| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,718.00 |
2,720.00 |
2.00 |
0.1% |
2,675.00 |
| High |
2,723.00 |
2,729.75 |
6.75 |
0.2% |
2,723.25 |
| Low |
2,702.25 |
2,705.75 |
3.50 |
0.1% |
2,671.75 |
| Close |
2,721.00 |
2,728.00 |
7.00 |
0.3% |
2,721.00 |
| Range |
20.75 |
24.00 |
3.25 |
15.7% |
51.50 |
| ATR |
39.80 |
38.67 |
-1.13 |
-2.8% |
0.00 |
| Volume |
145,597 |
148,106 |
2,509 |
1.7% |
821,455 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.25 |
2,784.50 |
2,741.25 |
|
| R3 |
2,769.25 |
2,760.50 |
2,734.50 |
|
| R2 |
2,745.25 |
2,745.25 |
2,732.50 |
|
| R1 |
2,736.50 |
2,736.50 |
2,730.25 |
2,741.00 |
| PP |
2,721.25 |
2,721.25 |
2,721.25 |
2,723.25 |
| S1 |
2,712.50 |
2,712.50 |
2,725.75 |
2,717.00 |
| S2 |
2,697.25 |
2,697.25 |
2,723.50 |
|
| S3 |
2,673.25 |
2,688.50 |
2,721.50 |
|
| S4 |
2,649.25 |
2,664.50 |
2,714.75 |
|
|
| 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 |
2,729.75 |
2,686.25 |
43.50 |
1.6% |
23.50 |
0.9% |
96% |
True |
False |
161,822 |
| 10 |
2,729.75 |
2,600.50 |
129.25 |
4.7% |
32.00 |
1.2% |
99% |
True |
False |
196,582 |
| 20 |
2,729.75 |
2,516.75 |
213.00 |
7.8% |
41.25 |
1.5% |
99% |
True |
False |
230,510 |
| 40 |
2,729.75 |
2,503.50 |
226.25 |
8.3% |
42.75 |
1.6% |
99% |
True |
False |
214,845 |
| 60 |
2,729.75 |
2,418.25 |
311.50 |
11.4% |
44.00 |
1.6% |
99% |
True |
False |
174,127 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
11.9% |
42.50 |
1.6% |
96% |
False |
False |
130,616 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
40.25 |
1.5% |
84% |
False |
False |
104,507 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
35.25 |
1.3% |
84% |
False |
False |
87,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,831.75 |
|
2.618 |
2,792.50 |
|
1.618 |
2,768.50 |
|
1.000 |
2,753.75 |
|
0.618 |
2,744.50 |
|
HIGH |
2,729.75 |
|
0.618 |
2,720.50 |
|
0.500 |
2,717.75 |
|
0.382 |
2,715.00 |
|
LOW |
2,705.75 |
|
0.618 |
2,691.00 |
|
1.000 |
2,681.75 |
|
1.618 |
2,667.00 |
|
2.618 |
2,643.00 |
|
4.250 |
2,603.75 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.50 |
2,724.00 |
| PP |
2,721.25 |
2,720.00 |
| S1 |
2,717.75 |
2,716.00 |
|