| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,466.0 |
2,474.0 |
8.0 |
0.3% |
2,421.0 |
| High |
2,477.0 |
2,493.0 |
16.0 |
0.6% |
2,477.0 |
| Low |
2,459.0 |
2,449.0 |
-10.0 |
-0.4% |
2,401.0 |
| Close |
2,467.0 |
2,465.0 |
-2.0 |
-0.1% |
2,467.0 |
| Range |
18.0 |
44.0 |
26.0 |
144.4% |
76.0 |
| ATR |
48.6 |
48.2 |
-0.3 |
-0.7% |
0.0 |
| Volume |
928,662 |
888,047 |
-40,615 |
-4.4% |
3,759,276 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,601.0 |
2,577.0 |
2,489.2 |
|
| R3 |
2,557.0 |
2,533.0 |
2,477.1 |
|
| R2 |
2,513.0 |
2,513.0 |
2,473.1 |
|
| R1 |
2,489.0 |
2,489.0 |
2,469.0 |
2,479.0 |
| PP |
2,469.0 |
2,469.0 |
2,469.0 |
2,464.0 |
| S1 |
2,445.0 |
2,445.0 |
2,461.0 |
2,435.0 |
| S2 |
2,425.0 |
2,425.0 |
2,456.9 |
|
| S3 |
2,381.0 |
2,401.0 |
2,452.9 |
|
| S4 |
2,337.0 |
2,357.0 |
2,440.8 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.3 |
2,647.7 |
2,508.8 |
|
| R3 |
2,600.3 |
2,571.7 |
2,487.9 |
|
| R2 |
2,524.3 |
2,524.3 |
2,480.9 |
|
| R1 |
2,495.7 |
2,495.7 |
2,474.0 |
2,510.0 |
| PP |
2,448.3 |
2,448.3 |
2,448.3 |
2,455.5 |
| S1 |
2,419.7 |
2,419.7 |
2,460.0 |
2,434.0 |
| S2 |
2,372.3 |
2,372.3 |
2,453.1 |
|
| S3 |
2,296.3 |
2,343.7 |
2,446.1 |
|
| S4 |
2,220.3 |
2,267.7 |
2,425.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,493.0 |
2,412.0 |
81.0 |
3.3% |
32.0 |
1.3% |
65% |
True |
False |
790,507 |
| 10 |
2,493.0 |
2,391.0 |
102.0 |
4.1% |
36.0 |
1.5% |
73% |
True |
False |
845,802 |
| 20 |
2,493.0 |
2,130.0 |
363.0 |
14.7% |
53.7 |
2.2% |
92% |
True |
False |
1,088,244 |
| 40 |
2,493.0 |
2,113.0 |
380.0 |
15.4% |
48.5 |
2.0% |
93% |
True |
False |
1,106,514 |
| 60 |
2,493.0 |
2,026.0 |
467.0 |
18.9% |
48.8 |
2.0% |
94% |
True |
False |
979,935 |
| 80 |
2,493.0 |
2,026.0 |
467.0 |
18.9% |
50.1 |
2.0% |
94% |
True |
False |
736,495 |
| 100 |
2,493.0 |
2,026.0 |
467.0 |
18.9% |
50.4 |
2.0% |
94% |
True |
False |
589,505 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
20.9% |
48.3 |
2.0% |
85% |
False |
False |
492,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.0 |
|
2.618 |
2,608.2 |
|
1.618 |
2,564.2 |
|
1.000 |
2,537.0 |
|
0.618 |
2,520.2 |
|
HIGH |
2,493.0 |
|
0.618 |
2,476.2 |
|
0.500 |
2,471.0 |
|
0.382 |
2,465.8 |
|
LOW |
2,449.0 |
|
0.618 |
2,421.8 |
|
1.000 |
2,405.0 |
|
1.618 |
2,377.8 |
|
2.618 |
2,333.8 |
|
4.250 |
2,262.0 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,471.0 |
2,462.0 |
| PP |
2,469.0 |
2,459.0 |
| S1 |
2,467.0 |
2,456.0 |
|