| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,419.0 |
2,441.0 |
22.0 |
0.9% |
2,366.0 |
| High |
2,439.0 |
2,466.0 |
27.0 |
1.1% |
2,455.0 |
| Low |
2,412.0 |
2,419.0 |
7.0 |
0.3% |
2,360.0 |
| Close |
2,432.0 |
2,453.0 |
21.0 |
0.9% |
2,423.0 |
| Range |
27.0 |
47.0 |
20.0 |
74.1% |
95.0 |
| ATR |
50.7 |
50.5 |
-0.3 |
-0.5% |
0.0 |
| Volume |
584,067 |
852,830 |
268,763 |
46.0% |
4,840,390 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.0 |
2,567.0 |
2,478.9 |
|
| R3 |
2,540.0 |
2,520.0 |
2,465.9 |
|
| R2 |
2,493.0 |
2,493.0 |
2,461.6 |
|
| R1 |
2,473.0 |
2,473.0 |
2,457.3 |
2,483.0 |
| PP |
2,446.0 |
2,446.0 |
2,446.0 |
2,451.0 |
| S1 |
2,426.0 |
2,426.0 |
2,448.7 |
2,436.0 |
| S2 |
2,399.0 |
2,399.0 |
2,444.4 |
|
| S3 |
2,352.0 |
2,379.0 |
2,440.1 |
|
| S4 |
2,305.0 |
2,332.0 |
2,427.2 |
|
|
| 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 |
2,466.0 |
2,401.0 |
65.0 |
2.6% |
32.8 |
1.3% |
80% |
True |
False |
709,461 |
| 10 |
2,466.0 |
2,258.0 |
208.0 |
8.5% |
46.3 |
1.9% |
94% |
True |
False |
917,973 |
| 20 |
2,466.0 |
2,130.0 |
336.0 |
13.7% |
56.6 |
2.3% |
96% |
True |
False |
1,140,217 |
| 40 |
2,466.0 |
2,113.0 |
353.0 |
14.4% |
49.5 |
2.0% |
96% |
True |
False |
1,120,070 |
| 60 |
2,466.0 |
2,026.0 |
440.0 |
17.9% |
49.2 |
2.0% |
97% |
True |
False |
949,772 |
| 80 |
2,466.0 |
2,026.0 |
440.0 |
17.9% |
50.5 |
2.1% |
97% |
True |
False |
713,810 |
| 100 |
2,493.0 |
2,026.0 |
467.0 |
19.0% |
50.8 |
2.1% |
91% |
False |
False |
571,349 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.0% |
48.3 |
2.0% |
83% |
False |
False |
476,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,665.8 |
|
2.618 |
2,589.0 |
|
1.618 |
2,542.0 |
|
1.000 |
2,513.0 |
|
0.618 |
2,495.0 |
|
HIGH |
2,466.0 |
|
0.618 |
2,448.0 |
|
0.500 |
2,442.5 |
|
0.382 |
2,437.0 |
|
LOW |
2,419.0 |
|
0.618 |
2,390.0 |
|
1.000 |
2,372.0 |
|
1.618 |
2,343.0 |
|
2.618 |
2,296.0 |
|
4.250 |
2,219.3 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,449.5 |
2,448.3 |
| PP |
2,446.0 |
2,443.7 |
| S1 |
2,442.5 |
2,439.0 |
|