| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,458.0 |
2,463.0 |
5.0 |
0.2% |
2,405.0 |
| High |
2,482.0 |
2,465.0 |
-17.0 |
-0.7% |
2,465.0 |
| Low |
2,456.0 |
2,438.0 |
-18.0 |
-0.7% |
2,393.0 |
| Close |
2,479.0 |
2,442.0 |
-37.0 |
-1.5% |
2,455.0 |
| Range |
26.0 |
27.0 |
1.0 |
3.8% |
72.0 |
| ATR |
44.3 |
44.0 |
-0.2 |
-0.5% |
0.0 |
| Volume |
3,053 |
2,888 |
-165 |
-5.4% |
13,202 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.3 |
2,512.7 |
2,456.9 |
|
| R3 |
2,502.3 |
2,485.7 |
2,449.4 |
|
| R2 |
2,475.3 |
2,475.3 |
2,447.0 |
|
| R1 |
2,458.7 |
2,458.7 |
2,444.5 |
2,453.5 |
| PP |
2,448.3 |
2,448.3 |
2,448.3 |
2,445.8 |
| S1 |
2,431.7 |
2,431.7 |
2,439.5 |
2,426.5 |
| S2 |
2,421.3 |
2,421.3 |
2,437.1 |
|
| S3 |
2,394.3 |
2,404.7 |
2,434.6 |
|
| S4 |
2,367.3 |
2,377.7 |
2,427.2 |
|
|
| 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 |
2,482.0 |
2,407.0 |
75.0 |
3.1% |
31.2 |
1.3% |
47% |
False |
False |
4,592 |
| 10 |
2,482.0 |
2,393.0 |
89.0 |
3.6% |
30.0 |
1.2% |
55% |
False |
False |
2,395 |
| 20 |
2,482.0 |
2,130.0 |
352.0 |
14.4% |
48.5 |
2.0% |
89% |
False |
False |
2,663 |
| 40 |
2,482.0 |
2,114.0 |
368.0 |
15.1% |
43.7 |
1.8% |
89% |
False |
False |
6,659 |
| 60 |
2,482.0 |
2,016.0 |
466.0 |
19.1% |
44.5 |
1.8% |
91% |
False |
False |
8,013 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.1% |
45.3 |
1.9% |
91% |
False |
False |
6,291 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.1% |
45.8 |
1.9% |
91% |
False |
False |
5,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,579.8 |
|
2.618 |
2,535.7 |
|
1.618 |
2,508.7 |
|
1.000 |
2,492.0 |
|
0.618 |
2,481.7 |
|
HIGH |
2,465.0 |
|
0.618 |
2,454.7 |
|
0.500 |
2,451.5 |
|
0.382 |
2,448.3 |
|
LOW |
2,438.0 |
|
0.618 |
2,421.3 |
|
1.000 |
2,411.0 |
|
1.618 |
2,394.3 |
|
2.618 |
2,367.3 |
|
4.250 |
2,323.3 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,451.5 |
2,460.0 |
| PP |
2,448.3 |
2,454.0 |
| S1 |
2,445.2 |
2,448.0 |
|