,096 |
| 10 |
2,455.0 |
2,243.0 |
212.0 |
8.8% |
55.3 |
2.3% |
81% |
False |
False |
1,118,175 |
| 20 |
2,455.0 |
2,130.0 |
325.0 |
13.5% |
56.5 |
2.3% |
88% |
False |
False |
1,181,809 |
| 40 |
2,455.0 |
2,113.0 |
342.0 |
14.2% |
51.2 |
2.1% |
88% |
False |
False |
1,166,825 |
| 60 |
2,455.0 |
2,026.0 |
429.0 |
17.8% |
49.7 |
2.1% |
91% |
False |
False |
914,425 |
| 80 |
2,455.0 |
2,026.0 |
429.0 |
17.8% |
51.0 |
2.1% |
91% |
False |
False |
687,256 |
| 100 |
2,520.0 |
2,026.0 |
494.0 |
20.5% |
51.2 |
2.1% |
79% |
False |
False |
550,008 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.3% |
48.2 |
2.0% |
76% |
False |
False |
459,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,600.5 |
|
2.618 |
2,538.5 |
|
1.618 |
2,500.5 |
|
1.000 |
2,477.0 |
|
0.618 |
2,462.5 |
|
HIGH |
2,439.0 |
|
0.618 |
2,424.5 |
|
0.500 |
2,420.0 |
|
0.382 |
2,415.5 |
|
LOW |
2,401.0 |
|
0.618 |
2,377.5 |
|
1.000 |
2,363.0 |
|
1.618 |
2,339.5 |
|
2.618 |
2,301.5 |
|
4.250 |
2,239.5 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,420.0 |
2,428.0 |
| PP |
2,418.3 |
2,423.7 |
| S1 |
2,416.7 |
2,419.3 |
|