| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,985.0 |
7,014.0 |
29.0 |
0.4% |
6,959.5 |
| High |
7,018.0 |
7,050.0 |
32.0 |
0.5% |
7,050.0 |
| Low |
6,937.0 |
7,003.0 |
66.0 |
1.0% |
6,885.0 |
| Close |
6,992.5 |
7,035.5 |
43.0 |
0.6% |
7,035.5 |
| Range |
81.0 |
47.0 |
-34.0 |
-42.0% |
165.0 |
| ATR |
118.0 |
113.7 |
-4.3 |
-3.7% |
0.0 |
| Volume |
202 |
370 |
168 |
83.2% |
1,112 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,170.5 |
7,150.0 |
7,061.4 |
|
| R3 |
7,123.5 |
7,103.0 |
7,048.4 |
|
| R2 |
7,076.5 |
7,076.5 |
7,044.1 |
|
| R1 |
7,056.0 |
7,056.0 |
7,039.8 |
7,066.3 |
| PP |
7,029.5 |
7,029.5 |
7,029.5 |
7,034.6 |
| S1 |
7,009.0 |
7,009.0 |
7,031.2 |
7,019.3 |
| S2 |
6,982.5 |
6,982.5 |
7,026.9 |
|
| S3 |
6,935.5 |
6,962.0 |
7,022.6 |
|
| S4 |
6,888.5 |
6,915.0 |
7,009.7 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,485.2 |
7,425.3 |
7,126.3 |
|
| R3 |
7,320.2 |
7,260.3 |
7,080.9 |
|
| R2 |
7,155.2 |
7,155.2 |
7,065.8 |
|
| R1 |
7,095.3 |
7,095.3 |
7,050.6 |
7,125.3 |
| PP |
6,990.2 |
6,990.2 |
6,990.2 |
7,005.1 |
| S1 |
6,930.3 |
6,930.3 |
7,020.4 |
6,960.3 |
| S2 |
6,825.2 |
6,825.2 |
7,005.3 |
|
| S3 |
6,660.2 |
6,765.3 |
6,990.1 |
|
| S4 |
6,495.2 |
6,600.3 |
6,944.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,050.0 |
6,885.0 |
165.0 |
2.3% |
66.1 |
0.9% |
91% |
True |
False |
222 |
| 10 |
7,050.0 |
6,856.5 |
193.5 |
2.8% |
73.4 |
1.0% |
93% |
True |
False |
273 |
| 20 |
7,050.0 |
6,320.0 |
730.0 |
10.4% |
128.1 |
1.8% |
98% |
True |
False |
393 |
| 40 |
7,050.0 |
6,112.5 |
937.5 |
13.3% |
116.5 |
1.7% |
98% |
True |
False |
464 |
| 60 |
7,050.0 |
5,924.0 |
1,126.0 |
16.0% |
119.0 |
1.7% |
99% |
True |
False |
1,184 |
| 80 |
7,050.0 |
5,924.0 |
1,126.0 |
16.0% |
116.2 |
1.7% |
99% |
True |
False |
921 |
| 100 |
7,099.5 |
5,924.0 |
1,175.5 |
16.7% |
113.5 |
1.6% |
95% |
False |
False |
745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,249.8 |
|
2.618 |
7,173.0 |
|
1.618 |
7,126.0 |
|
1.000 |
7,097.0 |
|
0.618 |
7,079.0 |
|
HIGH |
7,050.0 |
|
0.618 |
7,032.0 |
|
0.500 |
7,026.5 |
|
0.382 |
7,021.0 |
|
LOW |
7,003.0 |
|
0.618 |
6,974.0 |
|
1.000 |
6,956.0 |
|
1.618 |
6,927.0 |
|
2.618 |
6,880.0 |
|
4.250 |
6,803.3 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,032.5 |
7,016.8 |
| PP |
7,029.5 |
6,998.2 |
| S1 |
7,026.5 |
6,979.5 |
|