| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,465.0 |
2,458.0 |
-7.0 |
-0.3% |
2,405.0 |
| High |
2,480.0 |
2,482.0 |
2.0 |
0.1% |
2,465.0 |
| Low |
2,440.0 |
2,456.0 |
16.0 |
0.7% |
2,393.0 |
| Close |
2,453.0 |
2,479.0 |
26.0 |
1.1% |
2,455.0 |
| Range |
40.0 |
26.0 |
-14.0 |
-35.0% |
72.0 |
| ATR |
45.4 |
44.3 |
-1.2 |
-2.6% |
0.0 |
| Volume |
4,236 |
3,053 |
-1,183 |
-27.9% |
13,202 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.3 |
2,540.7 |
2,493.3 |
|
| R3 |
2,524.3 |
2,514.7 |
2,486.2 |
|
| R2 |
2,498.3 |
2,498.3 |
2,483.8 |
|
| R1 |
2,488.7 |
2,488.7 |
2,481.4 |
2,493.5 |
| PP |
2,472.3 |
2,472.3 |
2,472.3 |
2,474.8 |
| S1 |
2,462.7 |
2,462.7 |
2,476.6 |
2,467.5 |
| S2 |
2,446.3 |
2,446.3 |
2,474.2 |
|
| S3 |
2,420.3 |
2,436.7 |
2,471.9 |
|
| S4 |
2,394.3 |
2,410.7 |
2,464.7 |
|
|
| 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 |
2,482.0 |
2,400.0 |
82.0 |
3.3% |
30.8 |
1.2% |
96% |
True |
False |
4,064 |
| 10 |
2,482.0 |
2,393.0 |
89.0 |
3.6% |
30.1 |
1.2% |
97% |
True |
False |
2,120 |
| 20 |
2,482.0 |
2,125.0 |
357.0 |
14.4% |
49.0 |
2.0% |
99% |
True |
False |
7,726 |
| 40 |
2,482.0 |
2,111.0 |
371.0 |
15.0% |
44.0 |
1.8% |
99% |
True |
False |
6,970 |
| 60 |
2,482.0 |
2,016.0 |
466.0 |
18.8% |
44.9 |
1.8% |
99% |
True |
False |
8,045 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
18.8% |
45.7 |
1.8% |
99% |
True |
False |
6,258 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
18.8% |
45.8 |
1.8% |
99% |
True |
False |
5,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.5 |
|
2.618 |
2,550.1 |
|
1.618 |
2,524.1 |
|
1.000 |
2,508.0 |
|
0.618 |
2,498.1 |
|
HIGH |
2,482.0 |
|
0.618 |
2,472.1 |
|
0.500 |
2,469.0 |
|
0.382 |
2,465.9 |
|
LOW |
2,456.0 |
|
0.618 |
2,439.9 |
|
1.000 |
2,430.0 |
|
1.618 |
2,413.9 |
|
2.618 |
2,387.9 |
|
4.250 |
2,345.5 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.7 |
2,473.0 |
| PP |
2,472.3 |
2,467.0 |
| S1 |
2,469.0 |
2,461.0 |
|