| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,982.0 |
6,925.5 |
-56.5 |
-0.8% |
6,869.0 |
| High |
7,004.0 |
6,968.5 |
-35.5 |
-0.5% |
7,004.0 |
| Low |
6,890.5 |
6,891.0 |
0.5 |
0.0% |
6,847.0 |
| Close |
6,960.5 |
6,951.5 |
-9.0 |
-0.1% |
6,951.5 |
| Range |
113.5 |
77.5 |
-36.0 |
-31.7% |
157.0 |
| ATR |
145.2 |
140.4 |
-4.8 |
-3.3% |
0.0 |
| Volume |
125,857 |
98,576 |
-27,281 |
-21.7% |
559,155 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,169.5 |
7,138.0 |
6,994.1 |
|
| R3 |
7,092.0 |
7,060.5 |
6,972.8 |
|
| R2 |
7,014.5 |
7,014.5 |
6,965.7 |
|
| R1 |
6,983.0 |
6,983.0 |
6,958.6 |
6,998.8 |
| PP |
6,937.0 |
6,937.0 |
6,937.0 |
6,944.9 |
| S1 |
6,905.5 |
6,905.5 |
6,944.4 |
6,921.3 |
| S2 |
6,859.5 |
6,859.5 |
6,937.3 |
|
| S3 |
6,782.0 |
6,828.0 |
6,930.2 |
|
| S4 |
6,704.5 |
6,750.5 |
6,908.9 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,405.2 |
7,335.3 |
7,037.9 |
|
| R3 |
7,248.2 |
7,178.3 |
6,994.7 |
|
| R2 |
7,091.2 |
7,091.2 |
6,980.3 |
|
| R1 |
7,021.3 |
7,021.3 |
6,965.9 |
7,056.3 |
| PP |
6,934.2 |
6,934.2 |
6,934.2 |
6,951.6 |
| S1 |
6,864.3 |
6,864.3 |
6,937.1 |
6,899.3 |
| S2 |
6,777.2 |
6,777.2 |
6,922.7 |
|
| S3 |
6,620.2 |
6,707.3 |
6,908.3 |
|
| S4 |
6,463.2 |
6,550.3 |
6,865.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,004.0 |
6,847.0 |
157.0 |
2.3% |
89.4 |
1.3% |
67% |
False |
False |
111,831 |
| 10 |
7,004.0 |
6,552.0 |
452.0 |
6.5% |
127.5 |
1.8% |
88% |
False |
False |
132,249 |
| 20 |
7,004.0 |
6,314.0 |
690.0 |
9.9% |
142.3 |
2.0% |
92% |
False |
False |
138,902 |
| 40 |
7,004.0 |
6,098.0 |
906.0 |
13.0% |
134.4 |
1.9% |
94% |
False |
False |
139,518 |
| 60 |
7,004.0 |
5,917.5 |
1,086.5 |
15.6% |
131.7 |
1.9% |
95% |
False |
False |
99,459 |
| 80 |
7,004.0 |
5,917.5 |
1,086.5 |
15.6% |
134.6 |
1.9% |
95% |
False |
False |
74,675 |
| 100 |
7,175.0 |
5,917.5 |
1,257.5 |
18.1% |
133.9 |
1.9% |
82% |
False |
False |
59,776 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
125.2 |
1.8% |
80% |
False |
False |
50,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,297.9 |
|
2.618 |
7,171.4 |
|
1.618 |
7,093.9 |
|
1.000 |
7,046.0 |
|
0.618 |
7,016.4 |
|
HIGH |
6,968.5 |
|
0.618 |
6,938.9 |
|
0.500 |
6,929.8 |
|
0.382 |
6,920.6 |
|
LOW |
6,891.0 |
|
0.618 |
6,843.1 |
|
1.000 |
6,813.5 |
|
1.618 |
6,765.6 |
|
2.618 |
6,688.1 |
|
4.250 |
6,561.6 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,944.3 |
6,950.1 |
| PP |
6,937.0 |
6,948.7 |
| S1 |
6,929.8 |
6,947.3 |
|