| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,251.20 |
13,274.58 |
23.38 |
0.2% |
13,204.93 |
| High |
13,281.32 |
13,276.15 |
-5.17 |
0.0% |
13,281.32 |
| Low |
13,244.85 |
13,230.06 |
-14.79 |
-0.1% |
13,112.94 |
| Close |
13,275.20 |
13,271.64 |
-3.56 |
0.0% |
13,275.20 |
| Range |
36.47 |
46.09 |
9.62 |
26.4% |
168.38 |
| ATR |
121.84 |
116.43 |
-5.41 |
-4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,397.55 |
13,380.69 |
13,296.99 |
|
| R3 |
13,351.46 |
13,334.60 |
13,284.31 |
|
| R2 |
13,305.37 |
13,305.37 |
13,280.09 |
|
| R1 |
13,288.51 |
13,288.51 |
13,275.86 |
13,273.90 |
| PP |
13,259.28 |
13,259.28 |
13,259.28 |
13,251.98 |
| S1 |
13,242.42 |
13,242.42 |
13,267.42 |
13,227.81 |
| S2 |
13,213.19 |
13,213.19 |
13,263.19 |
|
| S3 |
13,167.10 |
13,196.33 |
13,258.97 |
|
| S4 |
13,121.01 |
13,150.24 |
13,246.29 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,728.29 |
13,670.13 |
13,367.81 |
|
| R3 |
13,559.91 |
13,501.75 |
13,321.50 |
|
| R2 |
13,391.53 |
13,391.53 |
13,306.07 |
|
| R1 |
13,333.37 |
13,333.37 |
13,290.63 |
13,362.45 |
| PP |
13,223.15 |
13,223.15 |
13,223.15 |
13,237.70 |
| S1 |
13,164.99 |
13,164.99 |
13,259.77 |
13,194.07 |
| S2 |
13,054.77 |
13,054.77 |
13,244.33 |
|
| S3 |
12,886.39 |
12,996.61 |
13,228.90 |
|
| S4 |
12,718.01 |
12,828.23 |
13,182.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,281.32 |
13,138.23 |
143.09 |
1.1% |
68.33 |
0.5% |
93% |
False |
False |
|
| 10 |
13,281.32 |
13,094.96 |
186.36 |
1.4% |
80.71 |
0.6% |
95% |
False |
False |
|
| 20 |
13,281.32 |
12,521.84 |
759.48 |
5.7% |
121.14 |
0.9% |
99% |
False |
False |
|
| 40 |
13,281.32 |
12,450.17 |
831.15 |
6.3% |
137.07 |
1.0% |
99% |
False |
False |
|
| 60 |
13,281.32 |
12,035.09 |
1,246.23 |
9.4% |
146.89 |
1.1% |
99% |
False |
False |
|
| 80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
144.01 |
1.1% |
95% |
False |
False |
|
| 100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
143.74 |
1.1% |
95% |
False |
False |
|
| 120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
136.95 |
1.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,472.03 |
|
2.618 |
13,396.81 |
|
1.618 |
13,350.72 |
|
1.000 |
13,322.24 |
|
0.618 |
13,304.63 |
|
HIGH |
13,276.15 |
|
0.618 |
13,258.54 |
|
0.500 |
13,253.11 |
|
0.382 |
13,247.67 |
|
LOW |
13,230.06 |
|
0.618 |
13,201.58 |
|
1.000 |
13,183.97 |
|
1.618 |
13,155.49 |
|
2.618 |
13,109.40 |
|
4.250 |
13,034.18 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,265.46 |
13,252.29 |
| PP |
13,259.28 |
13,232.94 |
| S1 |
13,253.11 |
13,213.59 |
|