| 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 |
1,395.00 |
1,395.00 |
0.00 |
0.0% |
1,383.75 |
| High |
1,396.00 |
1,402.25 |
6.25 |
0.4% |
1,396.75 |
| Low |
1,387.25 |
1,390.50 |
3.25 |
0.2% |
1,380.50 |
| Close |
1,395.50 |
1,394.50 |
-1.00 |
-0.1% |
1,395.25 |
| Range |
8.75 |
11.75 |
3.00 |
34.3% |
16.25 |
| ATR |
16.68 |
16.33 |
-0.35 |
-2.1% |
0.00 |
| Volume |
1,391 |
4,679 |
3,288 |
236.4% |
9,829 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.00 |
1,424.50 |
1,401.00 |
|
| R3 |
1,419.25 |
1,412.75 |
1,397.75 |
|
| R2 |
1,407.50 |
1,407.50 |
1,396.75 |
|
| R1 |
1,401.00 |
1,401.00 |
1,395.50 |
1,398.50 |
| PP |
1,395.75 |
1,395.75 |
1,395.75 |
1,394.50 |
| S1 |
1,389.25 |
1,389.25 |
1,393.50 |
1,386.50 |
| S2 |
1,384.00 |
1,384.00 |
1,392.25 |
|
| S3 |
1,372.25 |
1,377.50 |
1,391.25 |
|
| S4 |
1,360.50 |
1,365.75 |
1,388.00 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.50 |
1,433.75 |
1,404.25 |
|
| R3 |
1,423.25 |
1,417.50 |
1,399.75 |
|
| R2 |
1,407.00 |
1,407.00 |
1,398.25 |
|
| R1 |
1,401.25 |
1,401.25 |
1,396.75 |
1,404.00 |
| PP |
1,390.75 |
1,390.75 |
1,390.75 |
1,392.25 |
| S1 |
1,385.00 |
1,385.00 |
1,393.75 |
1,388.00 |
| S2 |
1,374.50 |
1,374.50 |
1,392.25 |
|
| S3 |
1,358.25 |
1,368.75 |
1,390.75 |
|
| S4 |
1,342.00 |
1,352.50 |
1,386.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,402.25 |
1,384.00 |
18.25 |
1.3% |
9.75 |
0.7% |
58% |
True |
False |
2,019 |
| 10 |
1,402.25 |
1,343.00 |
59.25 |
4.2% |
14.75 |
1.1% |
87% |
True |
False |
2,554 |
| 20 |
1,402.25 |
1,314.25 |
88.00 |
6.3% |
17.00 |
1.2% |
91% |
True |
False |
2,168 |
| 40 |
1,402.25 |
1,296.00 |
106.25 |
7.6% |
18.00 |
1.3% |
93% |
True |
False |
1,917 |
| 60 |
1,402.25 |
1,250.00 |
152.25 |
10.9% |
18.25 |
1.3% |
95% |
True |
False |
1,505 |
| 80 |
1,402.25 |
1,250.00 |
152.25 |
10.9% |
17.00 |
1.2% |
95% |
True |
False |
1,219 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.0% |
15.50 |
1.1% |
94% |
False |
False |
995 |
| 120 |
1,404.00 |
1,250.00 |
154.00 |
11.0% |
13.75 |
1.0% |
94% |
False |
False |
839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,452.25 |
|
2.618 |
1,433.00 |
|
1.618 |
1,421.25 |
|
1.000 |
1,414.00 |
|
0.618 |
1,409.50 |
|
HIGH |
1,402.25 |
|
0.618 |
1,397.75 |
|
0.500 |
1,396.50 |
|
0.382 |
1,395.00 |
|
LOW |
1,390.50 |
|
0.618 |
1,383.25 |
|
1.000 |
1,378.75 |
|
1.618 |
1,371.50 |
|
2.618 |
1,359.75 |
|
4.250 |
1,340.50 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,396.50 |
1,394.25 |
| PP |
1,395.75 |
1,394.25 |
| S1 |
1,395.00 |
1,394.00 |
|