| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,428.0 |
2,409.0 |
-19.0 |
-0.8% |
2,350.0 |
| High |
2,443.0 |
2,421.0 |
-22.0 |
-0.9% |
2,443.0 |
| Low |
2,400.0 |
2,393.0 |
-7.0 |
-0.3% |
2,350.0 |
| Close |
2,421.0 |
2,411.0 |
-10.0 |
-0.4% |
2,411.0 |
| Range |
43.0 |
28.0 |
-15.0 |
-34.9% |
93.0 |
| ATR |
54.7 |
52.8 |
-1.9 |
-3.5% |
0.0 |
| Volume |
298 |
278 |
-20 |
-6.7% |
1,218 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.3 |
2,479.7 |
2,426.4 |
|
| R3 |
2,464.3 |
2,451.7 |
2,418.7 |
|
| R2 |
2,436.3 |
2,436.3 |
2,416.1 |
|
| R1 |
2,423.7 |
2,423.7 |
2,413.6 |
2,430.0 |
| PP |
2,408.3 |
2,408.3 |
2,408.3 |
2,411.5 |
| S1 |
2,395.7 |
2,395.7 |
2,408.4 |
2,402.0 |
| S2 |
2,380.3 |
2,380.3 |
2,405.9 |
|
| S3 |
2,352.3 |
2,367.7 |
2,403.3 |
|
| S4 |
2,324.3 |
2,339.7 |
2,395.6 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.3 |
2,638.7 |
2,462.2 |
|
| R3 |
2,587.3 |
2,545.7 |
2,436.6 |
|
| R2 |
2,494.3 |
2,494.3 |
2,428.1 |
|
| R1 |
2,452.7 |
2,452.7 |
2,419.5 |
2,473.5 |
| PP |
2,401.3 |
2,401.3 |
2,401.3 |
2,411.8 |
| S1 |
2,359.7 |
2,359.7 |
2,402.5 |
2,380.5 |
| S2 |
2,308.3 |
2,308.3 |
2,394.0 |
|
| S3 |
2,215.3 |
2,266.7 |
2,385.4 |
|
| S4 |
2,122.3 |
2,173.7 |
2,359.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,443.0 |
2,350.0 |
93.0 |
3.9% |
40.6 |
1.7% |
66% |
False |
False |
243 |
| 10 |
2,443.0 |
2,235.0 |
208.0 |
8.6% |
52.9 |
2.2% |
85% |
False |
False |
1,190 |
| 20 |
2,443.0 |
2,115.0 |
328.0 |
13.6% |
52.7 |
2.2% |
90% |
False |
False |
6,866 |
| 40 |
2,443.0 |
2,100.0 |
343.0 |
14.2% |
47.8 |
2.0% |
91% |
False |
False |
7,418 |
| 60 |
2,443.0 |
2,016.0 |
427.0 |
17.7% |
45.7 |
1.9% |
93% |
False |
False |
7,887 |
| 80 |
2,443.0 |
2,016.0 |
427.0 |
17.7% |
46.3 |
1.9% |
93% |
False |
False |
6,029 |
| 100 |
2,498.0 |
2,016.0 |
482.0 |
20.0% |
46.2 |
1.9% |
82% |
False |
False |
4,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.0 |
|
2.618 |
2,494.3 |
|
1.618 |
2,466.3 |
|
1.000 |
2,449.0 |
|
0.618 |
2,438.3 |
|
HIGH |
2,421.0 |
|
0.618 |
2,410.3 |
|
0.500 |
2,407.0 |
|
0.382 |
2,403.7 |
|
LOW |
2,393.0 |
|
0.618 |
2,375.7 |
|
1.000 |
2,365.0 |
|
1.618 |
2,347.7 |
|
2.618 |
2,319.7 |
|
4.250 |
2,274.0 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.7 |
2,418.0 |
| PP |
2,408.3 |
2,415.7 |
| S1 |
2,407.0 |
2,413.3 |
|