| 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 |
1,641.3 |
1,658.5 |
17.2 |
1.0% |
1,626.2 |
| High |
1,660.0 |
1,679.4 |
19.4 |
1.2% |
1,630.2 |
| Low |
1,639.7 |
1,658.5 |
18.8 |
1.1% |
1,598.0 |
| Close |
1,642.6 |
1,674.9 |
32.3 |
2.0% |
1,621.6 |
| Range |
20.3 |
20.9 |
0.6 |
3.0% |
32.2 |
| ATR |
16.0 |
17.5 |
1.5 |
9.3% |
0.0 |
| Volume |
3,693 |
1,074 |
-2,619 |
-70.9% |
6,245 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,733.6 |
1,725.2 |
1,686.4 |
|
| R3 |
1,712.7 |
1,704.3 |
1,680.6 |
|
| R2 |
1,691.8 |
1,691.8 |
1,678.7 |
|
| R1 |
1,683.4 |
1,683.4 |
1,676.8 |
1,687.6 |
| PP |
1,670.9 |
1,670.9 |
1,670.9 |
1,673.1 |
| S1 |
1,662.5 |
1,662.5 |
1,673.0 |
1,666.7 |
| S2 |
1,650.0 |
1,650.0 |
1,671.1 |
|
| S3 |
1,629.1 |
1,641.6 |
1,669.2 |
|
| S4 |
1,608.2 |
1,620.7 |
1,663.4 |
|
|
| 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 |
1,679.4 |
1,616.6 |
62.8 |
3.7% |
15.9 |
1.0% |
93% |
True |
False |
1,407 |
| 10 |
1,679.4 |
1,598.0 |
81.4 |
4.9% |
16.3 |
1.0% |
94% |
True |
False |
1,305 |
| 20 |
1,679.4 |
1,588.7 |
90.7 |
5.4% |
15.1 |
0.9% |
95% |
True |
False |
1,039 |
| 40 |
1,679.4 |
1,556.3 |
123.1 |
7.3% |
16.6 |
1.0% |
96% |
True |
False |
1,065 |
| 60 |
1,679.4 |
1,551.9 |
127.5 |
7.6% |
17.9 |
1.1% |
96% |
True |
False |
919 |
| 80 |
1,679.4 |
1,538.1 |
141.3 |
8.4% |
17.9 |
1.1% |
97% |
True |
False |
1,028 |
| 100 |
1,689.3 |
1,538.1 |
151.2 |
9.0% |
16.5 |
1.0% |
90% |
False |
False |
978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,768.2 |
|
2.618 |
1,734.1 |
|
1.618 |
1,713.2 |
|
1.000 |
1,700.3 |
|
0.618 |
1,692.3 |
|
HIGH |
1,679.4 |
|
0.618 |
1,671.4 |
|
0.500 |
1,669.0 |
|
0.382 |
1,666.5 |
|
LOW |
1,658.5 |
|
0.618 |
1,645.6 |
|
1.000 |
1,637.6 |
|
1.618 |
1,624.7 |
|
2.618 |
1,603.8 |
|
4.250 |
1,569.7 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,672.9 |
1,667.1 |
| PP |
1,670.9 |
1,659.2 |
| S1 |
1,669.0 |
1,651.4 |
|