| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,474.0 |
2,473.0 |
-1.0 |
0.0% |
2,421.0 |
| High |
2,493.0 |
2,494.0 |
1.0 |
0.0% |
2,477.0 |
| Low |
2,449.0 |
2,468.0 |
19.0 |
0.8% |
2,401.0 |
| Close |
2,465.0 |
2,491.0 |
26.0 |
1.1% |
2,467.0 |
| Range |
44.0 |
26.0 |
-18.0 |
-40.9% |
76.0 |
| ATR |
48.2 |
46.9 |
-1.4 |
-2.8% |
0.0 |
| Volume |
888,047 |
735,695 |
-152,352 |
-17.2% |
3,759,276 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,562.3 |
2,552.7 |
2,505.3 |
|
| R3 |
2,536.3 |
2,526.7 |
2,498.2 |
|
| R2 |
2,510.3 |
2,510.3 |
2,495.8 |
|
| R1 |
2,500.7 |
2,500.7 |
2,493.4 |
2,505.5 |
| PP |
2,484.3 |
2,484.3 |
2,484.3 |
2,486.8 |
| S1 |
2,474.7 |
2,474.7 |
2,488.6 |
2,479.5 |
| S2 |
2,458.3 |
2,458.3 |
2,486.2 |
|
| S3 |
2,432.3 |
2,448.7 |
2,483.9 |
|
| S4 |
2,406.3 |
2,422.7 |
2,476.7 |
|
|
| 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 |
2,494.0 |
2,412.0 |
82.0 |
3.3% |
32.4 |
1.3% |
96% |
True |
False |
797,860 |
| 10 |
2,494.0 |
2,401.0 |
93.0 |
3.7% |
32.5 |
1.3% |
97% |
True |
False |
784,395 |
| 20 |
2,494.0 |
2,136.0 |
358.0 |
14.4% |
52.0 |
2.1% |
99% |
True |
False |
1,069,416 |
| 40 |
2,494.0 |
2,113.0 |
381.0 |
15.3% |
47.6 |
1.9% |
99% |
True |
False |
1,095,638 |
| 60 |
2,494.0 |
2,026.0 |
468.0 |
18.8% |
48.4 |
1.9% |
99% |
True |
False |
992,181 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
18.8% |
49.6 |
2.0% |
99% |
True |
False |
745,686 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
18.8% |
50.2 |
2.0% |
99% |
True |
False |
596,857 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
20.7% |
48.3 |
1.9% |
90% |
False |
False |
498,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.5 |
|
2.618 |
2,562.1 |
|
1.618 |
2,536.1 |
|
1.000 |
2,520.0 |
|
0.618 |
2,510.1 |
|
HIGH |
2,494.0 |
|
0.618 |
2,484.1 |
|
0.500 |
2,481.0 |
|
0.382 |
2,477.9 |
|
LOW |
2,468.0 |
|
0.618 |
2,451.9 |
|
1.000 |
2,442.0 |
|
1.618 |
2,425.9 |
|
2.618 |
2,399.9 |
|
4.250 |
2,357.5 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,487.7 |
2,484.5 |
| PP |
2,484.3 |
2,478.0 |
| S1 |
2,481.0 |
2,471.5 |
|