| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,469.0 |
2,474.0 |
5.0 |
0.2% |
2,421.0 |
| High |
2,479.0 |
2,478.0 |
-1.0 |
0.0% |
2,477.0 |
| Low |
2,449.0 |
2,412.0 |
-37.0 |
-1.5% |
2,401.0 |
| Close |
2,454.0 |
2,430.0 |
-24.0 |
-1.0% |
2,467.0 |
| Range |
30.0 |
66.0 |
36.0 |
120.0% |
76.0 |
| ATR |
46.5 |
47.9 |
1.4 |
3.0% |
0.0 |
| Volume |
851,274 |
960,913 |
109,639 |
12.9% |
3,759,276 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.0 |
2,600.0 |
2,466.3 |
|
| R3 |
2,572.0 |
2,534.0 |
2,448.2 |
|
| R2 |
2,506.0 |
2,506.0 |
2,442.1 |
|
| R1 |
2,468.0 |
2,468.0 |
2,436.1 |
2,454.0 |
| PP |
2,440.0 |
2,440.0 |
2,440.0 |
2,433.0 |
| S1 |
2,402.0 |
2,402.0 |
2,424.0 |
2,388.0 |
| S2 |
2,374.0 |
2,374.0 |
2,417.9 |
|
| S3 |
2,308.0 |
2,336.0 |
2,411.9 |
|
| S4 |
2,242.0 |
2,270.0 |
2,393.7 |
|
|
| 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 |
3.4% |
36.8 |
1.5% |
22% |
False |
True |
872,918 |
| 10 |
2,494.0 |
2,401.0 |
93.0 |
3.8% |
34.8 |
1.4% |
31% |
False |
False |
791,189 |
| 20 |
2,494.0 |
2,230.0 |
264.0 |
10.9% |
49.2 |
2.0% |
76% |
False |
False |
1,018,635 |
| 40 |
2,494.0 |
2,126.0 |
368.0 |
15.1% |
48.2 |
2.0% |
83% |
False |
False |
1,093,046 |
| 60 |
2,494.0 |
2,026.0 |
468.0 |
19.3% |
48.5 |
2.0% |
86% |
False |
False |
1,021,122 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.3% |
49.4 |
2.0% |
86% |
False |
False |
768,327 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.3% |
50.3 |
2.1% |
86% |
False |
False |
614,976 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.2% |
48.5 |
2.0% |
78% |
False |
False |
513,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,758.5 |
|
2.618 |
2,650.8 |
|
1.618 |
2,584.8 |
|
1.000 |
2,544.0 |
|
0.618 |
2,518.8 |
|
HIGH |
2,478.0 |
|
0.618 |
2,452.8 |
|
0.500 |
2,445.0 |
|
0.382 |
2,437.2 |
|
LOW |
2,412.0 |
|
0.618 |
2,371.2 |
|
1.000 |
2,346.0 |
|
1.618 |
2,305.2 |
|
2.618 |
2,239.2 |
|
4.250 |
2,131.5 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,445.0 |
2,453.0 |
| PP |
2,440.0 |
2,445.3 |
| S1 |
2,435.0 |
2,437.7 |
|