| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,426.0 |
2,453.0 |
27.0 |
1.1% |
2,405.0 |
| High |
2,454.0 |
2,465.0 |
11.0 |
0.4% |
2,465.0 |
| Low |
2,407.0 |
2,449.0 |
42.0 |
1.7% |
2,393.0 |
| Close |
2,441.0 |
2,455.0 |
14.0 |
0.6% |
2,455.0 |
| Range |
47.0 |
16.0 |
-31.0 |
-66.0% |
72.0 |
| ATR |
47.5 |
45.8 |
-1.7 |
-3.5% |
0.0 |
| Volume |
250 |
12,537 |
12,287 |
4,914.8% |
13,202 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.3 |
2,495.7 |
2,463.8 |
|
| R3 |
2,488.3 |
2,479.7 |
2,459.4 |
|
| R2 |
2,472.3 |
2,472.3 |
2,457.9 |
|
| R1 |
2,463.7 |
2,463.7 |
2,456.5 |
2,468.0 |
| PP |
2,456.3 |
2,456.3 |
2,456.3 |
2,458.5 |
| S1 |
2,447.7 |
2,447.7 |
2,453.5 |
2,452.0 |
| S2 |
2,440.3 |
2,440.3 |
2,452.1 |
|
| S3 |
2,424.3 |
2,431.7 |
2,450.6 |
|
| S4 |
2,408.3 |
2,415.7 |
2,446.2 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.7 |
2,626.3 |
2,494.6 |
|
| R3 |
2,581.7 |
2,554.3 |
2,474.8 |
|
| R2 |
2,509.7 |
2,509.7 |
2,468.2 |
|
| R1 |
2,482.3 |
2,482.3 |
2,461.6 |
2,496.0 |
| PP |
2,437.7 |
2,437.7 |
2,437.7 |
2,444.5 |
| S1 |
2,410.3 |
2,410.3 |
2,448.4 |
2,424.0 |
| S2 |
2,365.7 |
2,365.7 |
2,441.8 |
|
| S3 |
2,293.7 |
2,338.3 |
2,435.2 |
|
| S4 |
2,221.7 |
2,266.3 |
2,415.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,465.0 |
2,393.0 |
72.0 |
2.9% |
27.2 |
1.1% |
86% |
True |
False |
2,640 |
| 10 |
2,465.0 |
2,350.0 |
115.0 |
4.7% |
33.9 |
1.4% |
91% |
True |
False |
1,442 |
| 20 |
2,465.0 |
2,115.0 |
350.0 |
14.3% |
51.0 |
2.1% |
97% |
True |
False |
7,453 |
| 40 |
2,465.0 |
2,100.0 |
365.0 |
14.9% |
45.0 |
1.8% |
97% |
True |
False |
6,796 |
| 60 |
2,465.0 |
2,016.0 |
449.0 |
18.3% |
44.9 |
1.8% |
98% |
True |
False |
8,003 |
| 80 |
2,465.0 |
2,016.0 |
449.0 |
18.3% |
46.0 |
1.9% |
98% |
True |
False |
6,168 |
| 100 |
2,465.0 |
2,016.0 |
449.0 |
18.3% |
46.1 |
1.9% |
98% |
True |
False |
5,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.0 |
|
2.618 |
2,506.9 |
|
1.618 |
2,490.9 |
|
1.000 |
2,481.0 |
|
0.618 |
2,474.9 |
|
HIGH |
2,465.0 |
|
0.618 |
2,458.9 |
|
0.500 |
2,457.0 |
|
0.382 |
2,455.1 |
|
LOW |
2,449.0 |
|
0.618 |
2,439.1 |
|
1.000 |
2,433.0 |
|
1.618 |
2,423.1 |
|
2.618 |
2,407.1 |
|
4.250 |
2,381.0 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,457.0 |
2,447.5 |
| PP |
2,456.3 |
2,440.0 |
| S1 |
2,455.7 |
2,432.5 |
|