| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,618.0 |
1,620.9 |
2.9 |
0.2% |
1,604.0 |
| High |
1,627.3 |
1,626.0 |
-1.3 |
-0.1% |
1,627.3 |
| Low |
1,604.4 |
1,607.9 |
3.5 |
0.2% |
1,603.4 |
| Close |
1,620.7 |
1,610.6 |
-10.1 |
-0.6% |
1,620.7 |
| Range |
22.9 |
18.1 |
-4.8 |
-21.0% |
23.9 |
| ATR |
20.2 |
20.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
5,642 |
6,869 |
1,227 |
21.7% |
16,167 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,669.1 |
1,658.0 |
1,620.6 |
|
| R3 |
1,651.0 |
1,639.9 |
1,615.6 |
|
| R2 |
1,632.9 |
1,632.9 |
1,613.9 |
|
| R1 |
1,621.8 |
1,621.8 |
1,612.3 |
1,618.3 |
| PP |
1,614.8 |
1,614.8 |
1,614.8 |
1,613.1 |
| S1 |
1,603.7 |
1,603.7 |
1,608.9 |
1,600.2 |
| S2 |
1,596.7 |
1,596.7 |
1,607.3 |
|
| S3 |
1,578.6 |
1,585.6 |
1,605.6 |
|
| S4 |
1,560.5 |
1,567.5 |
1,600.6 |
|
|
| 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 |
1,603.9 |
23.4 |
1.5% |
14.7 |
0.9% |
29% |
False |
False |
3,948 |
| 10 |
1,629.3 |
1,584.2 |
45.1 |
2.8% |
18.3 |
1.1% |
59% |
False |
False |
5,449 |
| 20 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
18.8 |
1.2% |
70% |
False |
False |
5,787 |
| 40 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
21.8 |
1.4% |
70% |
False |
False |
4,104 |
| 60 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
23.8 |
1.5% |
69% |
False |
False |
3,344 |
| 80 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
22.4 |
1.4% |
54% |
False |
False |
2,858 |
| 100 |
1,701.5 |
1,534.3 |
167.2 |
10.4% |
21.9 |
1.4% |
46% |
False |
False |
2,423 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
21.4 |
1.3% |
29% |
False |
False |
2,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,702.9 |
|
2.618 |
1,673.4 |
|
1.618 |
1,655.3 |
|
1.000 |
1,644.1 |
|
0.618 |
1,637.2 |
|
HIGH |
1,626.0 |
|
0.618 |
1,619.1 |
|
0.500 |
1,617.0 |
|
0.382 |
1,614.8 |
|
LOW |
1,607.9 |
|
0.618 |
1,596.7 |
|
1.000 |
1,589.8 |
|
1.618 |
1,578.6 |
|
2.618 |
1,560.5 |
|
4.250 |
1,531.0 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,617.0 |
1,615.9 |
| PP |
1,614.8 |
1,614.1 |
| S1 |
1,612.7 |
1,612.4 |
|