| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,623.1 |
1,640.2 |
17.1 |
1.1% |
1,622.9 |
| High |
1,643.6 |
1,658.2 |
14.6 |
0.9% |
1,628.2 |
| Low |
1,620.8 |
1,636.3 |
15.5 |
1.0% |
1,592.1 |
| Close |
1,642.9 |
1,640.5 |
-2.4 |
-0.1% |
1,619.4 |
| Range |
22.8 |
21.9 |
-0.9 |
-3.9% |
36.1 |
| ATR |
19.4 |
19.6 |
0.2 |
0.9% |
0.0 |
| Volume |
119,444 |
125,739 |
6,295 |
5.3% |
466,692 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.7 |
1,697.5 |
1,652.5 |
|
| R3 |
1,688.8 |
1,675.6 |
1,646.5 |
|
| R2 |
1,666.9 |
1,666.9 |
1,644.5 |
|
| R1 |
1,653.7 |
1,653.7 |
1,642.5 |
1,660.3 |
| PP |
1,645.0 |
1,645.0 |
1,645.0 |
1,648.3 |
| S1 |
1,631.8 |
1,631.8 |
1,638.5 |
1,638.4 |
| S2 |
1,623.1 |
1,623.1 |
1,636.5 |
|
| S3 |
1,601.2 |
1,609.9 |
1,634.5 |
|
| S4 |
1,579.3 |
1,588.0 |
1,628.5 |
|
|
| 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 |
1,658.2 |
1,603.0 |
55.2 |
3.4% |
17.3 |
1.1% |
68% |
True |
False |
97,196 |
| 10 |
1,658.2 |
1,592.1 |
66.1 |
4.0% |
17.9 |
1.1% |
73% |
True |
False |
94,839 |
| 20 |
1,658.2 |
1,586.3 |
71.9 |
4.4% |
18.3 |
1.1% |
75% |
True |
False |
97,172 |
| 40 |
1,658.2 |
1,552.0 |
106.2 |
6.5% |
21.3 |
1.3% |
83% |
True |
False |
55,411 |
| 60 |
1,658.2 |
1,537.3 |
120.9 |
7.4% |
23.5 |
1.4% |
85% |
True |
False |
38,453 |
| 80 |
1,678.6 |
1,535.4 |
143.2 |
8.7% |
23.6 |
1.4% |
73% |
False |
False |
30,286 |
| 100 |
1,691.6 |
1,535.4 |
156.2 |
9.5% |
22.9 |
1.4% |
67% |
False |
False |
24,714 |
| 120 |
1,726.7 |
1,535.4 |
191.3 |
11.7% |
23.1 |
1.4% |
55% |
False |
False |
20,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,751.3 |
|
2.618 |
1,715.5 |
|
1.618 |
1,693.6 |
|
1.000 |
1,680.1 |
|
0.618 |
1,671.7 |
|
HIGH |
1,658.2 |
|
0.618 |
1,649.8 |
|
0.500 |
1,647.3 |
|
0.382 |
1,644.7 |
|
LOW |
1,636.3 |
|
0.618 |
1,622.8 |
|
1.000 |
1,614.4 |
|
1.618 |
1,600.9 |
|
2.618 |
1,579.0 |
|
4.250 |
1,543.2 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,647.3 |
1,638.7 |
| PP |
1,645.0 |
1,636.8 |
| S1 |
1,642.8 |
1,635.0 |
|