| 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 |
1,620.2 |
1,622.9 |
2.7 |
0.2% |
1,607.7 |
| High |
1,629.7 |
1,628.2 |
-1.5 |
-0.1% |
1,629.7 |
| Low |
1,606.6 |
1,609.7 |
3.1 |
0.2% |
1,605.3 |
| Close |
1,622.8 |
1,612.6 |
-10.2 |
-0.6% |
1,622.8 |
| Range |
23.1 |
18.5 |
-4.6 |
-19.9% |
24.4 |
| ATR |
20.5 |
20.4 |
-0.1 |
-0.7% |
0.0 |
| Volume |
104,567 |
90,911 |
-13,656 |
-13.1% |
398,477 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,672.3 |
1,661.0 |
1,622.8 |
|
| R3 |
1,653.8 |
1,642.5 |
1,617.7 |
|
| R2 |
1,635.3 |
1,635.3 |
1,616.0 |
|
| R1 |
1,624.0 |
1,624.0 |
1,614.3 |
1,620.4 |
| PP |
1,616.8 |
1,616.8 |
1,616.8 |
1,615.1 |
| S1 |
1,605.5 |
1,605.5 |
1,610.9 |
1,601.9 |
| S2 |
1,598.3 |
1,598.3 |
1,609.2 |
|
| S3 |
1,579.8 |
1,587.0 |
1,607.5 |
|
| S4 |
1,561.3 |
1,568.5 |
1,602.4 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,692.5 |
1,682.0 |
1,636.2 |
|
| R3 |
1,668.1 |
1,657.6 |
1,629.5 |
|
| R2 |
1,643.7 |
1,643.7 |
1,627.3 |
|
| R1 |
1,633.2 |
1,633.2 |
1,625.0 |
1,638.5 |
| PP |
1,619.3 |
1,619.3 |
1,619.3 |
1,621.9 |
| S1 |
1,608.8 |
1,608.8 |
1,620.6 |
1,614.1 |
| S2 |
1,594.9 |
1,594.9 |
1,618.3 |
|
| S3 |
1,570.5 |
1,584.4 |
1,616.1 |
|
| S4 |
1,546.1 |
1,560.0 |
1,609.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,629.7 |
1,605.9 |
23.8 |
1.5% |
14.9 |
0.9% |
28% |
False |
False |
83,339 |
| 10 |
1,631.6 |
1,586.3 |
45.3 |
2.8% |
18.6 |
1.2% |
58% |
False |
False |
101,467 |
| 20 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
19.1 |
1.2% |
69% |
False |
False |
68,664 |
| 40 |
1,637.6 |
1,552.0 |
85.6 |
5.3% |
22.3 |
1.4% |
71% |
False |
False |
38,810 |
| 60 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
24.5 |
1.5% |
69% |
False |
False |
27,839 |
| 80 |
1,678.6 |
1,535.4 |
143.2 |
8.9% |
23.4 |
1.5% |
54% |
False |
False |
21,847 |
| 100 |
1,704.5 |
1,535.4 |
169.1 |
10.5% |
23.1 |
1.4% |
46% |
False |
False |
18,017 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.0 |
1.5% |
29% |
False |
False |
15,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,706.8 |
|
2.618 |
1,676.6 |
|
1.618 |
1,658.1 |
|
1.000 |
1,646.7 |
|
0.618 |
1,639.6 |
|
HIGH |
1,628.2 |
|
0.618 |
1,621.1 |
|
0.500 |
1,619.0 |
|
0.382 |
1,616.8 |
|
LOW |
1,609.7 |
|
0.618 |
1,598.3 |
|
1.000 |
1,591.2 |
|
1.618 |
1,579.8 |
|
2.618 |
1,561.3 |
|
4.250 |
1,531.1 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,619.0 |
1,618.2 |
| PP |
1,616.8 |
1,616.3 |
| S1 |
1,614.7 |
1,614.5 |
|