| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,614.5 |
1,614.7 |
0.2 |
0.0% |
1,627.5 |
| High |
1,621.3 |
1,619.5 |
-1.8 |
-0.1% |
1,631.6 |
| Low |
1,611.0 |
1,605.9 |
-5.1 |
-0.3% |
1,586.3 |
| Close |
1,612.8 |
1,616.0 |
3.2 |
0.2% |
1,609.3 |
| Range |
10.3 |
13.6 |
3.3 |
32.0% |
45.3 |
| ATR |
21.8 |
21.2 |
-0.6 |
-2.7% |
0.0 |
| Volume |
74,868 |
81,034 |
6,166 |
8.2% |
643,552 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,654.6 |
1,648.9 |
1,623.5 |
|
| R3 |
1,641.0 |
1,635.3 |
1,619.7 |
|
| R2 |
1,627.4 |
1,627.4 |
1,618.5 |
|
| R1 |
1,621.7 |
1,621.7 |
1,617.2 |
1,624.6 |
| PP |
1,613.8 |
1,613.8 |
1,613.8 |
1,615.2 |
| S1 |
1,608.1 |
1,608.1 |
1,614.8 |
1,611.0 |
| S2 |
1,600.2 |
1,600.2 |
1,613.5 |
|
| S3 |
1,586.6 |
1,594.5 |
1,612.3 |
|
| S4 |
1,573.0 |
1,580.9 |
1,608.5 |
|
|
| 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 |
1,621.3 |
1,586.3 |
35.0 |
2.2% |
18.2 |
1.1% |
85% |
False |
False |
98,805 |
| 10 |
1,633.3 |
1,586.3 |
47.0 |
2.9% |
18.7 |
1.2% |
63% |
False |
False |
99,505 |
| 20 |
1,633.3 |
1,559.5 |
73.8 |
4.6% |
20.1 |
1.2% |
77% |
False |
False |
58,676 |
| 40 |
1,639.6 |
1,552.0 |
87.6 |
5.4% |
22.2 |
1.4% |
73% |
False |
False |
32,620 |
| 60 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
25.0 |
1.5% |
73% |
False |
False |
23,837 |
| 80 |
1,678.6 |
1,535.4 |
143.2 |
8.9% |
23.5 |
1.5% |
56% |
False |
False |
18,673 |
| 100 |
1,704.5 |
1,535.4 |
169.1 |
10.5% |
23.1 |
1.4% |
48% |
False |
False |
15,451 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.3 |
1.5% |
30% |
False |
False |
13,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,677.3 |
|
2.618 |
1,655.1 |
|
1.618 |
1,641.5 |
|
1.000 |
1,633.1 |
|
0.618 |
1,627.9 |
|
HIGH |
1,619.5 |
|
0.618 |
1,614.3 |
|
0.500 |
1,612.7 |
|
0.382 |
1,611.1 |
|
LOW |
1,605.9 |
|
0.618 |
1,597.5 |
|
1.000 |
1,592.3 |
|
1.618 |
1,583.9 |
|
2.618 |
1,570.3 |
|
4.250 |
1,548.1 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,614.9 |
1,615.1 |
| PP |
1,613.8 |
1,614.2 |
| S1 |
1,612.7 |
1,613.3 |
|