| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,592.3 |
1,607.7 |
15.4 |
1.0% |
1,627.5 |
| High |
1,609.9 |
1,618.4 |
8.5 |
0.5% |
1,631.6 |
| Low |
1,588.5 |
1,605.3 |
16.8 |
1.1% |
1,586.3 |
| Close |
1,609.3 |
1,616.2 |
6.9 |
0.4% |
1,609.3 |
| Range |
21.4 |
13.1 |
-8.3 |
-38.8% |
45.3 |
| ATR |
23.4 |
22.7 |
-0.7 |
-3.2% |
0.0 |
| Volume |
115,918 |
72,690 |
-43,228 |
-37.3% |
643,552 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,652.6 |
1,647.5 |
1,623.4 |
|
| R3 |
1,639.5 |
1,634.4 |
1,619.8 |
|
| R2 |
1,626.4 |
1,626.4 |
1,618.6 |
|
| R1 |
1,621.3 |
1,621.3 |
1,617.4 |
1,623.9 |
| PP |
1,613.3 |
1,613.3 |
1,613.3 |
1,614.6 |
| S1 |
1,608.2 |
1,608.2 |
1,615.0 |
1,610.8 |
| S2 |
1,600.2 |
1,600.2 |
1,613.8 |
|
| S3 |
1,587.1 |
1,595.1 |
1,612.6 |
|
| S4 |
1,574.0 |
1,582.0 |
1,609.0 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,745.0 |
1,722.4 |
1,634.2 |
|
| R3 |
1,699.7 |
1,677.1 |
1,621.8 |
|
| R2 |
1,654.4 |
1,654.4 |
1,617.6 |
|
| R1 |
1,631.8 |
1,631.8 |
1,613.5 |
1,620.5 |
| PP |
1,609.1 |
1,609.1 |
1,609.1 |
1,603.4 |
| S1 |
1,586.5 |
1,586.5 |
1,605.1 |
1,575.2 |
| S2 |
1,563.8 |
1,563.8 |
1,601.0 |
|
| S3 |
1,518.5 |
1,541.2 |
1,596.8 |
|
| S4 |
1,473.2 |
1,495.9 |
1,584.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,631.6 |
1,586.3 |
45.3 |
2.8% |
22.2 |
1.4% |
66% |
False |
False |
119,595 |
| 10 |
1,633.3 |
1,572.7 |
60.6 |
3.7% |
21.1 |
1.3% |
72% |
False |
False |
89,319 |
| 20 |
1,633.3 |
1,559.5 |
73.8 |
4.6% |
21.5 |
1.3% |
77% |
False |
False |
52,476 |
| 40 |
1,639.6 |
1,552.0 |
87.6 |
5.4% |
23.0 |
1.4% |
73% |
False |
False |
28,823 |
| 60 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
25.4 |
1.6% |
73% |
False |
False |
21,389 |
| 80 |
1,685.6 |
1,535.4 |
150.2 |
9.3% |
23.7 |
1.5% |
54% |
False |
False |
16,786 |
| 100 |
1,704.5 |
1,535.4 |
169.1 |
10.5% |
23.4 |
1.4% |
48% |
False |
False |
13,948 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.4 |
1.5% |
30% |
False |
False |
11,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,674.1 |
|
2.618 |
1,652.7 |
|
1.618 |
1,639.6 |
|
1.000 |
1,631.5 |
|
0.618 |
1,626.5 |
|
HIGH |
1,618.4 |
|
0.618 |
1,613.4 |
|
0.500 |
1,611.9 |
|
0.382 |
1,610.3 |
|
LOW |
1,605.3 |
|
0.618 |
1,597.2 |
|
1.000 |
1,592.2 |
|
1.618 |
1,584.1 |
|
2.618 |
1,571.0 |
|
4.250 |
1,549.6 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,614.8 |
1,611.7 |
| PP |
1,613.3 |
1,607.1 |
| S1 |
1,611.9 |
1,602.6 |
|