| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,740.00 |
2,765.75 |
25.75 |
0.9% |
2,720.00 |
| High |
2,774.00 |
2,780.50 |
6.50 |
0.2% |
2,780.50 |
| Low |
2,738.25 |
2,763.25 |
25.00 |
0.9% |
2,705.75 |
| Close |
2,763.50 |
2,776.00 |
12.50 |
0.5% |
2,776.00 |
| Range |
35.75 |
17.25 |
-18.50 |
-51.7% |
74.75 |
| ATR |
36.36 |
35.00 |
-1.37 |
-3.8% |
0.00 |
| Volume |
208,209 |
151,382 |
-56,827 |
-27.3% |
858,589 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.00 |
2,817.75 |
2,785.50 |
|
| R3 |
2,807.75 |
2,800.50 |
2,780.75 |
|
| R2 |
2,790.50 |
2,790.50 |
2,779.25 |
|
| R1 |
2,783.25 |
2,783.25 |
2,777.50 |
2,787.00 |
| PP |
2,773.25 |
2,773.25 |
2,773.25 |
2,775.00 |
| S1 |
2,766.00 |
2,766.00 |
2,774.50 |
2,769.50 |
| S2 |
2,756.00 |
2,756.00 |
2,772.75 |
|
| S3 |
2,738.75 |
2,748.75 |
2,771.25 |
|
| S4 |
2,721.50 |
2,731.50 |
2,766.50 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,978.25 |
2,952.00 |
2,817.00 |
|
| R3 |
2,903.50 |
2,877.25 |
2,796.50 |
|
| R2 |
2,828.75 |
2,828.75 |
2,789.75 |
|
| R1 |
2,802.50 |
2,802.50 |
2,782.75 |
2,815.50 |
| PP |
2,754.00 |
2,754.00 |
2,754.00 |
2,760.75 |
| S1 |
2,727.75 |
2,727.75 |
2,769.25 |
2,741.00 |
| S2 |
2,679.25 |
2,679.25 |
2,762.25 |
|
| S3 |
2,604.50 |
2,653.00 |
2,755.50 |
|
| S4 |
2,529.75 |
2,578.25 |
2,735.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,780.50 |
2,705.75 |
74.75 |
2.7% |
24.25 |
0.9% |
94% |
True |
False |
171,717 |
| 10 |
2,780.50 |
2,671.75 |
108.75 |
3.9% |
24.50 |
0.9% |
96% |
True |
False |
168,004 |
| 20 |
2,780.50 |
2,516.75 |
263.75 |
9.5% |
37.25 |
1.3% |
98% |
True |
False |
215,715 |
| 40 |
2,780.50 |
2,503.50 |
277.00 |
10.0% |
40.25 |
1.5% |
98% |
True |
False |
208,091 |
| 60 |
2,780.50 |
2,418.25 |
362.25 |
13.0% |
42.25 |
1.5% |
99% |
True |
False |
185,957 |
| 80 |
2,780.50 |
2,418.25 |
362.25 |
13.0% |
41.25 |
1.5% |
99% |
True |
False |
139,493 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.3% |
40.25 |
1.4% |
97% |
False |
False |
111,603 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.3% |
36.00 |
1.3% |
97% |
False |
False |
93,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,853.75 |
|
2.618 |
2,825.75 |
|
1.618 |
2,808.50 |
|
1.000 |
2,797.75 |
|
0.618 |
2,791.25 |
|
HIGH |
2,780.50 |
|
0.618 |
2,774.00 |
|
0.500 |
2,772.00 |
|
0.382 |
2,769.75 |
|
LOW |
2,763.25 |
|
0.618 |
2,752.50 |
|
1.000 |
2,746.00 |
|
1.618 |
2,735.25 |
|
2.618 |
2,718.00 |
|
4.250 |
2,690.00 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,774.50 |
2,767.25 |
| PP |
2,773.25 |
2,758.25 |
| S1 |
2,772.00 |
2,749.50 |
|