| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,410.0 |
2,426.0 |
16.0 |
0.7% |
2,350.0 |
| High |
2,425.0 |
2,454.0 |
29.0 |
1.2% |
2,443.0 |
| Low |
2,400.0 |
2,407.0 |
7.0 |
0.3% |
2,350.0 |
| Close |
2,419.0 |
2,441.0 |
22.0 |
0.9% |
2,411.0 |
| Range |
25.0 |
47.0 |
22.0 |
88.0% |
93.0 |
| ATR |
47.6 |
47.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
248 |
250 |
2 |
0.8% |
1,218 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.0 |
2,555.0 |
2,466.9 |
|
| R3 |
2,528.0 |
2,508.0 |
2,453.9 |
|
| R2 |
2,481.0 |
2,481.0 |
2,449.6 |
|
| R1 |
2,461.0 |
2,461.0 |
2,445.3 |
2,471.0 |
| PP |
2,434.0 |
2,434.0 |
2,434.0 |
2,439.0 |
| S1 |
2,414.0 |
2,414.0 |
2,436.7 |
2,424.0 |
| S2 |
2,387.0 |
2,387.0 |
2,432.4 |
|
| S3 |
2,340.0 |
2,367.0 |
2,428.1 |
|
| S4 |
2,293.0 |
2,320.0 |
2,415.2 |
|
|
| 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 |
2,454.0 |
2,393.0 |
61.0 |
2.5% |
29.6 |
1.2% |
79% |
True |
False |
188 |
| 10 |
2,454.0 |
2,247.0 |
207.0 |
8.5% |
43.7 |
1.8% |
94% |
True |
False |
241 |
| 20 |
2,454.0 |
2,115.0 |
339.0 |
13.9% |
53.5 |
2.2% |
96% |
True |
False |
6,862 |
| 40 |
2,454.0 |
2,100.0 |
354.0 |
14.5% |
45.4 |
1.9% |
96% |
True |
False |
6,716 |
| 60 |
2,454.0 |
2,016.0 |
438.0 |
17.9% |
45.2 |
1.9% |
97% |
True |
False |
7,812 |
| 80 |
2,454.0 |
2,016.0 |
438.0 |
17.9% |
46.2 |
1.9% |
97% |
True |
False |
6,018 |
| 100 |
2,478.0 |
2,016.0 |
462.0 |
18.9% |
46.5 |
1.9% |
92% |
False |
False |
4,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.8 |
|
2.618 |
2,577.0 |
|
1.618 |
2,530.0 |
|
1.000 |
2,501.0 |
|
0.618 |
2,483.0 |
|
HIGH |
2,454.0 |
|
0.618 |
2,436.0 |
|
0.500 |
2,430.5 |
|
0.382 |
2,425.0 |
|
LOW |
2,407.0 |
|
0.618 |
2,378.0 |
|
1.000 |
2,360.0 |
|
1.618 |
2,331.0 |
|
2.618 |
2,284.0 |
|
4.250 |
2,207.3 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,437.5 |
2,436.3 |
| PP |
2,434.0 |
2,431.7 |
| S1 |
2,430.5 |
2,427.0 |
|