| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,728.00 |
2,725.75 |
-2.25 |
-0.1% |
2,675.00 |
| High |
2,743.00 |
2,740.75 |
-2.25 |
-0.1% |
2,723.25 |
| Low |
2,720.75 |
2,718.50 |
-2.25 |
-0.1% |
2,671.75 |
| Close |
2,726.75 |
2,738.50 |
11.75 |
0.4% |
2,721.00 |
| Range |
22.25 |
22.25 |
0.00 |
0.0% |
51.50 |
| ATR |
37.50 |
36.41 |
-1.09 |
-2.9% |
0.00 |
| Volume |
188,377 |
162,515 |
-25,862 |
-13.7% |
821,455 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.25 |
2,791.25 |
2,750.75 |
|
| R3 |
2,777.00 |
2,769.00 |
2,744.50 |
|
| R2 |
2,754.75 |
2,754.75 |
2,742.50 |
|
| R1 |
2,746.75 |
2,746.75 |
2,740.50 |
2,750.75 |
| PP |
2,732.50 |
2,732.50 |
2,732.50 |
2,734.50 |
| S1 |
2,724.50 |
2,724.50 |
2,736.50 |
2,728.50 |
| S2 |
2,710.25 |
2,710.25 |
2,734.50 |
|
| S3 |
2,688.00 |
2,702.25 |
2,732.50 |
|
| S4 |
2,665.75 |
2,680.00 |
2,726.25 |
|
|
| 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 |
2,702.25 |
40.75 |
1.5% |
21.75 |
0.8% |
89% |
False |
False |
159,229 |
| 10 |
2,743.00 |
2,600.50 |
142.50 |
5.2% |
30.50 |
1.1% |
97% |
False |
False |
184,914 |
| 20 |
2,743.00 |
2,516.75 |
226.25 |
8.3% |
38.50 |
1.4% |
98% |
False |
False |
222,360 |
| 40 |
2,743.00 |
2,503.50 |
239.50 |
8.7% |
41.50 |
1.5% |
98% |
False |
False |
212,766 |
| 60 |
2,743.00 |
2,418.25 |
324.75 |
11.9% |
42.75 |
1.6% |
99% |
False |
False |
179,972 |
| 80 |
2,743.00 |
2,418.25 |
324.75 |
11.9% |
42.00 |
1.5% |
99% |
False |
False |
135,000 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.5% |
40.00 |
1.5% |
87% |
False |
False |
108,016 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.5% |
35.50 |
1.3% |
87% |
False |
False |
90,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.25 |
|
2.618 |
2,799.00 |
|
1.618 |
2,776.75 |
|
1.000 |
2,763.00 |
|
0.618 |
2,754.50 |
|
HIGH |
2,740.75 |
|
0.618 |
2,732.25 |
|
0.500 |
2,729.50 |
|
0.382 |
2,727.00 |
|
LOW |
2,718.50 |
|
0.618 |
2,704.75 |
|
1.000 |
2,696.25 |
|
1.618 |
2,682.50 |
|
2.618 |
2,660.25 |
|
4.250 |
2,624.00 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.50 |
2,733.75 |
| PP |
2,732.50 |
2,729.00 |
| S1 |
2,729.50 |
2,724.50 |
|