| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,774.75 |
2,781.00 |
6.25 |
0.2% |
2,720.00 |
| High |
2,784.25 |
2,802.50 |
18.25 |
0.7% |
2,780.50 |
| Low |
2,767.00 |
2,761.50 |
-5.50 |
-0.2% |
2,705.75 |
| Close |
2,780.00 |
2,774.00 |
-6.00 |
-0.2% |
2,776.00 |
| Range |
17.25 |
41.00 |
23.75 |
137.7% |
74.75 |
| ATR |
33.73 |
34.25 |
0.52 |
1.5% |
0.00 |
| Volume |
187,197 |
242,251 |
55,054 |
29.4% |
858,589 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.25 |
2,879.25 |
2,796.50 |
|
| R3 |
2,861.25 |
2,838.25 |
2,785.25 |
|
| R2 |
2,820.25 |
2,820.25 |
2,781.50 |
|
| R1 |
2,797.25 |
2,797.25 |
2,777.75 |
2,788.25 |
| PP |
2,779.25 |
2,779.25 |
2,779.25 |
2,775.00 |
| S1 |
2,756.25 |
2,756.25 |
2,770.25 |
2,747.25 |
| S2 |
2,738.25 |
2,738.25 |
2,766.50 |
|
| S3 |
2,697.25 |
2,715.25 |
2,762.75 |
|
| S4 |
2,656.25 |
2,674.25 |
2,751.50 |
|
|
| 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 |
2,802.50 |
2,718.50 |
84.00 |
3.0% |
26.75 |
1.0% |
66% |
True |
False |
190,310 |
| 10 |
2,802.50 |
2,700.75 |
101.75 |
3.7% |
23.75 |
0.9% |
72% |
True |
False |
176,203 |
| 20 |
2,802.50 |
2,516.75 |
285.75 |
10.3% |
34.25 |
1.2% |
90% |
True |
False |
209,219 |
| 40 |
2,802.50 |
2,503.50 |
299.00 |
10.8% |
39.50 |
1.4% |
90% |
True |
False |
207,812 |
| 60 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
42.00 |
1.5% |
93% |
True |
False |
193,112 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
41.50 |
1.5% |
93% |
True |
False |
144,860 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
40.50 |
1.5% |
93% |
True |
False |
115,898 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
36.25 |
1.3% |
93% |
True |
False |
96,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,976.75 |
|
2.618 |
2,909.75 |
|
1.618 |
2,868.75 |
|
1.000 |
2,843.50 |
|
0.618 |
2,827.75 |
|
HIGH |
2,802.50 |
|
0.618 |
2,786.75 |
|
0.500 |
2,782.00 |
|
0.382 |
2,777.25 |
|
LOW |
2,761.50 |
|
0.618 |
2,736.25 |
|
1.000 |
2,720.50 |
|
1.618 |
2,695.25 |
|
2.618 |
2,654.25 |
|
4.250 |
2,587.25 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.00 |
2,782.00 |
| PP |
2,779.25 |
2,779.25 |
| S1 |
2,776.75 |
2,776.75 |
|