| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,720.00 |
2,728.00 |
8.00 |
0.3% |
2,675.00 |
| High |
2,729.75 |
2,743.00 |
13.25 |
0.5% |
2,723.25 |
| Low |
2,705.75 |
2,720.75 |
15.00 |
0.6% |
2,671.75 |
| Close |
2,728.00 |
2,726.75 |
-1.25 |
0.0% |
2,721.00 |
| Range |
24.00 |
22.25 |
-1.75 |
-7.3% |
51.50 |
| ATR |
38.67 |
37.50 |
-1.17 |
-3.0% |
0.00 |
| Volume |
148,106 |
188,377 |
40,271 |
27.2% |
821,455 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.00 |
2,784.00 |
2,739.00 |
|
| R3 |
2,774.75 |
2,761.75 |
2,732.75 |
|
| R2 |
2,752.50 |
2,752.50 |
2,730.75 |
|
| R1 |
2,739.50 |
2,739.50 |
2,728.75 |
2,735.00 |
| PP |
2,730.25 |
2,730.25 |
2,730.25 |
2,727.75 |
| S1 |
2,717.25 |
2,717.25 |
2,724.75 |
2,712.50 |
| S2 |
2,708.00 |
2,708.00 |
2,722.75 |
|
| S3 |
2,685.75 |
2,695.00 |
2,720.75 |
|
| S4 |
2,663.50 |
2,672.75 |
2,714.50 |
|
|
| 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 |
2,743.00 |
2,700.75 |
42.25 |
1.5% |
20.50 |
0.8% |
62% |
True |
False |
162,097 |
| 10 |
2,743.00 |
2,600.50 |
142.50 |
5.2% |
32.00 |
1.2% |
89% |
True |
False |
193,882 |
| 20 |
2,743.00 |
2,516.75 |
226.25 |
8.3% |
40.00 |
1.5% |
93% |
True |
False |
226,462 |
| 40 |
2,743.00 |
2,503.50 |
239.50 |
8.8% |
42.00 |
1.5% |
93% |
True |
False |
214,161 |
| 60 |
2,743.00 |
2,418.25 |
324.75 |
11.9% |
43.50 |
1.6% |
95% |
True |
False |
177,265 |
| 80 |
2,743.00 |
2,418.25 |
324.75 |
11.9% |
42.50 |
1.6% |
95% |
True |
False |
132,969 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
40.25 |
1.5% |
83% |
False |
False |
106,391 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.6% |
35.25 |
1.3% |
83% |
False |
False |
88,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.50 |
|
2.618 |
2,801.25 |
|
1.618 |
2,779.00 |
|
1.000 |
2,765.25 |
|
0.618 |
2,756.75 |
|
HIGH |
2,743.00 |
|
0.618 |
2,734.50 |
|
0.500 |
2,732.00 |
|
0.382 |
2,729.25 |
|
LOW |
2,720.75 |
|
0.618 |
2,707.00 |
|
1.000 |
2,698.50 |
|
1.618 |
2,684.75 |
|
2.618 |
2,662.50 |
|
4.250 |
2,626.25 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.00 |
2,725.50 |
| PP |
2,730.25 |
2,724.00 |
| S1 |
2,728.50 |
2,722.50 |
|