| 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 |
7,047.5 |
7,079.5 |
32.0 |
0.5% |
6,940.0 |
| High |
7,062.0 |
7,083.0 |
21.0 |
0.3% |
7,055.0 |
| Low |
7,005.0 |
6,923.5 |
-81.5 |
-1.2% |
6,882.0 |
| Close |
7,023.0 |
6,963.0 |
-60.0 |
-0.9% |
7,035.5 |
| Range |
57.0 |
159.5 |
102.5 |
179.8% |
173.0 |
| ATR |
113.0 |
116.4 |
3.3 |
2.9% |
0.0 |
| Volume |
113,913 |
121,173 |
7,260 |
6.4% |
468,074 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,468.3 |
7,375.2 |
7,050.7 |
|
| R3 |
7,308.8 |
7,215.7 |
7,006.9 |
|
| R2 |
7,149.3 |
7,149.3 |
6,992.2 |
|
| R1 |
7,056.2 |
7,056.2 |
6,977.6 |
7,023.0 |
| PP |
6,989.8 |
6,989.8 |
6,989.8 |
6,973.3 |
| S1 |
6,896.7 |
6,896.7 |
6,948.4 |
6,863.5 |
| S2 |
6,830.3 |
6,830.3 |
6,933.8 |
|
| S3 |
6,670.8 |
6,737.2 |
6,919.1 |
|
| S4 |
6,511.3 |
6,577.7 |
6,875.3 |
|
|
| 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 |
7,108.0 |
6,923.5 |
184.5 |
2.6% |
83.7 |
1.2% |
21% |
False |
True |
104,771 |
| 10 |
7,108.0 |
6,882.0 |
226.0 |
3.2% |
80.8 |
1.2% |
36% |
False |
False |
99,252 |
| 20 |
7,108.0 |
6,513.5 |
594.5 |
8.5% |
115.5 |
1.7% |
76% |
False |
False |
119,886 |
| 40 |
7,108.0 |
6,098.0 |
1,010.0 |
14.5% |
126.2 |
1.8% |
86% |
False |
False |
129,540 |
| 60 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
127.0 |
1.8% |
88% |
False |
False |
114,073 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
127.5 |
1.8% |
88% |
False |
False |
85,818 |
| 100 |
7,110.0 |
5,917.5 |
1,192.5 |
17.1% |
131.1 |
1.9% |
88% |
False |
False |
68,698 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
126.1 |
1.8% |
80% |
False |
False |
57,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,760.9 |
|
2.618 |
7,500.6 |
|
1.618 |
7,341.1 |
|
1.000 |
7,242.5 |
|
0.618 |
7,181.6 |
|
HIGH |
7,083.0 |
|
0.618 |
7,022.1 |
|
0.500 |
7,003.3 |
|
0.382 |
6,984.4 |
|
LOW |
6,923.5 |
|
0.618 |
6,824.9 |
|
1.000 |
6,764.0 |
|
1.618 |
6,665.4 |
|
2.618 |
6,505.9 |
|
4.250 |
6,245.6 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,003.3 |
7,015.8 |
| PP |
6,989.8 |
6,998.2 |
| S1 |
6,976.4 |
6,980.6 |
|