| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,654.5 |
1,672.6 |
18.1 |
1.1% |
1,618.5 |
| High |
1,677.5 |
1,676.3 |
-1.2 |
-0.1% |
1,677.5 |
| Low |
1,654.5 |
1,665.1 |
10.6 |
0.6% |
1,611.8 |
| Close |
1,672.8 |
1,672.9 |
0.1 |
0.0% |
1,672.9 |
| Range |
23.0 |
11.2 |
-11.8 |
-51.3% |
65.7 |
| ATR |
20.8 |
20.1 |
-0.7 |
-3.3% |
0.0 |
| Volume |
144,423 |
94,598 |
-49,825 |
-34.5% |
550,838 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,705.0 |
1,700.2 |
1,679.1 |
|
| R3 |
1,693.8 |
1,689.0 |
1,676.0 |
|
| R2 |
1,682.6 |
1,682.6 |
1,675.0 |
|
| R1 |
1,677.8 |
1,677.8 |
1,673.9 |
1,680.2 |
| PP |
1,671.4 |
1,671.4 |
1,671.4 |
1,672.7 |
| S1 |
1,666.6 |
1,666.6 |
1,671.9 |
1,669.0 |
| S2 |
1,660.2 |
1,660.2 |
1,670.8 |
|
| S3 |
1,649.0 |
1,655.4 |
1,669.8 |
|
| S4 |
1,637.8 |
1,644.2 |
1,666.7 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.2 |
1,827.7 |
1,709.0 |
|
| R3 |
1,785.5 |
1,762.0 |
1,691.0 |
|
| R2 |
1,719.8 |
1,719.8 |
1,684.9 |
|
| R1 |
1,696.3 |
1,696.3 |
1,678.9 |
1,708.1 |
| PP |
1,654.1 |
1,654.1 |
1,654.1 |
1,659.9 |
| S1 |
1,630.6 |
1,630.6 |
1,666.9 |
1,642.4 |
| S2 |
1,588.4 |
1,588.4 |
1,660.9 |
|
| S3 |
1,522.7 |
1,564.9 |
1,654.8 |
|
| S4 |
1,457.0 |
1,499.2 |
1,636.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,677.5 |
1,611.8 |
65.7 |
3.9% |
18.4 |
1.1% |
93% |
False |
False |
110,167 |
| 10 |
1,677.5 |
1,592.1 |
85.4 |
5.1% |
18.1 |
1.1% |
95% |
False |
False |
101,753 |
| 20 |
1,677.5 |
1,586.3 |
91.2 |
5.5% |
18.0 |
1.1% |
95% |
False |
False |
102,977 |
| 40 |
1,677.5 |
1,557.3 |
120.2 |
7.2% |
21.0 |
1.3% |
96% |
False |
False |
61,202 |
| 60 |
1,677.5 |
1,551.0 |
126.5 |
7.6% |
23.0 |
1.4% |
96% |
False |
False |
41,962 |
| 80 |
1,677.5 |
1,535.4 |
142.1 |
8.5% |
23.7 |
1.4% |
97% |
False |
False |
33,127 |
| 100 |
1,687.4 |
1,535.4 |
152.0 |
9.1% |
22.6 |
1.4% |
90% |
False |
False |
27,067 |
| 120 |
1,725.2 |
1,535.4 |
189.8 |
11.3% |
22.9 |
1.4% |
72% |
False |
False |
22,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,723.9 |
|
2.618 |
1,705.6 |
|
1.618 |
1,694.4 |
|
1.000 |
1,687.5 |
|
0.618 |
1,683.2 |
|
HIGH |
1,676.3 |
|
0.618 |
1,672.0 |
|
0.500 |
1,670.7 |
|
0.382 |
1,669.4 |
|
LOW |
1,665.1 |
|
0.618 |
1,658.2 |
|
1.000 |
1,653.9 |
|
1.618 |
1,647.0 |
|
2.618 |
1,635.8 |
|
4.250 |
1,617.5 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,672.2 |
1,667.6 |
| PP |
1,671.4 |
1,662.2 |
| S1 |
1,670.7 |
1,656.9 |
|