| 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 |
7,079.5 |
6,960.0 |
-119.5 |
-1.7% |
7,047.0 |
| High |
7,083.0 |
6,993.0 |
-90.0 |
-1.3% |
7,108.0 |
| Low |
6,923.5 |
6,885.5 |
-38.0 |
-0.5% |
6,885.5 |
| Close |
6,963.0 |
6,978.0 |
15.0 |
0.2% |
6,978.0 |
| Range |
159.5 |
107.5 |
-52.0 |
-32.6% |
222.5 |
| ATR |
116.4 |
115.7 |
-0.6 |
-0.5% |
0.0 |
| Volume |
121,173 |
114,718 |
-6,455 |
-5.3% |
540,596 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,274.7 |
7,233.8 |
7,037.1 |
|
| R3 |
7,167.2 |
7,126.3 |
7,007.6 |
|
| R2 |
7,059.7 |
7,059.7 |
6,997.7 |
|
| R1 |
7,018.8 |
7,018.8 |
6,987.9 |
7,039.3 |
| PP |
6,952.2 |
6,952.2 |
6,952.2 |
6,962.4 |
| S1 |
6,911.3 |
6,911.3 |
6,968.1 |
6,931.8 |
| S2 |
6,844.7 |
6,844.7 |
6,958.3 |
|
| S3 |
6,737.2 |
6,803.8 |
6,948.4 |
|
| S4 |
6,629.7 |
6,696.3 |
6,918.9 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,658.0 |
7,540.5 |
7,100.4 |
|
| R3 |
7,435.5 |
7,318.0 |
7,039.2 |
|
| R2 |
7,213.0 |
7,213.0 |
7,018.8 |
|
| R1 |
7,095.5 |
7,095.5 |
6,998.4 |
7,043.0 |
| PP |
6,990.5 |
6,990.5 |
6,990.5 |
6,964.3 |
| S1 |
6,873.0 |
6,873.0 |
6,957.6 |
6,820.5 |
| S2 |
6,768.0 |
6,768.0 |
6,937.2 |
|
| S3 |
6,545.5 |
6,650.5 |
6,916.8 |
|
| S4 |
6,323.0 |
6,428.0 |
6,855.6 |
|
|
| 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 |
6,885.5 |
222.5 |
3.2% |
94.1 |
1.3% |
42% |
False |
True |
108,119 |
| 10 |
7,108.0 |
6,882.0 |
226.0 |
3.2% |
83.8 |
1.2% |
42% |
False |
False |
100,867 |
| 20 |
7,108.0 |
6,552.0 |
556.0 |
8.0% |
105.7 |
1.5% |
77% |
False |
False |
116,558 |
| 40 |
7,108.0 |
6,187.0 |
921.0 |
13.2% |
125.1 |
1.8% |
86% |
False |
False |
128,254 |
| 60 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
126.9 |
1.8% |
89% |
False |
False |
115,970 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
127.0 |
1.8% |
89% |
False |
False |
87,247 |
| 100 |
7,108.0 |
5,917.5 |
1,190.5 |
17.1% |
130.5 |
1.9% |
89% |
False |
False |
69,842 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.6% |
126.7 |
1.8% |
82% |
False |
False |
58,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,449.9 |
|
2.618 |
7,274.4 |
|
1.618 |
7,166.9 |
|
1.000 |
7,100.5 |
|
0.618 |
7,059.4 |
|
HIGH |
6,993.0 |
|
0.618 |
6,951.9 |
|
0.500 |
6,939.3 |
|
0.382 |
6,926.6 |
|
LOW |
6,885.5 |
|
0.618 |
6,819.1 |
|
1.000 |
6,778.0 |
|
1.618 |
6,711.6 |
|
2.618 |
6,604.1 |
|
4.250 |
6,428.6 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,965.1 |
6,984.3 |
| PP |
6,952.2 |
6,982.2 |
| S1 |
6,939.3 |
6,980.1 |
|