| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,366.0 |
2,396.0 |
30.0 |
1.3% |
2,320.0 |
| High |
2,408.0 |
2,452.0 |
44.0 |
1.8% |
2,375.0 |
| Low |
2,360.0 |
2,391.0 |
31.0 |
1.3% |
2,243.0 |
| Close |
2,397.0 |
2,437.0 |
40.0 |
1.7% |
2,366.0 |
| Range |
48.0 |
61.0 |
13.0 |
27.1% |
132.0 |
| ATR |
61.4 |
61.4 |
0.0 |
0.0% |
0.0 |
| Volume |
1,029,690 |
1,349,764 |
320,074 |
31.1% |
6,851,091 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,609.7 |
2,584.3 |
2,470.6 |
|
| R3 |
2,548.7 |
2,523.3 |
2,453.8 |
|
| R2 |
2,487.7 |
2,487.7 |
2,448.2 |
|
| R1 |
2,462.3 |
2,462.3 |
2,442.6 |
2,475.0 |
| PP |
2,426.7 |
2,426.7 |
2,426.7 |
2,433.0 |
| S1 |
2,401.3 |
2,401.3 |
2,431.4 |
2,414.0 |
| S2 |
2,365.7 |
2,365.7 |
2,425.8 |
|
| S3 |
2,304.7 |
2,340.3 |
2,420.2 |
|
| S4 |
2,243.7 |
2,279.3 |
2,403.5 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.0 |
2,677.0 |
2,438.6 |
|
| R3 |
2,592.0 |
2,545.0 |
2,402.3 |
|
| R2 |
2,460.0 |
2,460.0 |
2,390.2 |
|
| R1 |
2,413.0 |
2,413.0 |
2,378.1 |
2,436.5 |
| PP |
2,328.0 |
2,328.0 |
2,328.0 |
2,339.8 |
| S1 |
2,281.0 |
2,281.0 |
2,353.9 |
2,304.5 |
| S2 |
2,196.0 |
2,196.0 |
2,341.8 |
|
| S3 |
2,064.0 |
2,149.0 |
2,329.7 |
|
| S4 |
1,932.0 |
2,017.0 |
2,293.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,452.0 |
2,243.0 |
209.0 |
8.6% |
75.2 |
3.1% |
93% |
True |
False |
1,349,143 |
| 10 |
2,452.0 |
2,136.0 |
316.0 |
13.0% |
71.5 |
2.9% |
95% |
True |
False |
1,354,438 |
| 20 |
2,452.0 |
2,130.0 |
322.0 |
13.2% |
56.0 |
2.3% |
95% |
True |
False |
1,192,236 |
| 40 |
2,452.0 |
2,107.0 |
345.0 |
14.2% |
51.6 |
2.1% |
96% |
True |
False |
1,237,919 |
| 60 |
2,452.0 |
2,026.0 |
426.0 |
17.5% |
51.2 |
2.1% |
96% |
True |
False |
862,013 |
| 80 |
2,452.0 |
2,026.0 |
426.0 |
17.5% |
52.3 |
2.1% |
96% |
True |
False |
647,819 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
21.1% |
50.8 |
2.1% |
80% |
False |
False |
518,761 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.1% |
47.5 |
2.0% |
80% |
False |
False |
432,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,711.3 |
|
2.618 |
2,611.7 |
|
1.618 |
2,550.7 |
|
1.000 |
2,513.0 |
|
0.618 |
2,489.7 |
|
HIGH |
2,452.0 |
|
0.618 |
2,428.7 |
|
0.500 |
2,421.5 |
|
0.382 |
2,414.3 |
|
LOW |
2,391.0 |
|
0.618 |
2,353.3 |
|
1.000 |
2,330.0 |
|
1.618 |
2,292.3 |
|
2.618 |
2,231.3 |
|
4.250 |
2,131.8 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.8 |
2,409.7 |
| PP |
2,426.7 |
2,382.3 |
| S1 |
2,421.5 |
2,355.0 |
|