| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,441.0 |
2,445.0 |
4.0 |
0.2% |
2,320.0 |
| High |
2,441.0 |
2,455.0 |
14.0 |
0.6% |
2,375.0 |
| Low |
2,413.0 |
2,410.0 |
-3.0 |
-0.1% |
2,243.0 |
| Close |
2,432.0 |
2,433.0 |
1.0 |
0.0% |
2,366.0 |
| Range |
28.0 |
45.0 |
17.0 |
60.7% |
132.0 |
| ATR |
59.0 |
58.0 |
-1.0 |
-1.7% |
0.0 |
| Volume |
885,905 |
858,339 |
-27,566 |
-3.1% |
6,851,091 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.7 |
2,545.3 |
2,457.8 |
|
| R3 |
2,522.7 |
2,500.3 |
2,445.4 |
|
| R2 |
2,477.7 |
2,477.7 |
2,441.3 |
|
| R1 |
2,455.3 |
2,455.3 |
2,437.1 |
2,444.0 |
| PP |
2,432.7 |
2,432.7 |
2,432.7 |
2,427.0 |
| S1 |
2,410.3 |
2,410.3 |
2,428.9 |
2,399.0 |
| S2 |
2,387.7 |
2,387.7 |
2,424.8 |
|
| S3 |
2,342.7 |
2,365.3 |
2,420.6 |
|
| S4 |
2,297.7 |
2,320.3 |
2,408.3 |
|
|
| 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 |
2,455.0 |
2,258.0 |
197.0 |
8.1% |
59.8 |
2.5% |
89% |
True |
False |
1,126,485 |
| 10 |
2,455.0 |
2,230.0 |
225.0 |
9.2% |
63.6 |
2.6% |
90% |
True |
False |
1,246,080 |
| 20 |
2,455.0 |
2,130.0 |
325.0 |
13.4% |
56.4 |
2.3% |
93% |
True |
False |
1,189,140 |
| 40 |
2,455.0 |
2,108.0 |
347.0 |
14.3% |
51.5 |
2.1% |
94% |
True |
False |
1,210,207 |
| 60 |
2,455.0 |
2,026.0 |
429.0 |
17.6% |
50.5 |
2.1% |
95% |
True |
False |
891,033 |
| 80 |
2,455.0 |
2,026.0 |
429.0 |
17.6% |
51.8 |
2.1% |
95% |
True |
False |
669,617 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
21.2% |
51.1 |
2.1% |
79% |
False |
False |
535,913 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.2% |
48.0 |
2.0% |
79% |
False |
False |
447,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.3 |
|
2.618 |
2,572.8 |
|
1.618 |
2,527.8 |
|
1.000 |
2,500.0 |
|
0.618 |
2,482.8 |
|
HIGH |
2,455.0 |
|
0.618 |
2,437.8 |
|
0.500 |
2,432.5 |
|
0.382 |
2,427.2 |
|
LOW |
2,410.0 |
|
0.618 |
2,382.2 |
|
1.000 |
2,365.0 |
|
1.618 |
2,337.2 |
|
2.618 |
2,292.2 |
|
4.250 |
2,218.8 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,432.8 |
2,429.7 |
| PP |
2,432.7 |
2,426.3 |
| S1 |
2,432.5 |
2,423.0 |
|