| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,616.7 |
1,618.5 |
1.8 |
0.1% |
1,622.9 |
| High |
1,623.0 |
1,624.7 |
1.7 |
0.1% |
1,628.2 |
| Low |
1,613.3 |
1,611.8 |
-1.5 |
-0.1% |
1,592.1 |
| Close |
1,619.4 |
1,623.0 |
3.6 |
0.2% |
1,619.4 |
| Range |
9.7 |
12.9 |
3.2 |
33.0% |
36.1 |
| ATR |
19.6 |
19.1 |
-0.5 |
-2.4% |
0.0 |
| Volume |
72,115 |
66,634 |
-5,481 |
-7.6% |
466,692 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,658.5 |
1,653.7 |
1,630.1 |
|
| R3 |
1,645.6 |
1,640.8 |
1,626.5 |
|
| R2 |
1,632.7 |
1,632.7 |
1,625.4 |
|
| R1 |
1,627.9 |
1,627.9 |
1,624.2 |
1,630.3 |
| PP |
1,619.8 |
1,619.8 |
1,619.8 |
1,621.1 |
| S1 |
1,615.0 |
1,615.0 |
1,621.8 |
1,617.4 |
| S2 |
1,606.9 |
1,606.9 |
1,620.6 |
|
| S3 |
1,594.0 |
1,602.1 |
1,619.5 |
|
| S4 |
1,581.1 |
1,589.2 |
1,615.9 |
|
|
| 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 |
1,624.7 |
1,592.1 |
32.6 |
2.0% |
16.7 |
1.0% |
95% |
True |
False |
88,483 |
| 10 |
1,629.7 |
1,592.1 |
37.6 |
2.3% |
15.8 |
1.0% |
82% |
False |
False |
85,911 |
| 20 |
1,633.3 |
1,572.7 |
60.6 |
3.7% |
18.4 |
1.1% |
83% |
False |
False |
87,615 |
| 40 |
1,633.3 |
1,552.0 |
81.3 |
5.0% |
21.2 |
1.3% |
87% |
False |
False |
49,488 |
| 60 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
23.7 |
1.5% |
79% |
False |
False |
34,621 |
| 80 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
23.5 |
1.4% |
61% |
False |
False |
27,263 |
| 100 |
1,691.6 |
1,535.4 |
156.2 |
9.6% |
22.7 |
1.4% |
56% |
False |
False |
22,331 |
| 120 |
1,735.5 |
1,535.4 |
200.1 |
12.3% |
23.2 |
1.4% |
44% |
False |
False |
18,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,679.5 |
|
2.618 |
1,658.5 |
|
1.618 |
1,645.6 |
|
1.000 |
1,637.6 |
|
0.618 |
1,632.7 |
|
HIGH |
1,624.7 |
|
0.618 |
1,619.8 |
|
0.500 |
1,618.3 |
|
0.382 |
1,616.7 |
|
LOW |
1,611.8 |
|
0.618 |
1,603.8 |
|
1.000 |
1,598.9 |
|
1.618 |
1,590.9 |
|
2.618 |
1,578.0 |
|
4.250 |
1,557.0 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,621.4 |
1,620.0 |
| PP |
1,619.8 |
1,616.9 |
| S1 |
1,618.3 |
1,613.9 |
|