| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,430.0 |
2,419.0 |
-11.0 |
-0.5% |
2,366.0 |
| High |
2,441.0 |
2,439.0 |
-2.0 |
-0.1% |
2,455.0 |
| Low |
2,417.0 |
2,412.0 |
-5.0 |
-0.2% |
2,360.0 |
| Close |
2,429.0 |
2,432.0 |
3.0 |
0.1% |
2,423.0 |
| Range |
24.0 |
27.0 |
3.0 |
12.5% |
95.0 |
| ATR |
52.6 |
50.7 |
-1.8 |
-3.5% |
0.0 |
| Volume |
698,933 |
584,067 |
-114,866 |
-16.4% |
4,840,390 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.7 |
2,497.3 |
2,446.9 |
|
| R3 |
2,481.7 |
2,470.3 |
2,439.4 |
|
| R2 |
2,454.7 |
2,454.7 |
2,437.0 |
|
| R1 |
2,443.3 |
2,443.3 |
2,434.5 |
2,449.0 |
| PP |
2,427.7 |
2,427.7 |
2,427.7 |
2,430.5 |
| S1 |
2,416.3 |
2,416.3 |
2,429.5 |
2,422.0 |
| S2 |
2,400.7 |
2,400.7 |
2,427.1 |
|
| S3 |
2,373.7 |
2,389.3 |
2,424.6 |
|
| S4 |
2,346.7 |
2,362.3 |
2,417.2 |
|
|
| 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 |
2,401.0 |
54.0 |
2.2% |
32.4 |
1.3% |
57% |
False |
False |
710,563 |
| 10 |
2,455.0 |
2,243.0 |
212.0 |
8.7% |
54.4 |
2.2% |
89% |
False |
False |
1,028,929 |
| 20 |
2,455.0 |
2,130.0 |
325.0 |
13.4% |
55.6 |
2.3% |
93% |
False |
False |
1,154,008 |
| 40 |
2,455.0 |
2,113.0 |
342.0 |
14.1% |
49.1 |
2.0% |
93% |
False |
False |
1,125,537 |
| 60 |
2,455.0 |
2,026.0 |
429.0 |
17.6% |
49.2 |
2.0% |
95% |
False |
False |
935,746 |
| 80 |
2,455.0 |
2,026.0 |
429.0 |
17.6% |
50.4 |
2.1% |
95% |
False |
False |
703,163 |
| 100 |
2,493.0 |
2,026.0 |
467.0 |
19.2% |
50.8 |
2.1% |
87% |
False |
False |
562,822 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.2% |
48.1 |
2.0% |
79% |
False |
False |
469,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.8 |
|
2.618 |
2,509.7 |
|
1.618 |
2,482.7 |
|
1.000 |
2,466.0 |
|
0.618 |
2,455.7 |
|
HIGH |
2,439.0 |
|
0.618 |
2,428.7 |
|
0.500 |
2,425.5 |
|
0.382 |
2,422.3 |
|
LOW |
2,412.0 |
|
0.618 |
2,395.3 |
|
1.000 |
2,385.0 |
|
1.618 |
2,368.3 |
|
2.618 |
2,341.3 |
|
4.250 |
2,297.3 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.8 |
2,428.3 |
| PP |
2,427.7 |
2,424.7 |
| S1 |
2,425.5 |
2,421.0 |
|