| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,421.0 |
2,430.0 |
9.0 |
0.4% |
2,366.0 |
| High |
2,439.0 |
2,441.0 |
2.0 |
0.1% |
2,455.0 |
| Low |
2,401.0 |
2,417.0 |
16.0 |
0.7% |
2,360.0 |
| Close |
2,415.0 |
2,429.0 |
14.0 |
0.6% |
2,423.0 |
| Range |
38.0 |
24.0 |
-14.0 |
-36.8% |
95.0 |
| ATR |
54.6 |
52.6 |
-2.0 |
-3.7% |
0.0 |
| Volume |
694,784 |
698,933 |
4,149 |
0.6% |
4,840,390 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.0 |
2,489.0 |
2,442.2 |
|
| R3 |
2,477.0 |
2,465.0 |
2,435.6 |
|
| R2 |
2,453.0 |
2,453.0 |
2,433.4 |
|
| R1 |
2,441.0 |
2,441.0 |
2,431.2 |
2,435.0 |
| PP |
2,429.0 |
2,429.0 |
2,429.0 |
2,426.0 |
| S1 |
2,417.0 |
2,417.0 |
2,426.8 |
2,411.0 |
| S2 |
2,405.0 |
2,405.0 |
2,424.6 |
|
| S3 |
2,381.0 |
2,393.0 |
2,422.4 |
|
| S4 |
2,357.0 |
2,369.0 |
2,415.8 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.7 |
2,655.3 |
2,475.3 |
|
| R3 |
2,602.7 |
2,560.3 |
2,449.1 |
|
| R2 |
2,507.7 |
2,507.7 |
2,440.4 |
|
| R1 |
2,465.3 |
2,465.3 |
2,431.7 |
2,486.5 |
| PP |
2,412.7 |
2,412.7 |
2,412.7 |
2,423.3 |
| S1 |
2,370.3 |
2,370.3 |
2,414.3 |
2,391.5 |
| S2 |
2,317.7 |
2,317.7 |
2,405.6 |
|
| S3 |
2,222.7 |
2,275.3 |
2,396.9 |
|
| S4 |
2,127.7 |
2,180.3 |
2,370.8 |
|
|
| 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 |
2,401.0 |
54.0 |
2.2% |
32.6 |
1.3% |
52% |
False |
False |
770,930 |
| 10 |
2,455.0 |
2,243.0 |
212.0 |
8.7% |
53.9 |
2.2% |
88% |
False |
False |
1,060,037 |
| 20 |
2,455.0 |
2,130.0 |
325.0 |
13.4% |
56.2 |
2.3% |
92% |
False |
False |
1,174,785 |
| 40 |
2,455.0 |
2,113.0 |
342.0 |
14.1% |
50.0 |
2.1% |
92% |
False |
False |
1,144,663 |
| 60 |
2,455.0 |
2,026.0 |
429.0 |
17.7% |
49.4 |
2.0% |
94% |
False |
False |
926,069 |
| 80 |
2,455.0 |
2,026.0 |
429.0 |
17.7% |
50.8 |
2.1% |
94% |
False |
False |
695,989 |
| 100 |
2,493.0 |
2,026.0 |
467.0 |
19.2% |
51.0 |
2.1% |
86% |
False |
False |
556,983 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.2% |
48.1 |
2.0% |
78% |
False |
False |
465,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,543.0 |
|
2.618 |
2,503.8 |
|
1.618 |
2,479.8 |
|
1.000 |
2,465.0 |
|
0.618 |
2,455.8 |
|
HIGH |
2,441.0 |
|
0.618 |
2,431.8 |
|
0.500 |
2,429.0 |
|
0.382 |
2,426.2 |
|
LOW |
2,417.0 |
|
0.618 |
2,402.2 |
|
1.000 |
2,393.0 |
|
1.618 |
2,378.2 |
|
2.618 |
2,354.2 |
|
4.250 |
2,315.0 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.0 |
2,426.3 |
| PP |
2,429.0 |
2,423.7 |
| S1 |
2,429.0 |
2,421.0 |
|