| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,619.75 |
2,675.00 |
55.25 |
2.1% |
2,640.00 |
| High |
2,681.25 |
2,701.75 |
20.50 |
0.8% |
2,681.25 |
| Low |
2,616.00 |
2,671.75 |
55.75 |
2.1% |
2,600.50 |
| Close |
2,671.00 |
2,686.50 |
15.50 |
0.6% |
2,671.00 |
| Range |
65.25 |
30.00 |
-35.25 |
-54.0% |
80.75 |
| ATR |
46.74 |
45.60 |
-1.14 |
-2.4% |
0.00 |
| Volume |
225,449 |
160,449 |
-65,000 |
-28.8% |
1,228,757 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.75 |
2,761.50 |
2,703.00 |
|
| R3 |
2,746.75 |
2,731.50 |
2,694.75 |
|
| R2 |
2,716.75 |
2,716.75 |
2,692.00 |
|
| R1 |
2,701.50 |
2,701.50 |
2,689.25 |
2,709.00 |
| PP |
2,686.75 |
2,686.75 |
2,686.75 |
2,690.50 |
| S1 |
2,671.50 |
2,671.50 |
2,683.75 |
2,679.00 |
| S2 |
2,656.75 |
2,656.75 |
2,681.00 |
|
| S3 |
2,626.75 |
2,641.50 |
2,678.25 |
|
| S4 |
2,596.75 |
2,611.50 |
2,670.00 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.25 |
2,862.75 |
2,715.50 |
|
| R3 |
2,812.50 |
2,782.00 |
2,693.25 |
|
| R2 |
2,731.75 |
2,731.75 |
2,685.75 |
|
| R1 |
2,701.25 |
2,701.25 |
2,678.50 |
2,716.50 |
| PP |
2,651.00 |
2,651.00 |
2,651.00 |
2,658.50 |
| S1 |
2,620.50 |
2,620.50 |
2,663.50 |
2,635.75 |
| S2 |
2,570.25 |
2,570.25 |
2,656.25 |
|
| S3 |
2,489.50 |
2,539.75 |
2,648.75 |
|
| S4 |
2,408.75 |
2,459.00 |
2,626.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,701.75 |
2,600.50 |
101.25 |
3.8% |
40.50 |
1.5% |
85% |
True |
False |
231,342 |
| 10 |
2,701.75 |
2,516.75 |
185.00 |
6.9% |
45.75 |
1.7% |
92% |
True |
False |
251,828 |
| 20 |
2,701.75 |
2,516.50 |
185.25 |
6.9% |
46.50 |
1.7% |
92% |
True |
False |
243,033 |
| 40 |
2,701.75 |
2,503.50 |
198.25 |
7.4% |
45.75 |
1.7% |
92% |
True |
False |
233,689 |
| 60 |
2,701.75 |
2,418.25 |
283.50 |
10.6% |
45.25 |
1.7% |
95% |
True |
False |
160,648 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
12.1% |
43.75 |
1.6% |
83% |
False |
False |
120,505 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.8% |
40.00 |
1.5% |
73% |
False |
False |
96,416 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.8% |
34.25 |
1.3% |
73% |
False |
False |
80,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.25 |
|
2.618 |
2,780.25 |
|
1.618 |
2,750.25 |
|
1.000 |
2,731.75 |
|
0.618 |
2,720.25 |
|
HIGH |
2,701.75 |
|
0.618 |
2,690.25 |
|
0.500 |
2,686.75 |
|
0.382 |
2,683.25 |
|
LOW |
2,671.75 |
|
0.618 |
2,653.25 |
|
1.000 |
2,641.75 |
|
1.618 |
2,623.25 |
|
2.618 |
2,593.25 |
|
4.250 |
2,544.25 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,686.75 |
2,674.75 |
| PP |
2,686.75 |
2,663.00 |
| S1 |
2,686.50 |
2,651.00 |
|