| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,474.0 |
2,424.0 |
-50.0 |
-2.0% |
2,474.0 |
| High |
2,478.0 |
2,440.0 |
-38.0 |
-1.5% |
2,494.0 |
| Low |
2,412.0 |
2,403.0 |
-9.0 |
-0.4% |
2,403.0 |
| Close |
2,430.0 |
2,436.0 |
6.0 |
0.2% |
2,436.0 |
| Range |
66.0 |
37.0 |
-29.0 |
-43.9% |
91.0 |
| ATR |
47.9 |
47.1 |
-0.8 |
-1.6% |
0.0 |
| Volume |
960,913 |
833,042 |
-127,871 |
-13.3% |
4,268,971 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.3 |
2,523.7 |
2,456.4 |
|
| R3 |
2,500.3 |
2,486.7 |
2,446.2 |
|
| R2 |
2,463.3 |
2,463.3 |
2,442.8 |
|
| R1 |
2,449.7 |
2,449.7 |
2,439.4 |
2,456.5 |
| PP |
2,426.3 |
2,426.3 |
2,426.3 |
2,429.8 |
| S1 |
2,412.7 |
2,412.7 |
2,432.6 |
2,419.5 |
| S2 |
2,389.3 |
2,389.3 |
2,429.2 |
|
| S3 |
2,352.3 |
2,375.7 |
2,425.8 |
|
| S4 |
2,315.3 |
2,338.7 |
2,415.7 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.3 |
2,667.7 |
2,486.1 |
|
| R3 |
2,626.3 |
2,576.7 |
2,461.0 |
|
| R2 |
2,535.3 |
2,535.3 |
2,452.7 |
|
| R1 |
2,485.7 |
2,485.7 |
2,444.3 |
2,465.0 |
| PP |
2,444.3 |
2,444.3 |
2,444.3 |
2,434.0 |
| S1 |
2,394.7 |
2,394.7 |
2,427.7 |
2,374.0 |
| S2 |
2,353.3 |
2,353.3 |
2,419.3 |
|
| S3 |
2,262.3 |
2,303.7 |
2,411.0 |
|
| S4 |
2,171.3 |
2,212.7 |
2,386.0 |
|
|
| 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 |
2,403.0 |
91.0 |
3.7% |
40.6 |
1.7% |
36% |
False |
True |
853,794 |
| 10 |
2,494.0 |
2,401.0 |
93.0 |
3.8% |
35.7 |
1.5% |
38% |
False |
False |
802,824 |
| 20 |
2,494.0 |
2,243.0 |
251.0 |
10.3% |
45.6 |
1.9% |
77% |
False |
False |
985,986 |
| 40 |
2,494.0 |
2,130.0 |
364.0 |
14.9% |
48.1 |
2.0% |
84% |
False |
False |
1,083,881 |
| 60 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
48.5 |
2.0% |
88% |
False |
False |
1,034,848 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
49.2 |
2.0% |
88% |
False |
False |
778,734 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.2% |
50.1 |
2.1% |
88% |
False |
False |
623,306 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.1% |
48.6 |
2.0% |
80% |
False |
False |
520,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,597.3 |
|
2.618 |
2,536.9 |
|
1.618 |
2,499.9 |
|
1.000 |
2,477.0 |
|
0.618 |
2,462.9 |
|
HIGH |
2,440.0 |
|
0.618 |
2,425.9 |
|
0.500 |
2,421.5 |
|
0.382 |
2,417.1 |
|
LOW |
2,403.0 |
|
0.618 |
2,380.1 |
|
1.000 |
2,366.0 |
|
1.618 |
2,343.1 |
|
2.618 |
2,306.1 |
|
4.250 |
2,245.8 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.2 |
2,441.0 |
| PP |
2,426.3 |
2,439.3 |
| S1 |
2,421.5 |
2,437.7 |
|