| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,765.75 |
2,774.75 |
9.00 |
0.3% |
2,720.00 |
| High |
2,780.50 |
2,784.25 |
3.75 |
0.1% |
2,780.50 |
| Low |
2,763.25 |
2,767.00 |
3.75 |
0.1% |
2,705.75 |
| Close |
2,776.00 |
2,780.00 |
4.00 |
0.1% |
2,776.00 |
| Range |
17.25 |
17.25 |
0.00 |
0.0% |
74.75 |
| ATR |
35.00 |
33.73 |
-1.27 |
-3.6% |
0.00 |
| Volume |
151,382 |
187,197 |
35,815 |
23.7% |
858,589 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.75 |
2,821.75 |
2,789.50 |
|
| R3 |
2,811.50 |
2,804.50 |
2,784.75 |
|
| R2 |
2,794.25 |
2,794.25 |
2,783.25 |
|
| R1 |
2,787.25 |
2,787.25 |
2,781.50 |
2,790.75 |
| PP |
2,777.00 |
2,777.00 |
2,777.00 |
2,779.00 |
| S1 |
2,770.00 |
2,770.00 |
2,778.50 |
2,773.50 |
| S2 |
2,759.75 |
2,759.75 |
2,776.75 |
|
| S3 |
2,742.50 |
2,752.75 |
2,775.25 |
|
| S4 |
2,725.25 |
2,735.50 |
2,770.50 |
|
|
| 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 |
2,784.25 |
2,718.50 |
65.75 |
2.4% |
23.00 |
0.8% |
94% |
True |
False |
179,536 |
| 10 |
2,784.25 |
2,686.25 |
98.00 |
3.5% |
23.25 |
0.8% |
96% |
True |
False |
170,679 |
| 20 |
2,784.25 |
2,516.75 |
267.50 |
9.6% |
34.50 |
1.2% |
98% |
True |
False |
211,253 |
| 40 |
2,784.25 |
2,503.50 |
280.75 |
10.1% |
40.00 |
1.4% |
98% |
True |
False |
206,429 |
| 60 |
2,784.25 |
2,418.25 |
366.00 |
13.2% |
42.00 |
1.5% |
99% |
True |
False |
189,076 |
| 80 |
2,784.25 |
2,418.25 |
366.00 |
13.2% |
41.25 |
1.5% |
99% |
True |
False |
141,832 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.3% |
40.25 |
1.4% |
98% |
False |
False |
113,475 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.3% |
36.00 |
1.3% |
98% |
False |
False |
94,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.50 |
|
2.618 |
2,829.50 |
|
1.618 |
2,812.25 |
|
1.000 |
2,801.50 |
|
0.618 |
2,795.00 |
|
HIGH |
2,784.25 |
|
0.618 |
2,777.75 |
|
0.500 |
2,775.50 |
|
0.382 |
2,773.50 |
|
LOW |
2,767.00 |
|
0.618 |
2,756.25 |
|
1.000 |
2,749.75 |
|
1.618 |
2,739.00 |
|
2.618 |
2,721.75 |
|
4.250 |
2,693.75 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.50 |
2,773.75 |
| PP |
2,777.00 |
2,767.50 |
| S1 |
2,775.50 |
2,761.25 |
|