| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,605.8 |
1,616.7 |
10.9 |
0.7% |
1,622.9 |
| High |
1,622.0 |
1,623.0 |
1.0 |
0.1% |
1,628.2 |
| Low |
1,603.0 |
1,613.3 |
10.3 |
0.6% |
1,592.1 |
| Close |
1,619.2 |
1,619.4 |
0.2 |
0.0% |
1,619.4 |
| Range |
19.0 |
9.7 |
-9.3 |
-48.9% |
36.1 |
| ATR |
20.4 |
19.6 |
-0.8 |
-3.7% |
0.0 |
| Volume |
102,052 |
72,115 |
-29,937 |
-29.3% |
466,692 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,647.7 |
1,643.2 |
1,624.7 |
|
| R3 |
1,638.0 |
1,633.5 |
1,622.1 |
|
| R2 |
1,628.3 |
1,628.3 |
1,621.2 |
|
| R1 |
1,623.8 |
1,623.8 |
1,620.3 |
1,626.1 |
| PP |
1,618.6 |
1,618.6 |
1,618.6 |
1,619.7 |
| S1 |
1,614.1 |
1,614.1 |
1,618.5 |
1,616.4 |
| S2 |
1,608.9 |
1,608.9 |
1,617.6 |
|
| S3 |
1,599.2 |
1,604.4 |
1,616.7 |
|
| S4 |
1,589.5 |
1,594.7 |
1,614.1 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,721.5 |
1,706.6 |
1,639.3 |
|
| R3 |
1,685.4 |
1,670.5 |
1,629.3 |
|
| R2 |
1,649.3 |
1,649.3 |
1,626.0 |
|
| R1 |
1,634.4 |
1,634.4 |
1,622.7 |
1,623.8 |
| PP |
1,613.2 |
1,613.2 |
1,613.2 |
1,608.0 |
| S1 |
1,598.3 |
1,598.3 |
1,616.1 |
1,587.7 |
| S2 |
1,577.1 |
1,577.1 |
1,612.8 |
|
| S3 |
1,541.0 |
1,562.2 |
1,609.5 |
|
| S4 |
1,504.9 |
1,526.1 |
1,599.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,628.2 |
1,592.1 |
36.1 |
2.2% |
17.8 |
1.1% |
76% |
False |
False |
93,338 |
| 10 |
1,629.7 |
1,592.1 |
37.6 |
2.3% |
15.8 |
1.0% |
73% |
False |
False |
86,516 |
| 20 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
18.8 |
1.2% |
79% |
False |
False |
84,988 |
| 40 |
1,633.3 |
1,552.0 |
81.3 |
5.0% |
21.2 |
1.3% |
83% |
False |
False |
47,920 |
| 60 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
23.9 |
1.5% |
75% |
False |
False |
33,809 |
| 80 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
23.6 |
1.5% |
59% |
False |
False |
26,442 |
| 100 |
1,691.6 |
1,535.4 |
156.2 |
9.6% |
22.9 |
1.4% |
54% |
False |
False |
21,689 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.1 |
1.5% |
32% |
False |
False |
18,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,664.2 |
|
2.618 |
1,648.4 |
|
1.618 |
1,638.7 |
|
1.000 |
1,632.7 |
|
0.618 |
1,629.0 |
|
HIGH |
1,623.0 |
|
0.618 |
1,619.3 |
|
0.500 |
1,618.2 |
|
0.382 |
1,617.0 |
|
LOW |
1,613.3 |
|
0.618 |
1,607.3 |
|
1.000 |
1,603.6 |
|
1.618 |
1,597.6 |
|
2.618 |
1,587.9 |
|
4.250 |
1,572.1 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,619.0 |
1,615.5 |
| PP |
1,618.6 |
1,611.5 |
| S1 |
1,618.2 |
1,607.6 |
|