| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,781.00 |
2,775.50 |
-5.50 |
-0.2% |
2,720.00 |
| High |
2,802.50 |
2,789.75 |
-12.75 |
-0.5% |
2,780.50 |
| Low |
2,761.50 |
2,759.00 |
-2.50 |
-0.1% |
2,705.75 |
| Close |
2,774.00 |
2,781.25 |
7.25 |
0.3% |
2,776.00 |
| Range |
41.00 |
30.75 |
-10.25 |
-25.0% |
74.75 |
| ATR |
34.25 |
34.00 |
-0.25 |
-0.7% |
0.00 |
| Volume |
242,251 |
247,130 |
4,879 |
2.0% |
858,589 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,869.00 |
2,855.75 |
2,798.25 |
|
| R3 |
2,838.25 |
2,825.00 |
2,789.75 |
|
| R2 |
2,807.50 |
2,807.50 |
2,787.00 |
|
| R1 |
2,794.25 |
2,794.25 |
2,784.00 |
2,801.00 |
| PP |
2,776.75 |
2,776.75 |
2,776.75 |
2,780.00 |
| S1 |
2,763.50 |
2,763.50 |
2,778.50 |
2,770.00 |
| S2 |
2,746.00 |
2,746.00 |
2,775.50 |
|
| S3 |
2,715.25 |
2,732.75 |
2,772.75 |
|
| S4 |
2,684.50 |
2,702.00 |
2,764.25 |
|
|
| 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 |
2,738.25 |
64.25 |
2.3% |
28.50 |
1.0% |
67% |
False |
False |
207,233 |
| 10 |
2,802.50 |
2,702.25 |
100.25 |
3.6% |
25.00 |
0.9% |
79% |
False |
False |
183,231 |
| 20 |
2,802.50 |
2,530.00 |
272.50 |
9.8% |
33.75 |
1.2% |
92% |
False |
False |
208,039 |
| 40 |
2,802.50 |
2,503.50 |
299.00 |
10.8% |
39.75 |
1.4% |
93% |
False |
False |
209,135 |
| 60 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
41.75 |
1.5% |
94% |
False |
False |
197,230 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
41.75 |
1.5% |
94% |
False |
False |
147,948 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
40.75 |
1.5% |
94% |
False |
False |
118,369 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
36.50 |
1.3% |
94% |
False |
False |
98,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.50 |
|
2.618 |
2,870.25 |
|
1.618 |
2,839.50 |
|
1.000 |
2,820.50 |
|
0.618 |
2,808.75 |
|
HIGH |
2,789.75 |
|
0.618 |
2,778.00 |
|
0.500 |
2,774.50 |
|
0.382 |
2,770.75 |
|
LOW |
2,759.00 |
|
0.618 |
2,740.00 |
|
1.000 |
2,728.25 |
|
1.618 |
2,709.25 |
|
2.618 |
2,678.50 |
|
4.250 |
2,628.25 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,779.00 |
2,781.00 |
| PP |
2,776.75 |
2,781.00 |
| S1 |
2,774.50 |
2,780.75 |
|