| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,453.0 |
2,465.0 |
12.0 |
0.5% |
2,405.0 |
| High |
2,465.0 |
2,480.0 |
15.0 |
0.6% |
2,465.0 |
| Low |
2,449.0 |
2,440.0 |
-9.0 |
-0.4% |
2,393.0 |
| Close |
2,455.0 |
2,453.0 |
-2.0 |
-0.1% |
2,455.0 |
| Range |
16.0 |
40.0 |
24.0 |
150.0% |
72.0 |
| ATR |
45.8 |
45.4 |
-0.4 |
-0.9% |
0.0 |
| Volume |
12,537 |
4,236 |
-8,301 |
-66.2% |
13,202 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.7 |
2,555.3 |
2,475.0 |
|
| R3 |
2,537.7 |
2,515.3 |
2,464.0 |
|
| R2 |
2,497.7 |
2,497.7 |
2,460.3 |
|
| R1 |
2,475.3 |
2,475.3 |
2,456.7 |
2,466.5 |
| PP |
2,457.7 |
2,457.7 |
2,457.7 |
2,453.3 |
| S1 |
2,435.3 |
2,435.3 |
2,449.3 |
2,426.5 |
| S2 |
2,417.7 |
2,417.7 |
2,445.7 |
|
| S3 |
2,377.7 |
2,395.3 |
2,442.0 |
|
| S4 |
2,337.7 |
2,355.3 |
2,431.0 |
|
|
| 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 |
2,480.0 |
2,400.0 |
80.0 |
3.3% |
28.8 |
1.2% |
66% |
True |
False |
3,466 |
| 10 |
2,480.0 |
2,379.0 |
101.0 |
4.1% |
33.4 |
1.4% |
73% |
True |
False |
1,844 |
| 20 |
2,480.0 |
2,115.0 |
365.0 |
14.9% |
50.4 |
2.1% |
93% |
True |
False |
7,649 |
| 40 |
2,480.0 |
2,100.0 |
380.0 |
15.5% |
44.0 |
1.8% |
93% |
True |
False |
6,897 |
| 60 |
2,480.0 |
2,016.0 |
464.0 |
18.9% |
44.9 |
1.8% |
94% |
True |
False |
8,061 |
| 80 |
2,480.0 |
2,016.0 |
464.0 |
18.9% |
45.7 |
1.9% |
94% |
True |
False |
6,220 |
| 100 |
2,480.0 |
2,016.0 |
464.0 |
18.9% |
46.0 |
1.9% |
94% |
True |
False |
5,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.0 |
|
2.618 |
2,584.7 |
|
1.618 |
2,544.7 |
|
1.000 |
2,520.0 |
|
0.618 |
2,504.7 |
|
HIGH |
2,480.0 |
|
0.618 |
2,464.7 |
|
0.500 |
2,460.0 |
|
0.382 |
2,455.3 |
|
LOW |
2,440.0 |
|
0.618 |
2,415.3 |
|
1.000 |
2,400.0 |
|
1.618 |
2,375.3 |
|
2.618 |
2,335.3 |
|
4.250 |
2,270.0 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.0 |
2,449.8 |
| PP |
2,457.7 |
2,446.7 |
| S1 |
2,455.3 |
2,443.5 |
|