| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,612.9 |
1,618.0 |
5.1 |
0.3% |
1,604.0 |
| High |
1,618.9 |
1,627.3 |
8.4 |
0.5% |
1,627.3 |
| Low |
1,610.3 |
1,604.4 |
-5.9 |
-0.4% |
1,603.4 |
| Close |
1,618.1 |
1,620.7 |
2.6 |
0.2% |
1,620.7 |
| Range |
8.6 |
22.9 |
14.3 |
166.3% |
23.9 |
| ATR |
20.0 |
20.2 |
0.2 |
1.0% |
0.0 |
| Volume |
1,903 |
5,642 |
3,739 |
196.5% |
16,167 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,686.2 |
1,676.3 |
1,633.3 |
|
| R3 |
1,663.3 |
1,653.4 |
1,627.0 |
|
| R2 |
1,640.4 |
1,640.4 |
1,624.9 |
|
| R1 |
1,630.5 |
1,630.5 |
1,622.8 |
1,635.5 |
| PP |
1,617.5 |
1,617.5 |
1,617.5 |
1,619.9 |
| S1 |
1,607.6 |
1,607.6 |
1,618.6 |
1,612.6 |
| S2 |
1,594.6 |
1,594.6 |
1,616.5 |
|
| S3 |
1,571.7 |
1,584.7 |
1,614.4 |
|
| S4 |
1,548.8 |
1,561.8 |
1,608.1 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,688.8 |
1,678.7 |
1,633.8 |
|
| R3 |
1,664.9 |
1,654.8 |
1,627.3 |
|
| R2 |
1,641.0 |
1,641.0 |
1,625.1 |
|
| R1 |
1,630.9 |
1,630.9 |
1,622.9 |
1,636.0 |
| PP |
1,617.1 |
1,617.1 |
1,617.1 |
1,619.7 |
| S1 |
1,607.0 |
1,607.0 |
1,618.5 |
1,612.1 |
| S2 |
1,593.2 |
1,593.2 |
1,616.3 |
|
| S3 |
1,569.3 |
1,583.1 |
1,614.1 |
|
| S4 |
1,545.4 |
1,559.2 |
1,607.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,627.3 |
1,603.4 |
23.9 |
1.5% |
13.6 |
0.8% |
72% |
True |
False |
3,233 |
| 10 |
1,629.3 |
1,584.2 |
45.1 |
2.8% |
17.7 |
1.1% |
81% |
False |
False |
5,273 |
| 20 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
18.7 |
1.2% |
85% |
False |
False |
5,484 |
| 40 |
1,636.3 |
1,550.0 |
86.3 |
5.3% |
21.6 |
1.3% |
82% |
False |
False |
3,951 |
| 60 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
24.2 |
1.5% |
79% |
False |
False |
3,345 |
| 80 |
1,674.4 |
1,534.3 |
140.1 |
8.6% |
22.5 |
1.4% |
62% |
False |
False |
2,776 |
| 100 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
21.8 |
1.3% |
52% |
False |
False |
2,358 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.5 |
1.3% |
33% |
False |
False |
2,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.6 |
|
2.618 |
1,687.3 |
|
1.618 |
1,664.4 |
|
1.000 |
1,650.2 |
|
0.618 |
1,641.5 |
|
HIGH |
1,627.3 |
|
0.618 |
1,618.6 |
|
0.500 |
1,615.9 |
|
0.382 |
1,613.1 |
|
LOW |
1,604.4 |
|
0.618 |
1,590.2 |
|
1.000 |
1,581.5 |
|
1.618 |
1,567.3 |
|
2.618 |
1,544.4 |
|
4.250 |
1,507.1 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,619.1 |
1,619.0 |
| PP |
1,617.5 |
1,617.3 |
| S1 |
1,615.9 |
1,615.6 |
|