| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,417.0 |
2,410.0 |
-7.0 |
-0.3% |
2,350.0 |
| High |
2,426.0 |
2,425.0 |
-1.0 |
0.0% |
2,443.0 |
| Low |
2,410.0 |
2,400.0 |
-10.0 |
-0.4% |
2,350.0 |
| Close |
2,417.0 |
2,419.0 |
2.0 |
0.1% |
2,411.0 |
| Range |
16.0 |
25.0 |
9.0 |
56.3% |
93.0 |
| ATR |
49.3 |
47.6 |
-1.7 |
-3.5% |
0.0 |
| Volume |
59 |
248 |
189 |
320.3% |
1,218 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,489.7 |
2,479.3 |
2,432.8 |
|
| R3 |
2,464.7 |
2,454.3 |
2,425.9 |
|
| R2 |
2,439.7 |
2,439.7 |
2,423.6 |
|
| R1 |
2,429.3 |
2,429.3 |
2,421.3 |
2,434.5 |
| PP |
2,414.7 |
2,414.7 |
2,414.7 |
2,417.3 |
| S1 |
2,404.3 |
2,404.3 |
2,416.7 |
2,409.5 |
| S2 |
2,389.7 |
2,389.7 |
2,414.4 |
|
| S3 |
2,364.7 |
2,379.3 |
2,412.1 |
|
| S4 |
2,339.7 |
2,354.3 |
2,405.3 |
|
|
| 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 |
2,393.0 |
50.0 |
2.1% |
28.8 |
1.2% |
52% |
False |
False |
198 |
| 10 |
2,443.0 |
2,235.0 |
208.0 |
8.6% |
51.6 |
2.1% |
88% |
False |
False |
258 |
| 20 |
2,443.0 |
2,115.0 |
328.0 |
13.6% |
52.2 |
2.2% |
93% |
False |
False |
6,856 |
| 40 |
2,443.0 |
2,100.0 |
343.0 |
14.2% |
45.8 |
1.9% |
93% |
False |
False |
6,714 |
| 60 |
2,443.0 |
2,016.0 |
427.0 |
17.7% |
45.2 |
1.9% |
94% |
False |
False |
7,811 |
| 80 |
2,443.0 |
2,016.0 |
427.0 |
17.7% |
45.9 |
1.9% |
94% |
False |
False |
6,026 |
| 100 |
2,478.0 |
2,016.0 |
462.0 |
19.1% |
46.3 |
1.9% |
87% |
False |
False |
4,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.3 |
|
2.618 |
2,490.5 |
|
1.618 |
2,465.5 |
|
1.000 |
2,450.0 |
|
0.618 |
2,440.5 |
|
HIGH |
2,425.0 |
|
0.618 |
2,415.5 |
|
0.500 |
2,412.5 |
|
0.382 |
2,409.6 |
|
LOW |
2,400.0 |
|
0.618 |
2,384.6 |
|
1.000 |
2,375.0 |
|
1.618 |
2,359.6 |
|
2.618 |
2,334.6 |
|
4.250 |
2,293.8 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,416.8 |
2,415.8 |
| PP |
2,414.7 |
2,412.7 |
| S1 |
2,412.5 |
2,409.5 |
|