| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,624.4 |
1,641.3 |
16.9 |
1.0% |
1,626.2 |
| High |
1,645.1 |
1,660.0 |
14.9 |
0.9% |
1,630.2 |
| Low |
1,623.4 |
1,639.7 |
16.3 |
1.0% |
1,598.0 |
| Close |
1,645.0 |
1,642.6 |
-2.4 |
-0.1% |
1,621.6 |
| Range |
21.7 |
20.3 |
-1.4 |
-6.5% |
32.2 |
| ATR |
15.7 |
16.0 |
0.3 |
2.1% |
0.0 |
| Volume |
273 |
3,693 |
3,420 |
1,252.7% |
6,245 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,708.3 |
1,695.8 |
1,653.8 |
|
| R3 |
1,688.0 |
1,675.5 |
1,648.2 |
|
| R2 |
1,667.7 |
1,667.7 |
1,646.3 |
|
| R1 |
1,655.2 |
1,655.2 |
1,644.5 |
1,661.5 |
| PP |
1,647.4 |
1,647.4 |
1,647.4 |
1,650.6 |
| S1 |
1,634.9 |
1,634.9 |
1,640.7 |
1,641.2 |
| S2 |
1,627.1 |
1,627.1 |
1,638.9 |
|
| S3 |
1,606.8 |
1,614.6 |
1,637.0 |
|
| S4 |
1,586.5 |
1,594.3 |
1,631.4 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,713.2 |
1,699.6 |
1,639.3 |
|
| R3 |
1,681.0 |
1,667.4 |
1,630.5 |
|
| R2 |
1,648.8 |
1,648.8 |
1,627.5 |
|
| R1 |
1,635.2 |
1,635.2 |
1,624.6 |
1,625.9 |
| PP |
1,616.6 |
1,616.6 |
1,616.6 |
1,612.0 |
| S1 |
1,603.0 |
1,603.0 |
1,618.6 |
1,593.7 |
| S2 |
1,584.4 |
1,584.4 |
1,615.7 |
|
| S3 |
1,552.2 |
1,570.8 |
1,612.7 |
|
| S4 |
1,520.0 |
1,538.6 |
1,603.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,660.0 |
1,607.7 |
52.3 |
3.2% |
14.7 |
0.9% |
67% |
True |
False |
1,489 |
| 10 |
1,660.0 |
1,598.0 |
62.0 |
3.8% |
15.0 |
0.9% |
72% |
True |
False |
1,327 |
| 20 |
1,660.0 |
1,588.7 |
71.3 |
4.3% |
15.0 |
0.9% |
76% |
True |
False |
1,140 |
| 40 |
1,660.0 |
1,556.3 |
103.7 |
6.3% |
16.4 |
1.0% |
83% |
True |
False |
1,058 |
| 60 |
1,660.0 |
1,540.0 |
120.0 |
7.3% |
18.1 |
1.1% |
86% |
True |
False |
948 |
| 80 |
1,677.2 |
1,538.1 |
139.1 |
8.5% |
17.7 |
1.1% |
75% |
False |
False |
1,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,746.3 |
|
2.618 |
1,713.1 |
|
1.618 |
1,692.8 |
|
1.000 |
1,680.3 |
|
0.618 |
1,672.5 |
|
HIGH |
1,660.0 |
|
0.618 |
1,652.2 |
|
0.500 |
1,649.9 |
|
0.382 |
1,647.5 |
|
LOW |
1,639.7 |
|
0.618 |
1,627.2 |
|
1.000 |
1,619.4 |
|
1.618 |
1,606.9 |
|
2.618 |
1,586.6 |
|
4.250 |
1,553.4 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,649.9 |
1,641.3 |
| PP |
1,647.4 |
1,639.9 |
| S1 |
1,645.0 |
1,638.6 |
|