| 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 |
7,045.5 |
7,068.0 |
22.5 |
0.3% |
6,959.5 |
| High |
7,059.0 |
7,083.5 |
24.5 |
0.3% |
7,050.0 |
| Low |
7,007.0 |
6,930.0 |
-77.0 |
-1.1% |
6,885.0 |
| Close |
7,023.5 |
6,963.5 |
-60.0 |
-0.9% |
7,035.5 |
| Range |
52.0 |
153.5 |
101.5 |
195.2% |
165.0 |
| ATR |
106.4 |
109.8 |
3.4 |
3.2% |
0.0 |
| Volume |
170 |
331 |
161 |
94.7% |
1,112 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,452.8 |
7,361.7 |
7,047.9 |
|
| R3 |
7,299.3 |
7,208.2 |
7,005.7 |
|
| R2 |
7,145.8 |
7,145.8 |
6,991.6 |
|
| R1 |
7,054.7 |
7,054.7 |
6,977.6 |
7,023.5 |
| PP |
6,992.3 |
6,992.3 |
6,992.3 |
6,976.8 |
| S1 |
6,901.2 |
6,901.2 |
6,949.4 |
6,870.0 |
| S2 |
6,838.8 |
6,838.8 |
6,935.4 |
|
| S3 |
6,685.3 |
6,747.7 |
6,921.3 |
|
| S4 |
6,531.8 |
6,594.2 |
6,879.1 |
|
|
| 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 |
6,930.0 |
175.0 |
2.5% |
77.9 |
1.1% |
19% |
False |
True |
328 |
| 10 |
7,105.0 |
6,885.0 |
220.0 |
3.2% |
76.4 |
1.1% |
36% |
False |
False |
272 |
| 20 |
7,105.0 |
6,520.0 |
585.0 |
8.4% |
109.0 |
1.6% |
76% |
False |
False |
335 |
| 40 |
7,105.0 |
6,281.0 |
824.0 |
11.8% |
114.0 |
1.6% |
83% |
False |
False |
456 |
| 60 |
7,105.0 |
5,924.0 |
1,181.0 |
17.0% |
117.4 |
1.7% |
88% |
False |
False |
1,188 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
17.0% |
116.3 |
1.7% |
88% |
False |
False |
935 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
17.0% |
113.0 |
1.6% |
88% |
False |
False |
756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,735.9 |
|
2.618 |
7,485.4 |
|
1.618 |
7,331.9 |
|
1.000 |
7,237.0 |
|
0.618 |
7,178.4 |
|
HIGH |
7,083.5 |
|
0.618 |
7,024.9 |
|
0.500 |
7,006.8 |
|
0.382 |
6,988.6 |
|
LOW |
6,930.0 |
|
0.618 |
6,835.1 |
|
1.000 |
6,776.5 |
|
1.618 |
6,681.6 |
|
2.618 |
6,528.1 |
|
4.250 |
6,277.6 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,006.8 |
7,017.5 |
| PP |
6,992.3 |
6,999.5 |
| S1 |
6,977.9 |
6,981.5 |
|