| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,707.75 |
2,707.25 |
-0.50 |
0.0% |
2,640.00 |
| High |
2,717.00 |
2,723.25 |
6.25 |
0.2% |
2,681.25 |
| Low |
2,700.75 |
2,703.50 |
2.75 |
0.1% |
2,600.50 |
| Close |
2,706.75 |
2,717.75 |
11.00 |
0.4% |
2,671.00 |
| Range |
16.25 |
19.75 |
3.50 |
21.5% |
80.75 |
| ATR |
42.92 |
41.26 |
-1.65 |
-3.9% |
0.00 |
| Volume |
176,853 |
151,552 |
-25,301 |
-14.3% |
1,228,757 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.00 |
2,765.75 |
2,728.50 |
|
| R3 |
2,754.25 |
2,746.00 |
2,723.25 |
|
| R2 |
2,734.50 |
2,734.50 |
2,721.25 |
|
| R1 |
2,726.25 |
2,726.25 |
2,719.50 |
2,730.50 |
| PP |
2,714.75 |
2,714.75 |
2,714.75 |
2,717.00 |
| S1 |
2,706.50 |
2,706.50 |
2,716.00 |
2,710.50 |
| S2 |
2,695.00 |
2,695.00 |
2,714.25 |
|
| S3 |
2,675.25 |
2,686.75 |
2,712.25 |
|
| S4 |
2,655.50 |
2,667.00 |
2,707.00 |
|
|
| 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 |
2,723.25 |
2,616.00 |
107.25 |
3.9% |
33.50 |
1.2% |
95% |
True |
False |
180,261 |
| 10 |
2,723.25 |
2,572.50 |
150.75 |
5.5% |
37.75 |
1.4% |
96% |
True |
False |
218,946 |
| 20 |
2,723.25 |
2,516.75 |
206.50 |
7.6% |
42.50 |
1.6% |
97% |
True |
False |
233,108 |
| 40 |
2,723.25 |
2,503.50 |
219.75 |
8.1% |
43.25 |
1.6% |
97% |
True |
False |
221,495 |
| 60 |
2,723.25 |
2,418.25 |
305.00 |
11.2% |
45.00 |
1.7% |
98% |
True |
False |
169,237 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
11.9% |
43.00 |
1.6% |
92% |
False |
False |
126,947 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
40.00 |
1.5% |
81% |
False |
False |
101,570 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
34.75 |
1.3% |
81% |
False |
False |
84,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.25 |
|
2.618 |
2,775.00 |
|
1.618 |
2,755.25 |
|
1.000 |
2,743.00 |
|
0.618 |
2,735.50 |
|
HIGH |
2,723.25 |
|
0.618 |
2,715.75 |
|
0.500 |
2,713.50 |
|
0.382 |
2,711.00 |
|
LOW |
2,703.50 |
|
0.618 |
2,691.25 |
|
1.000 |
2,683.75 |
|
1.618 |
2,671.50 |
|
2.618 |
2,651.75 |
|
4.250 |
2,619.50 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.25 |
2,713.50 |
| PP |
2,714.75 |
2,709.00 |
| S1 |
2,713.50 |
2,704.75 |
|