| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,461.0 |
2,413.0 |
-48.0 |
-2.0% |
2,465.0 |
| High |
2,463.0 |
2,426.0 |
-37.0 |
-1.5% |
2,482.0 |
| Low |
2,400.0 |
2,392.0 |
-8.0 |
-0.3% |
2,392.0 |
| Close |
2,418.0 |
2,424.0 |
6.0 |
0.2% |
2,424.0 |
| Range |
63.0 |
34.0 |
-29.0 |
-46.0% |
90.0 |
| ATR |
45.4 |
44.6 |
-0.8 |
-1.8% |
0.0 |
| Volume |
5,678 |
1,134 |
-4,544 |
-80.0% |
16,989 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.0 |
2,504.0 |
2,442.7 |
|
| R3 |
2,482.0 |
2,470.0 |
2,433.4 |
|
| R2 |
2,448.0 |
2,448.0 |
2,430.2 |
|
| R1 |
2,436.0 |
2,436.0 |
2,427.1 |
2,442.0 |
| PP |
2,414.0 |
2,414.0 |
2,414.0 |
2,417.0 |
| S1 |
2,402.0 |
2,402.0 |
2,420.9 |
2,408.0 |
| S2 |
2,380.0 |
2,380.0 |
2,417.8 |
|
| S3 |
2,346.0 |
2,368.0 |
2,414.7 |
|
| S4 |
2,312.0 |
2,334.0 |
2,405.3 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.7 |
2,653.3 |
2,473.5 |
|
| R3 |
2,612.7 |
2,563.3 |
2,448.8 |
|
| R2 |
2,522.7 |
2,522.7 |
2,440.5 |
|
| R1 |
2,473.3 |
2,473.3 |
2,432.3 |
2,453.0 |
| PP |
2,432.7 |
2,432.7 |
2,432.7 |
2,422.5 |
| S1 |
2,383.3 |
2,383.3 |
2,415.8 |
2,363.0 |
| S2 |
2,342.7 |
2,342.7 |
2,407.5 |
|
| S3 |
2,252.7 |
2,293.3 |
2,399.3 |
|
| S4 |
2,162.7 |
2,203.3 |
2,374.5 |
|
|
| 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 |
2,392.0 |
90.0 |
3.7% |
38.0 |
1.6% |
36% |
False |
True |
3,397 |
| 10 |
2,482.0 |
2,392.0 |
90.0 |
3.7% |
32.6 |
1.3% |
36% |
False |
True |
3,019 |
| 20 |
2,482.0 |
2,235.0 |
247.0 |
10.2% |
42.8 |
1.8% |
77% |
False |
False |
2,104 |
| 40 |
2,482.0 |
2,115.0 |
367.0 |
15.1% |
43.4 |
1.8% |
84% |
False |
False |
6,798 |
| 60 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
44.4 |
1.8% |
88% |
False |
False |
8,001 |
| 80 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
45.3 |
1.9% |
88% |
False |
False |
6,369 |
| 100 |
2,482.0 |
2,016.0 |
466.0 |
19.2% |
45.6 |
1.9% |
88% |
False |
False |
5,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.5 |
|
2.618 |
2,515.0 |
|
1.618 |
2,481.0 |
|
1.000 |
2,460.0 |
|
0.618 |
2,447.0 |
|
HIGH |
2,426.0 |
|
0.618 |
2,413.0 |
|
0.500 |
2,409.0 |
|
0.382 |
2,405.0 |
|
LOW |
2,392.0 |
|
0.618 |
2,371.0 |
|
1.000 |
2,358.0 |
|
1.618 |
2,337.0 |
|
2.618 |
2,303.0 |
|
4.250 |
2,247.5 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,419.0 |
2,428.5 |
| PP |
2,414.0 |
2,427.0 |
| S1 |
2,409.0 |
2,425.5 |
|