| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,725.75 |
2,740.00 |
14.25 |
0.5% |
2,675.00 |
| High |
2,740.75 |
2,774.00 |
33.25 |
1.2% |
2,723.25 |
| Low |
2,718.50 |
2,738.25 |
19.75 |
0.7% |
2,671.75 |
| Close |
2,738.50 |
2,763.50 |
25.00 |
0.9% |
2,721.00 |
| Range |
22.25 |
35.75 |
13.50 |
60.7% |
51.50 |
| ATR |
36.41 |
36.36 |
-0.05 |
-0.1% |
0.00 |
| Volume |
162,515 |
208,209 |
45,694 |
28.1% |
821,455 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.75 |
2,850.50 |
2,783.25 |
|
| R3 |
2,830.00 |
2,814.75 |
2,773.25 |
|
| R2 |
2,794.25 |
2,794.25 |
2,770.00 |
|
| R1 |
2,779.00 |
2,779.00 |
2,766.75 |
2,786.50 |
| PP |
2,758.50 |
2,758.50 |
2,758.50 |
2,762.50 |
| S1 |
2,743.25 |
2,743.25 |
2,760.25 |
2,751.00 |
| S2 |
2,722.75 |
2,722.75 |
2,757.00 |
|
| S3 |
2,687.00 |
2,707.50 |
2,753.75 |
|
| S4 |
2,651.25 |
2,671.75 |
2,743.75 |
|
|
| 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 |
2,774.00 |
2,702.25 |
71.75 |
2.6% |
25.00 |
0.9% |
85% |
True |
False |
170,560 |
| 10 |
2,774.00 |
2,616.00 |
158.00 |
5.7% |
29.25 |
1.1% |
93% |
True |
False |
175,411 |
| 20 |
2,774.00 |
2,516.75 |
257.25 |
9.3% |
38.50 |
1.4% |
96% |
True |
False |
220,045 |
| 40 |
2,774.00 |
2,503.50 |
270.50 |
9.8% |
41.75 |
1.5% |
96% |
True |
False |
211,533 |
| 60 |
2,774.00 |
2,418.25 |
355.75 |
12.9% |
42.75 |
1.5% |
97% |
True |
False |
183,438 |
| 80 |
2,774.00 |
2,418.25 |
355.75 |
12.9% |
42.00 |
1.5% |
97% |
True |
False |
137,601 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.4% |
40.25 |
1.5% |
93% |
False |
False |
110,098 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.4% |
35.75 |
1.3% |
93% |
False |
False |
91,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.00 |
|
2.618 |
2,867.50 |
|
1.618 |
2,831.75 |
|
1.000 |
2,809.75 |
|
0.618 |
2,796.00 |
|
HIGH |
2,774.00 |
|
0.618 |
2,760.25 |
|
0.500 |
2,756.00 |
|
0.382 |
2,752.00 |
|
LOW |
2,738.25 |
|
0.618 |
2,716.25 |
|
1.000 |
2,702.50 |
|
1.618 |
2,680.50 |
|
2.618 |
2,644.75 |
|
4.250 |
2,586.25 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.00 |
2,757.75 |
| PP |
2,758.50 |
2,752.00 |
| S1 |
2,756.00 |
2,746.25 |
|