| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,616.3 |
1,620.9 |
4.6 |
0.3% |
1,620.9 |
| High |
1,622.5 |
1,641.5 |
19.0 |
1.2% |
1,626.0 |
| Low |
1,609.6 |
1,619.1 |
9.5 |
0.6% |
1,590.2 |
| Close |
1,620.9 |
1,640.7 |
19.8 |
1.2% |
1,617.3 |
| Range |
12.9 |
22.4 |
9.5 |
73.6% |
35.8 |
| ATR |
18.8 |
19.1 |
0.3 |
1.4% |
0.0 |
| Volume |
1,863 |
5,813 |
3,950 |
212.0% |
20,461 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,701.0 |
1,693.2 |
1,653.0 |
|
| R3 |
1,678.6 |
1,670.8 |
1,646.9 |
|
| R2 |
1,656.2 |
1,656.2 |
1,644.8 |
|
| R1 |
1,648.4 |
1,648.4 |
1,642.8 |
1,652.3 |
| PP |
1,633.8 |
1,633.8 |
1,633.8 |
1,635.7 |
| S1 |
1,626.0 |
1,626.0 |
1,638.6 |
1,629.9 |
| S2 |
1,611.4 |
1,611.4 |
1,636.6 |
|
| S3 |
1,589.0 |
1,603.6 |
1,634.5 |
|
| S4 |
1,566.6 |
1,581.2 |
1,628.4 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,718.6 |
1,703.7 |
1,637.0 |
|
| R3 |
1,682.8 |
1,667.9 |
1,627.1 |
|
| R2 |
1,647.0 |
1,647.0 |
1,623.9 |
|
| R1 |
1,632.1 |
1,632.1 |
1,620.6 |
1,621.7 |
| PP |
1,611.2 |
1,611.2 |
1,611.2 |
1,605.9 |
| S1 |
1,596.3 |
1,596.3 |
1,614.0 |
1,585.9 |
| S2 |
1,575.4 |
1,575.4 |
1,610.7 |
|
| S3 |
1,539.6 |
1,560.5 |
1,607.5 |
|
| S4 |
1,503.8 |
1,524.7 |
1,597.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,641.5 |
1,590.2 |
51.3 |
3.1% |
16.0 |
1.0% |
98% |
True |
False |
3,384 |
| 10 |
1,641.5 |
1,590.2 |
51.3 |
3.1% |
16.8 |
1.0% |
98% |
True |
False |
3,847 |
| 20 |
1,641.5 |
1,581.0 |
60.5 |
3.7% |
18.4 |
1.1% |
99% |
True |
False |
5,629 |
| 40 |
1,641.5 |
1,550.0 |
91.5 |
5.6% |
21.0 |
1.3% |
99% |
True |
False |
4,425 |
| 60 |
1,644.0 |
1,534.5 |
109.5 |
6.7% |
23.2 |
1.4% |
97% |
False |
False |
3,544 |
| 80 |
1,674.4 |
1,534.3 |
140.1 |
8.5% |
22.7 |
1.4% |
76% |
False |
False |
3,039 |
| 100 |
1,686.3 |
1,534.3 |
152.0 |
9.3% |
21.7 |
1.3% |
70% |
False |
False |
2,610 |
| 120 |
1,731.2 |
1,534.3 |
196.9 |
12.0% |
21.3 |
1.3% |
54% |
False |
False |
2,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,736.7 |
|
2.618 |
1,700.1 |
|
1.618 |
1,677.7 |
|
1.000 |
1,663.9 |
|
0.618 |
1,655.3 |
|
HIGH |
1,641.5 |
|
0.618 |
1,632.9 |
|
0.500 |
1,630.3 |
|
0.382 |
1,627.7 |
|
LOW |
1,619.1 |
|
0.618 |
1,605.3 |
|
1.000 |
1,596.7 |
|
1.618 |
1,582.9 |
|
2.618 |
1,560.5 |
|
4.250 |
1,523.9 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,637.2 |
1,635.7 |
| PP |
1,633.8 |
1,630.6 |
| S1 |
1,630.3 |
1,625.6 |
|