| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,959.5 |
6,956.5 |
-3.0 |
0.0% |
6,869.0 |
| High |
6,970.0 |
6,995.5 |
25.5 |
0.4% |
7,000.5 |
| Low |
6,885.0 |
6,942.5 |
57.5 |
0.8% |
6,856.5 |
| Close |
6,914.0 |
6,970.0 |
56.0 |
0.8% |
6,952.0 |
| Range |
85.0 |
53.0 |
-32.0 |
-37.6% |
144.0 |
| ATR |
128.5 |
125.2 |
-3.4 |
-2.6% |
0.0 |
| Volume |
147 |
271 |
124 |
84.4% |
1,621 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,128.3 |
7,102.2 |
6,999.2 |
|
| R3 |
7,075.3 |
7,049.2 |
6,984.6 |
|
| R2 |
7,022.3 |
7,022.3 |
6,979.7 |
|
| R1 |
6,996.2 |
6,996.2 |
6,974.9 |
7,009.3 |
| PP |
6,969.3 |
6,969.3 |
6,969.3 |
6,975.9 |
| S1 |
6,943.2 |
6,943.2 |
6,965.1 |
6,956.3 |
| S2 |
6,916.3 |
6,916.3 |
6,960.3 |
|
| S3 |
6,863.3 |
6,890.2 |
6,955.4 |
|
| S4 |
6,810.3 |
6,837.2 |
6,940.9 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,368.3 |
7,304.2 |
7,031.2 |
|
| R3 |
7,224.3 |
7,160.2 |
6,991.6 |
|
| R2 |
7,080.3 |
7,080.3 |
6,978.4 |
|
| R1 |
7,016.2 |
7,016.2 |
6,965.2 |
7,048.3 |
| PP |
6,936.3 |
6,936.3 |
6,936.3 |
6,952.4 |
| S1 |
6,872.2 |
6,872.2 |
6,938.8 |
6,904.3 |
| S2 |
6,792.3 |
6,792.3 |
6,925.6 |
|
| S3 |
6,648.3 |
6,728.2 |
6,912.4 |
|
| S4 |
6,504.3 |
6,584.2 |
6,872.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,000.5 |
6,885.0 |
115.5 |
1.7% |
74.3 |
1.1% |
74% |
False |
False |
319 |
| 10 |
7,000.5 |
6,554.5 |
446.0 |
6.4% |
118.3 |
1.7% |
93% |
False |
False |
360 |
| 20 |
7,000.5 |
6,320.0 |
680.5 |
9.8% |
135.6 |
1.9% |
96% |
False |
False |
503 |
| 40 |
7,000.5 |
6,112.5 |
888.0 |
12.7% |
119.4 |
1.7% |
97% |
False |
False |
493 |
| 60 |
7,000.5 |
5,924.0 |
1,076.5 |
15.4% |
120.7 |
1.7% |
97% |
False |
False |
1,180 |
| 80 |
7,000.5 |
5,924.0 |
1,076.5 |
15.4% |
116.5 |
1.7% |
97% |
False |
False |
913 |
| 100 |
7,110.0 |
5,924.0 |
1,186.0 |
17.0% |
113.0 |
1.6% |
88% |
False |
False |
738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,220.8 |
|
2.618 |
7,134.3 |
|
1.618 |
7,081.3 |
|
1.000 |
7,048.5 |
|
0.618 |
7,028.3 |
|
HIGH |
6,995.5 |
|
0.618 |
6,975.3 |
|
0.500 |
6,969.0 |
|
0.382 |
6,962.7 |
|
LOW |
6,942.5 |
|
0.618 |
6,909.7 |
|
1.000 |
6,889.5 |
|
1.618 |
6,856.7 |
|
2.618 |
6,803.7 |
|
4.250 |
6,717.3 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,969.7 |
6,960.1 |
| PP |
6,969.3 |
6,950.2 |
| S1 |
6,969.0 |
6,940.3 |
|