| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
7,039.5 |
7,048.0 |
8.5 |
0.1% |
6,959.5 |
| High |
7,087.0 |
7,105.0 |
18.0 |
0.3% |
7,050.0 |
| Low |
7,012.0 |
7,043.0 |
31.0 |
0.4% |
6,885.0 |
| Close |
7,035.0 |
7,093.0 |
58.0 |
0.8% |
7,035.5 |
| Range |
75.0 |
62.0 |
-13.0 |
-17.3% |
165.0 |
| ATR |
110.9 |
108.0 |
-2.9 |
-2.6% |
0.0 |
| Volume |
371 |
401 |
30 |
8.1% |
1,112 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,266.3 |
7,241.7 |
7,127.1 |
|
| R3 |
7,204.3 |
7,179.7 |
7,110.1 |
|
| R2 |
7,142.3 |
7,142.3 |
7,104.4 |
|
| R1 |
7,117.7 |
7,117.7 |
7,098.7 |
7,130.0 |
| PP |
7,080.3 |
7,080.3 |
7,080.3 |
7,086.5 |
| S1 |
7,055.7 |
7,055.7 |
7,087.3 |
7,068.0 |
| S2 |
7,018.3 |
7,018.3 |
7,081.6 |
|
| S3 |
6,956.3 |
6,993.7 |
7,076.0 |
|
| S4 |
6,894.3 |
6,931.7 |
7,058.9 |
|
|
| 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 |
7,105.0 |
6,909.0 |
196.0 |
2.8% |
65.9 |
0.9% |
94% |
True |
False |
293 |
| 10 |
7,105.0 |
6,885.0 |
220.0 |
3.1% |
70.1 |
1.0% |
95% |
True |
False |
306 |
| 20 |
7,105.0 |
6,337.5 |
767.5 |
10.8% |
117.5 |
1.7% |
98% |
True |
False |
384 |
| 40 |
7,105.0 |
6,112.5 |
992.5 |
14.0% |
115.0 |
1.6% |
99% |
True |
False |
465 |
| 60 |
7,105.0 |
5,924.0 |
1,181.0 |
16.7% |
117.9 |
1.7% |
99% |
True |
False |
1,190 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
16.7% |
115.2 |
1.6% |
99% |
True |
False |
930 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
16.7% |
112.5 |
1.6% |
99% |
True |
False |
752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,368.5 |
|
2.618 |
7,267.3 |
|
1.618 |
7,205.3 |
|
1.000 |
7,167.0 |
|
0.618 |
7,143.3 |
|
HIGH |
7,105.0 |
|
0.618 |
7,081.3 |
|
0.500 |
7,074.0 |
|
0.382 |
7,066.7 |
|
LOW |
7,043.0 |
|
0.618 |
7,004.7 |
|
1.000 |
6,981.0 |
|
1.618 |
6,942.7 |
|
2.618 |
6,880.7 |
|
4.250 |
6,779.5 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,086.7 |
7,080.0 |
| PP |
7,080.3 |
7,067.0 |
| S1 |
7,074.0 |
7,054.0 |
|