| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,707.25 |
2,718.00 |
10.75 |
0.4% |
2,675.00 |
| High |
2,723.25 |
2,723.00 |
-0.25 |
0.0% |
2,723.25 |
| Low |
2,703.50 |
2,702.25 |
-1.25 |
0.0% |
2,671.75 |
| Close |
2,717.75 |
2,721.00 |
3.25 |
0.1% |
2,721.00 |
| Range |
19.75 |
20.75 |
1.00 |
5.1% |
51.50 |
| ATR |
41.26 |
39.80 |
-1.47 |
-3.6% |
0.00 |
| Volume |
151,552 |
145,597 |
-5,955 |
-3.9% |
821,455 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.75 |
2,770.00 |
2,732.50 |
|
| R3 |
2,757.00 |
2,749.25 |
2,726.75 |
|
| R2 |
2,736.25 |
2,736.25 |
2,724.75 |
|
| R1 |
2,728.50 |
2,728.50 |
2,723.00 |
2,732.50 |
| PP |
2,715.50 |
2,715.50 |
2,715.50 |
2,717.25 |
| S1 |
2,707.75 |
2,707.75 |
2,719.00 |
2,711.50 |
| S2 |
2,694.75 |
2,694.75 |
2,717.25 |
|
| S3 |
2,674.00 |
2,687.00 |
2,715.25 |
|
| S4 |
2,653.25 |
2,666.25 |
2,709.50 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.75 |
2,842.00 |
2,749.25 |
|
| R3 |
2,808.25 |
2,790.50 |
2,735.25 |
|
| R2 |
2,756.75 |
2,756.75 |
2,730.50 |
|
| R1 |
2,739.00 |
2,739.00 |
2,725.75 |
2,748.00 |
| PP |
2,705.25 |
2,705.25 |
2,705.25 |
2,709.75 |
| S1 |
2,687.50 |
2,687.50 |
2,716.25 |
2,696.50 |
| S2 |
2,653.75 |
2,653.75 |
2,711.50 |
|
| S3 |
2,602.25 |
2,636.00 |
2,706.75 |
|
| S4 |
2,550.75 |
2,584.50 |
2,692.75 |
|
|
| 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 |
2,671.75 |
51.50 |
1.9% |
24.75 |
0.9% |
96% |
False |
False |
164,291 |
| 10 |
2,723.25 |
2,600.50 |
122.75 |
4.5% |
32.50 |
1.2% |
98% |
False |
False |
205,021 |
| 20 |
2,723.25 |
2,516.75 |
206.50 |
7.6% |
41.00 |
1.5% |
99% |
False |
False |
231,034 |
| 40 |
2,723.25 |
2,503.50 |
219.75 |
8.1% |
43.00 |
1.6% |
99% |
False |
False |
216,734 |
| 60 |
2,723.25 |
2,418.25 |
305.00 |
11.2% |
44.75 |
1.6% |
99% |
False |
False |
171,663 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
11.9% |
43.00 |
1.6% |
93% |
False |
False |
128,765 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
40.25 |
1.5% |
82% |
False |
False |
103,026 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
35.00 |
1.3% |
82% |
False |
False |
85,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.25 |
|
2.618 |
2,777.25 |
|
1.618 |
2,756.50 |
|
1.000 |
2,743.75 |
|
0.618 |
2,735.75 |
|
HIGH |
2,723.00 |
|
0.618 |
2,715.00 |
|
0.500 |
2,712.50 |
|
0.382 |
2,710.25 |
|
LOW |
2,702.25 |
|
0.618 |
2,689.50 |
|
1.000 |
2,681.50 |
|
1.618 |
2,668.75 |
|
2.618 |
2,648.00 |
|
4.250 |
2,614.00 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.25 |
2,718.00 |
| PP |
2,715.50 |
2,715.00 |
| S1 |
2,712.50 |
2,712.00 |
|