| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,775.50 |
2,782.00 |
6.50 |
0.2% |
2,720.00 |
| High |
2,789.75 |
2,792.50 |
2.75 |
0.1% |
2,780.50 |
| Low |
2,759.00 |
2,754.00 |
-5.00 |
-0.2% |
2,705.75 |
| Close |
2,781.25 |
2,761.00 |
-20.25 |
-0.7% |
2,776.00 |
| Range |
30.75 |
38.50 |
7.75 |
25.2% |
74.75 |
| ATR |
34.00 |
34.32 |
0.32 |
0.9% |
0.00 |
| Volume |
247,130 |
213,607 |
-33,523 |
-13.6% |
858,589 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.75 |
2,861.25 |
2,782.25 |
|
| R3 |
2,846.25 |
2,822.75 |
2,771.50 |
|
| R2 |
2,807.75 |
2,807.75 |
2,768.00 |
|
| R1 |
2,784.25 |
2,784.25 |
2,764.50 |
2,776.75 |
| PP |
2,769.25 |
2,769.25 |
2,769.25 |
2,765.50 |
| S1 |
2,745.75 |
2,745.75 |
2,757.50 |
2,738.25 |
| S2 |
2,730.75 |
2,730.75 |
2,754.00 |
|
| S3 |
2,692.25 |
2,707.25 |
2,750.50 |
|
| S4 |
2,653.75 |
2,668.75 |
2,739.75 |
|
|
| 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 |
2,754.00 |
48.50 |
1.8% |
29.00 |
1.0% |
14% |
False |
True |
208,313 |
| 10 |
2,802.50 |
2,702.25 |
100.25 |
3.6% |
27.00 |
1.0% |
59% |
False |
False |
189,437 |
| 20 |
2,802.50 |
2,572.50 |
230.00 |
8.3% |
32.50 |
1.2% |
82% |
False |
False |
204,191 |
| 40 |
2,802.50 |
2,503.50 |
299.00 |
10.8% |
40.00 |
1.4% |
86% |
False |
False |
209,860 |
| 60 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
41.75 |
1.5% |
89% |
False |
False |
200,789 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
42.00 |
1.5% |
89% |
False |
False |
150,618 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
40.75 |
1.5% |
89% |
False |
False |
120,505 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.9% |
36.75 |
1.3% |
89% |
False |
False |
100,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.00 |
|
2.618 |
2,893.25 |
|
1.618 |
2,854.75 |
|
1.000 |
2,831.00 |
|
0.618 |
2,816.25 |
|
HIGH |
2,792.50 |
|
0.618 |
2,777.75 |
|
0.500 |
2,773.25 |
|
0.382 |
2,768.75 |
|
LOW |
2,754.00 |
|
0.618 |
2,730.25 |
|
1.000 |
2,715.50 |
|
1.618 |
2,691.75 |
|
2.618 |
2,653.25 |
|
4.250 |
2,590.50 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,773.25 |
2,778.25 |
| PP |
2,769.25 |
2,772.50 |
| S1 |
2,765.00 |
2,766.75 |
|