| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,612.4 |
1,612.9 |
0.5 |
0.0% |
1,626.5 |
| High |
1,617.4 |
1,618.9 |
1.5 |
0.1% |
1,629.3 |
| Low |
1,603.9 |
1,610.3 |
6.4 |
0.4% |
1,584.2 |
| Close |
1,613.9 |
1,618.1 |
4.2 |
0.3% |
1,607.1 |
| Range |
13.5 |
8.6 |
-4.9 |
-36.3% |
45.1 |
| ATR |
20.9 |
20.0 |
-0.9 |
-4.2% |
0.0 |
| Volume |
2,794 |
1,903 |
-891 |
-31.9% |
36,566 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,641.6 |
1,638.4 |
1,622.8 |
|
| R3 |
1,633.0 |
1,629.8 |
1,620.5 |
|
| R2 |
1,624.4 |
1,624.4 |
1,619.7 |
|
| R1 |
1,621.2 |
1,621.2 |
1,618.9 |
1,622.8 |
| PP |
1,615.8 |
1,615.8 |
1,615.8 |
1,616.6 |
| S1 |
1,612.6 |
1,612.6 |
1,617.3 |
1,614.2 |
| S2 |
1,607.2 |
1,607.2 |
1,616.5 |
|
| S3 |
1,598.6 |
1,604.0 |
1,615.7 |
|
| S4 |
1,590.0 |
1,595.4 |
1,613.4 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,742.2 |
1,719.7 |
1,631.9 |
|
| R3 |
1,697.1 |
1,674.6 |
1,619.5 |
|
| R2 |
1,652.0 |
1,652.0 |
1,615.4 |
|
| R1 |
1,629.5 |
1,629.5 |
1,611.2 |
1,618.2 |
| PP |
1,606.9 |
1,606.9 |
1,606.9 |
1,601.2 |
| S1 |
1,584.4 |
1,584.4 |
1,603.0 |
1,573.1 |
| S2 |
1,561.8 |
1,561.8 |
1,598.8 |
|
| S3 |
1,516.7 |
1,539.3 |
1,594.7 |
|
| S4 |
1,471.6 |
1,494.2 |
1,582.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,619.1 |
1,586.8 |
32.3 |
2.0% |
13.2 |
0.8% |
97% |
False |
False |
3,626 |
| 10 |
1,630.6 |
1,584.2 |
46.4 |
2.9% |
17.1 |
1.1% |
73% |
False |
False |
6,141 |
| 20 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
19.0 |
1.2% |
81% |
False |
False |
5,394 |
| 40 |
1,636.3 |
1,550.0 |
86.3 |
5.3% |
21.4 |
1.3% |
79% |
False |
False |
3,828 |
| 60 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
24.1 |
1.5% |
76% |
False |
False |
3,265 |
| 80 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
22.4 |
1.4% |
60% |
False |
False |
2,713 |
| 100 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
21.7 |
1.3% |
50% |
False |
False |
2,307 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.5 |
1.3% |
32% |
False |
False |
2,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,655.5 |
|
2.618 |
1,641.4 |
|
1.618 |
1,632.8 |
|
1.000 |
1,627.5 |
|
0.618 |
1,624.2 |
|
HIGH |
1,618.9 |
|
0.618 |
1,615.6 |
|
0.500 |
1,614.6 |
|
0.382 |
1,613.6 |
|
LOW |
1,610.3 |
|
0.618 |
1,605.0 |
|
1.000 |
1,601.7 |
|
1.618 |
1,596.4 |
|
2.618 |
1,587.8 |
|
4.250 |
1,573.8 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,616.9 |
1,615.9 |
| PP |
1,615.8 |
1,613.7 |
| S1 |
1,614.6 |
1,611.5 |
|