| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,620.9 |
1,610.3 |
-10.6 |
-0.7% |
1,604.0 |
| High |
1,626.0 |
1,616.6 |
-9.4 |
-0.6% |
1,627.3 |
| Low |
1,607.9 |
1,591.5 |
-16.4 |
-1.0% |
1,603.4 |
| Close |
1,610.6 |
1,600.4 |
-10.2 |
-0.6% |
1,620.7 |
| Range |
18.1 |
25.1 |
7.0 |
38.7% |
23.9 |
| ATR |
20.1 |
20.4 |
0.4 |
1.8% |
0.0 |
| Volume |
6,869 |
4,347 |
-2,522 |
-36.7% |
16,167 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.1 |
1,664.4 |
1,614.2 |
|
| R3 |
1,653.0 |
1,639.3 |
1,607.3 |
|
| R2 |
1,627.9 |
1,627.9 |
1,605.0 |
|
| R1 |
1,614.2 |
1,614.2 |
1,602.7 |
1,608.5 |
| PP |
1,602.8 |
1,602.8 |
1,602.8 |
1,600.0 |
| S1 |
1,589.1 |
1,589.1 |
1,598.1 |
1,583.4 |
| S2 |
1,577.7 |
1,577.7 |
1,595.8 |
|
| S3 |
1,552.6 |
1,564.0 |
1,593.5 |
|
| S4 |
1,527.5 |
1,538.9 |
1,586.6 |
|
|
| 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 |
1,591.5 |
35.8 |
2.2% |
17.6 |
1.1% |
25% |
False |
True |
4,311 |
| 10 |
1,627.3 |
1,584.2 |
43.1 |
2.7% |
19.0 |
1.2% |
38% |
False |
False |
5,203 |
| 20 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
18.7 |
1.2% |
54% |
False |
False |
5,894 |
| 40 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
22.0 |
1.4% |
58% |
False |
False |
4,160 |
| 60 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
23.8 |
1.5% |
60% |
False |
False |
3,395 |
| 80 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
22.7 |
1.4% |
47% |
False |
False |
2,895 |
| 100 |
1,701.5 |
1,534.3 |
167.2 |
10.4% |
21.9 |
1.4% |
40% |
False |
False |
2,466 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
21.5 |
1.3% |
25% |
False |
False |
2,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,723.3 |
|
2.618 |
1,682.3 |
|
1.618 |
1,657.2 |
|
1.000 |
1,641.7 |
|
0.618 |
1,632.1 |
|
HIGH |
1,616.6 |
|
0.618 |
1,607.0 |
|
0.500 |
1,604.1 |
|
0.382 |
1,601.1 |
|
LOW |
1,591.5 |
|
0.618 |
1,576.0 |
|
1.000 |
1,566.4 |
|
1.618 |
1,550.9 |
|
2.618 |
1,525.8 |
|
4.250 |
1,484.8 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,604.1 |
1,609.4 |
| PP |
1,602.8 |
1,606.4 |
| S1 |
1,601.6 |
1,603.4 |
|