| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,782.00 |
2,762.25 |
-19.75 |
-0.7% |
2,774.75 |
| High |
2,792.50 |
2,785.25 |
-7.25 |
-0.3% |
2,802.50 |
| Low |
2,754.00 |
2,750.50 |
-3.50 |
-0.1% |
2,750.50 |
| Close |
2,761.00 |
2,775.00 |
14.00 |
0.5% |
2,775.00 |
| Range |
38.50 |
34.75 |
-3.75 |
-9.7% |
52.00 |
| ATR |
34.32 |
34.35 |
0.03 |
0.1% |
0.00 |
| Volume |
213,607 |
188,828 |
-24,779 |
-11.6% |
1,079,013 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.50 |
2,859.50 |
2,794.00 |
|
| R3 |
2,839.75 |
2,824.75 |
2,784.50 |
|
| R2 |
2,805.00 |
2,805.00 |
2,781.25 |
|
| R1 |
2,790.00 |
2,790.00 |
2,778.25 |
2,797.50 |
| PP |
2,770.25 |
2,770.25 |
2,770.25 |
2,774.00 |
| S1 |
2,755.25 |
2,755.25 |
2,771.75 |
2,762.75 |
| S2 |
2,735.50 |
2,735.50 |
2,768.75 |
|
| S3 |
2,700.75 |
2,720.50 |
2,765.50 |
|
| S4 |
2,666.00 |
2,685.75 |
2,756.00 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.00 |
2,905.50 |
2,803.50 |
|
| R3 |
2,880.00 |
2,853.50 |
2,789.25 |
|
| R2 |
2,828.00 |
2,828.00 |
2,784.50 |
|
| R1 |
2,801.50 |
2,801.50 |
2,779.75 |
2,814.75 |
| PP |
2,776.00 |
2,776.00 |
2,776.00 |
2,782.50 |
| S1 |
2,749.50 |
2,749.50 |
2,770.25 |
2,762.75 |
| S2 |
2,724.00 |
2,724.00 |
2,765.50 |
|
| S3 |
2,672.00 |
2,697.50 |
2,760.75 |
|
| S4 |
2,620.00 |
2,645.50 |
2,746.50 |
|
|
| 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 |
2,750.50 |
52.00 |
1.9% |
32.50 |
1.2% |
47% |
False |
True |
215,802 |
| 10 |
2,802.50 |
2,705.75 |
96.75 |
3.5% |
28.50 |
1.0% |
72% |
False |
False |
193,760 |
| 20 |
2,802.50 |
2,600.50 |
202.00 |
7.3% |
30.50 |
1.1% |
86% |
False |
False |
199,390 |
| 40 |
2,802.50 |
2,516.50 |
286.00 |
10.3% |
39.25 |
1.4% |
90% |
False |
False |
207,956 |
| 60 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
41.75 |
1.5% |
93% |
False |
False |
203,922 |
| 80 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
42.00 |
1.5% |
93% |
False |
False |
152,979 |
| 100 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
40.75 |
1.5% |
93% |
False |
False |
122,391 |
| 120 |
2,802.50 |
2,418.25 |
384.25 |
13.8% |
37.00 |
1.3% |
93% |
False |
False |
102,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,933.00 |
|
2.618 |
2,876.25 |
|
1.618 |
2,841.50 |
|
1.000 |
2,820.00 |
|
0.618 |
2,806.75 |
|
HIGH |
2,785.25 |
|
0.618 |
2,772.00 |
|
0.500 |
2,768.00 |
|
0.382 |
2,763.75 |
|
LOW |
2,750.50 |
|
0.618 |
2,729.00 |
|
1.000 |
2,715.75 |
|
1.618 |
2,694.25 |
|
2.618 |
2,659.50 |
|
4.250 |
2,602.75 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.50 |
2,773.75 |
| PP |
2,770.25 |
2,772.75 |
| S1 |
2,768.00 |
2,771.50 |
|