| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,409.0 |
2,405.0 |
-4.0 |
-0.2% |
2,350.0 |
| High |
2,421.0 |
2,425.0 |
4.0 |
0.2% |
2,443.0 |
| Low |
2,393.0 |
2,393.0 |
0.0 |
0.0% |
2,350.0 |
| Close |
2,411.0 |
2,403.0 |
-8.0 |
-0.3% |
2,411.0 |
| Range |
28.0 |
32.0 |
4.0 |
14.3% |
93.0 |
| ATR |
52.8 |
51.3 |
-1.5 |
-2.8% |
0.0 |
| Volume |
278 |
108 |
-170 |
-61.2% |
1,218 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.0 |
2,485.0 |
2,420.6 |
|
| R3 |
2,471.0 |
2,453.0 |
2,411.8 |
|
| R2 |
2,439.0 |
2,439.0 |
2,408.9 |
|
| R1 |
2,421.0 |
2,421.0 |
2,405.9 |
2,414.0 |
| PP |
2,407.0 |
2,407.0 |
2,407.0 |
2,403.5 |
| S1 |
2,389.0 |
2,389.0 |
2,400.1 |
2,382.0 |
| S2 |
2,375.0 |
2,375.0 |
2,397.1 |
|
| S3 |
2,343.0 |
2,357.0 |
2,394.2 |
|
| S4 |
2,311.0 |
2,325.0 |
2,385.4 |
|
|
| 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 |
2,379.0 |
64.0 |
2.7% |
38.0 |
1.6% |
38% |
False |
False |
223 |
| 10 |
2,443.0 |
2,235.0 |
208.0 |
8.7% |
52.5 |
2.2% |
81% |
False |
False |
422 |
| 20 |
2,443.0 |
2,115.0 |
328.0 |
13.6% |
53.4 |
2.2% |
88% |
False |
False |
6,867 |
| 40 |
2,443.0 |
2,100.0 |
343.0 |
14.3% |
46.8 |
1.9% |
88% |
False |
False |
7,217 |
| 60 |
2,443.0 |
2,016.0 |
427.0 |
17.8% |
45.8 |
1.9% |
91% |
False |
False |
7,883 |
| 80 |
2,443.0 |
2,016.0 |
427.0 |
17.8% |
46.3 |
1.9% |
91% |
False |
False |
6,029 |
| 100 |
2,478.0 |
2,016.0 |
462.0 |
19.2% |
46.2 |
1.9% |
84% |
False |
False |
4,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.0 |
|
2.618 |
2,508.8 |
|
1.618 |
2,476.8 |
|
1.000 |
2,457.0 |
|
0.618 |
2,444.8 |
|
HIGH |
2,425.0 |
|
0.618 |
2,412.8 |
|
0.500 |
2,409.0 |
|
0.382 |
2,405.2 |
|
LOW |
2,393.0 |
|
0.618 |
2,373.2 |
|
1.000 |
2,361.0 |
|
1.618 |
2,341.2 |
|
2.618 |
2,309.2 |
|
4.250 |
2,257.0 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.0 |
2,418.0 |
| PP |
2,407.0 |
2,413.0 |
| S1 |
2,405.0 |
2,408.0 |
|