| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,943.5 |
6,984.0 |
40.5 |
0.6% |
6,869.0 |
| High |
6,975.0 |
7,018.0 |
43.0 |
0.6% |
7,004.0 |
| Low |
6,907.5 |
6,928.5 |
21.0 |
0.3% |
6,847.0 |
| Close |
6,952.0 |
6,992.5 |
40.5 |
0.6% |
6,951.5 |
| Range |
67.5 |
89.5 |
22.0 |
32.6% |
157.0 |
| ATR |
128.7 |
125.9 |
-2.8 |
-2.2% |
0.0 |
| Volume |
89,284 |
87,047 |
-2,237 |
-2.5% |
559,155 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,248.2 |
7,209.8 |
7,041.7 |
|
| R3 |
7,158.7 |
7,120.3 |
7,017.1 |
|
| R2 |
7,069.2 |
7,069.2 |
7,008.9 |
|
| R1 |
7,030.8 |
7,030.8 |
7,000.7 |
7,050.0 |
| PP |
6,979.7 |
6,979.7 |
6,979.7 |
6,989.3 |
| S1 |
6,941.3 |
6,941.3 |
6,984.3 |
6,960.5 |
| S2 |
6,890.2 |
6,890.2 |
6,976.1 |
|
| S3 |
6,800.7 |
6,851.8 |
6,967.9 |
|
| S4 |
6,711.2 |
6,762.3 |
6,943.3 |
|
|
| 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 |
7,018.0 |
6,882.0 |
136.0 |
1.9% |
77.9 |
1.1% |
81% |
True |
False |
93,733 |
| 10 |
7,018.0 |
6,606.5 |
411.5 |
5.9% |
104.3 |
1.5% |
94% |
True |
False |
110,134 |
| 20 |
7,018.0 |
6,314.0 |
704.0 |
10.1% |
140.4 |
2.0% |
96% |
True |
False |
135,421 |
| 40 |
7,018.0 |
6,098.0 |
920.0 |
13.2% |
129.9 |
1.9% |
97% |
True |
False |
132,492 |
| 60 |
7,018.0 |
5,917.5 |
1,100.5 |
15.7% |
129.8 |
1.9% |
98% |
True |
False |
105,566 |
| 80 |
7,018.0 |
5,917.5 |
1,100.5 |
15.7% |
131.3 |
1.9% |
98% |
True |
False |
79,286 |
| 100 |
7,175.0 |
5,917.5 |
1,257.5 |
18.0% |
132.7 |
1.9% |
85% |
False |
False |
63,471 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.6% |
125.4 |
1.8% |
83% |
False |
False |
53,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,398.4 |
|
2.618 |
7,252.3 |
|
1.618 |
7,162.8 |
|
1.000 |
7,107.5 |
|
0.618 |
7,073.3 |
|
HIGH |
7,018.0 |
|
0.618 |
6,983.8 |
|
0.500 |
6,973.3 |
|
0.382 |
6,962.7 |
|
LOW |
6,928.5 |
|
0.618 |
6,873.2 |
|
1.000 |
6,839.0 |
|
1.618 |
6,783.7 |
|
2.618 |
6,694.2 |
|
4.250 |
6,548.1 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,986.1 |
6,982.6 |
| PP |
6,979.7 |
6,972.7 |
| S1 |
6,973.3 |
6,962.8 |
|