| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
7,010.0 |
7,047.0 |
37.0 |
0.5% |
6,940.0 |
| High |
7,055.0 |
7,087.0 |
32.0 |
0.5% |
7,055.0 |
| Low |
6,999.5 |
7,010.0 |
10.5 |
0.2% |
6,882.0 |
| Close |
7,035.5 |
7,035.0 |
-0.5 |
0.0% |
7,035.5 |
| Range |
55.5 |
77.0 |
21.5 |
38.7% |
173.0 |
| ATR |
121.4 |
118.2 |
-3.2 |
-2.6% |
0.0 |
| Volume |
97,981 |
97,449 |
-532 |
-0.5% |
468,074 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,275.0 |
7,232.0 |
7,077.4 |
|
| R3 |
7,198.0 |
7,155.0 |
7,056.2 |
|
| R2 |
7,121.0 |
7,121.0 |
7,049.1 |
|
| R1 |
7,078.0 |
7,078.0 |
7,042.1 |
7,061.0 |
| PP |
7,044.0 |
7,044.0 |
7,044.0 |
7,035.5 |
| S1 |
7,001.0 |
7,001.0 |
7,027.9 |
6,984.0 |
| S2 |
6,967.0 |
6,967.0 |
7,020.9 |
|
| S3 |
6,890.0 |
6,924.0 |
7,013.8 |
|
| S4 |
6,813.0 |
6,847.0 |
6,992.7 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,509.8 |
7,445.7 |
7,130.7 |
|
| R3 |
7,336.8 |
7,272.7 |
7,083.1 |
|
| R2 |
7,163.8 |
7,163.8 |
7,067.2 |
|
| R1 |
7,099.7 |
7,099.7 |
7,051.4 |
7,131.8 |
| PP |
6,990.8 |
6,990.8 |
6,990.8 |
7,006.9 |
| S1 |
6,926.7 |
6,926.7 |
7,019.6 |
6,958.8 |
| S2 |
6,817.8 |
6,817.8 |
7,003.8 |
|
| S3 |
6,644.8 |
6,753.7 |
6,987.9 |
|
| S4 |
6,471.8 |
6,580.7 |
6,940.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,087.0 |
6,907.5 |
179.5 |
2.6% |
69.5 |
1.0% |
71% |
True |
False |
91,903 |
| 10 |
7,087.0 |
6,882.0 |
205.0 |
2.9% |
79.4 |
1.1% |
75% |
True |
False |
101,291 |
| 20 |
7,087.0 |
6,314.0 |
773.0 |
11.0% |
128.7 |
1.8% |
93% |
True |
False |
128,905 |
| 40 |
7,087.0 |
6,098.0 |
989.0 |
14.1% |
127.5 |
1.8% |
95% |
True |
False |
130,425 |
| 60 |
7,087.0 |
5,917.5 |
1,169.5 |
16.6% |
128.1 |
1.8% |
96% |
True |
False |
108,649 |
| 80 |
7,087.0 |
5,917.5 |
1,169.5 |
16.6% |
129.9 |
1.8% |
96% |
True |
False |
81,723 |
| 100 |
7,127.0 |
5,917.5 |
1,209.5 |
17.2% |
131.8 |
1.9% |
92% |
False |
False |
65,419 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.5% |
125.5 |
1.8% |
86% |
False |
False |
54,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,414.3 |
|
2.618 |
7,288.6 |
|
1.618 |
7,211.6 |
|
1.000 |
7,164.0 |
|
0.618 |
7,134.6 |
|
HIGH |
7,087.0 |
|
0.618 |
7,057.6 |
|
0.500 |
7,048.5 |
|
0.382 |
7,039.4 |
|
LOW |
7,010.0 |
|
0.618 |
6,962.4 |
|
1.000 |
6,933.0 |
|
1.618 |
6,885.4 |
|
2.618 |
6,808.4 |
|
4.250 |
6,682.8 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,048.5 |
7,025.9 |
| PP |
7,044.0 |
7,016.8 |
| S1 |
7,039.5 |
7,007.8 |
|