| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,395.00 |
1,393.50 |
-1.50 |
-0.1% |
1,383.75 |
| High |
1,402.25 |
1,398.50 |
-3.75 |
-0.3% |
1,396.75 |
| Low |
1,390.50 |
1,390.00 |
-0.50 |
0.0% |
1,380.50 |
| Close |
1,394.50 |
1,396.50 |
2.00 |
0.1% |
1,395.25 |
| Range |
11.75 |
8.50 |
-3.25 |
-27.7% |
16.25 |
| ATR |
16.33 |
15.77 |
-0.56 |
-3.4% |
0.00 |
| Volume |
4,679 |
3,705 |
-974 |
-20.8% |
9,829 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.50 |
1,417.00 |
1,401.25 |
|
| R3 |
1,412.00 |
1,408.50 |
1,398.75 |
|
| R2 |
1,403.50 |
1,403.50 |
1,398.00 |
|
| R1 |
1,400.00 |
1,400.00 |
1,397.25 |
1,401.75 |
| PP |
1,395.00 |
1,395.00 |
1,395.00 |
1,396.00 |
| S1 |
1,391.50 |
1,391.50 |
1,395.75 |
1,393.25 |
| S2 |
1,386.50 |
1,386.50 |
1,395.00 |
|
| S3 |
1,378.00 |
1,383.00 |
1,394.25 |
|
| S4 |
1,369.50 |
1,374.50 |
1,391.75 |
|
|
| 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 |
1,385.75 |
16.50 |
1.2% |
9.50 |
0.7% |
65% |
False |
False |
2,285 |
| 10 |
1,402.25 |
1,343.00 |
59.25 |
4.2% |
14.25 |
1.0% |
90% |
False |
False |
2,761 |
| 20 |
1,402.25 |
1,314.25 |
88.00 |
6.3% |
16.50 |
1.2% |
93% |
False |
False |
2,253 |
| 40 |
1,402.25 |
1,296.00 |
106.25 |
7.6% |
17.75 |
1.3% |
95% |
False |
False |
1,975 |
| 60 |
1,402.25 |
1,250.00 |
152.25 |
10.9% |
18.00 |
1.3% |
96% |
False |
False |
1,549 |
| 80 |
1,402.25 |
1,250.00 |
152.25 |
10.9% |
17.00 |
1.2% |
96% |
False |
False |
1,265 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.0% |
15.50 |
1.1% |
95% |
False |
False |
1,031 |
| 120 |
1,404.00 |
1,250.00 |
154.00 |
11.0% |
13.75 |
1.0% |
95% |
False |
False |
870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,434.50 |
|
2.618 |
1,420.75 |
|
1.618 |
1,412.25 |
|
1.000 |
1,407.00 |
|
0.618 |
1,403.75 |
|
HIGH |
1,398.50 |
|
0.618 |
1,395.25 |
|
0.500 |
1,394.25 |
|
0.382 |
1,393.25 |
|
LOW |
1,390.00 |
|
0.618 |
1,384.75 |
|
1.000 |
1,381.50 |
|
1.618 |
1,376.25 |
|
2.618 |
1,367.75 |
|
4.250 |
1,354.00 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,395.75 |
1,396.00 |
| PP |
1,395.00 |
1,395.25 |
| S1 |
1,394.25 |
1,394.75 |
|