| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,463.0 |
2,461.0 |
-2.0 |
-0.1% |
2,405.0 |
| High |
2,465.0 |
2,463.0 |
-2.0 |
-0.1% |
2,465.0 |
| Low |
2,438.0 |
2,400.0 |
-38.0 |
-1.6% |
2,393.0 |
| Close |
2,442.0 |
2,418.0 |
-24.0 |
-1.0% |
2,455.0 |
| Range |
27.0 |
63.0 |
36.0 |
133.3% |
72.0 |
| ATR |
44.0 |
45.4 |
1.4 |
3.1% |
0.0 |
| Volume |
2,888 |
5,678 |
2,790 |
96.6% |
13,202 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.0 |
2,580.0 |
2,452.7 |
|
| R3 |
2,553.0 |
2,517.0 |
2,435.3 |
|
| R2 |
2,490.0 |
2,490.0 |
2,429.6 |
|
| R1 |
2,454.0 |
2,454.0 |
2,423.8 |
2,440.5 |
| PP |
2,427.0 |
2,427.0 |
2,427.0 |
2,420.3 |
| S1 |
2,391.0 |
2,391.0 |
2,412.2 |
2,377.5 |
| S2 |
2,364.0 |
2,364.0 |
2,406.5 |
|
| S3 |
2,301.0 |
2,328.0 |
2,400.7 |
|
| S4 |
2,238.0 |
2,265.0 |
2,383.4 |
|
|
| 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 |
3.4% |
34.4 |
1.4% |
22% |
False |
True |
5,678 |
| 10 |
2,482.0 |
2,393.0 |
89.0 |
3.7% |
32.0 |
1.3% |
28% |
False |
False |
2,933 |
| 20 |
2,482.0 |
2,222.0 |
260.0 |
10.8% |
46.3 |
1.9% |
75% |
False |
False |
2,296 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.2% |
44.3 |
1.8% |
83% |
False |
False |
6,797 |
| 60 |
2,482.0 |
2,016.0 |
466.0 |
19.3% |
44.9 |
1.9% |
86% |
False |
False |
8,051 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.3% |
45.4 |
1.9% |
86% |
False |
False |
6,360 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.3% |
45.8 |
1.9% |
86% |
False |
False |
5,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.8 |
|
2.618 |
2,627.9 |
|
1.618 |
2,564.9 |
|
1.000 |
2,526.0 |
|
0.618 |
2,501.9 |
|
HIGH |
2,463.0 |
|
0.618 |
2,438.9 |
|
0.500 |
2,431.5 |
|
0.382 |
2,424.1 |
|
LOW |
2,400.0 |
|
0.618 |
2,361.1 |
|
1.000 |
2,337.0 |
|
1.618 |
2,298.1 |
|
2.618 |
2,235.1 |
|
4.250 |
2,132.3 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.5 |
2,441.0 |
| PP |
2,427.0 |
2,433.3 |
| S1 |
2,422.5 |
2,425.7 |
|