| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,675.00 |
2,687.75 |
12.75 |
0.5% |
2,640.00 |
| High |
2,701.75 |
2,723.00 |
21.25 |
0.8% |
2,681.25 |
| Low |
2,671.75 |
2,686.25 |
14.50 |
0.5% |
2,600.50 |
| Close |
2,686.50 |
2,710.00 |
23.50 |
0.9% |
2,671.00 |
| Range |
30.00 |
36.75 |
6.75 |
22.5% |
80.75 |
| ATR |
45.60 |
44.97 |
-0.63 |
-1.4% |
0.00 |
| Volume |
160,449 |
187,004 |
26,555 |
16.6% |
1,228,757 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.75 |
2,800.00 |
2,730.25 |
|
| R3 |
2,780.00 |
2,763.25 |
2,720.00 |
|
| R2 |
2,743.25 |
2,743.25 |
2,716.75 |
|
| R1 |
2,726.50 |
2,726.50 |
2,713.25 |
2,735.00 |
| PP |
2,706.50 |
2,706.50 |
2,706.50 |
2,710.50 |
| S1 |
2,689.75 |
2,689.75 |
2,706.75 |
2,698.00 |
| S2 |
2,669.75 |
2,669.75 |
2,703.25 |
|
| S3 |
2,633.00 |
2,653.00 |
2,700.00 |
|
| S4 |
2,596.25 |
2,616.25 |
2,689.75 |
|
|
| 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 |
2,723.00 |
2,600.50 |
122.50 |
4.5% |
43.50 |
1.6% |
89% |
True |
False |
225,667 |
| 10 |
2,723.00 |
2,516.75 |
206.25 |
7.6% |
45.00 |
1.7% |
94% |
True |
False |
242,234 |
| 20 |
2,723.00 |
2,516.50 |
206.50 |
7.6% |
45.50 |
1.7% |
94% |
True |
False |
239,868 |
| 40 |
2,723.00 |
2,503.50 |
219.50 |
8.1% |
44.25 |
1.6% |
94% |
True |
False |
229,486 |
| 60 |
2,723.00 |
2,418.25 |
304.75 |
11.2% |
45.50 |
1.7% |
96% |
True |
False |
163,765 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
12.0% |
43.75 |
1.6% |
90% |
False |
False |
122,842 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
40.25 |
1.5% |
79% |
False |
False |
98,286 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
34.50 |
1.3% |
79% |
False |
False |
81,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,879.25 |
|
2.618 |
2,819.25 |
|
1.618 |
2,782.50 |
|
1.000 |
2,759.75 |
|
0.618 |
2,745.75 |
|
HIGH |
2,723.00 |
|
0.618 |
2,709.00 |
|
0.500 |
2,704.50 |
|
0.382 |
2,700.25 |
|
LOW |
2,686.25 |
|
0.618 |
2,663.50 |
|
1.000 |
2,649.50 |
|
1.618 |
2,626.75 |
|
2.618 |
2,590.00 |
|
4.250 |
2,530.00 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,708.25 |
2,696.50 |
| PP |
2,706.50 |
2,683.00 |
| S1 |
2,704.50 |
2,669.50 |
|