| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,441.0 |
2,466.0 |
25.0 |
1.0% |
2,421.0 |
| High |
2,466.0 |
2,477.0 |
11.0 |
0.4% |
2,477.0 |
| Low |
2,419.0 |
2,459.0 |
40.0 |
1.7% |
2,401.0 |
| Close |
2,453.0 |
2,467.0 |
14.0 |
0.6% |
2,467.0 |
| Range |
47.0 |
18.0 |
-29.0 |
-61.7% |
76.0 |
| ATR |
50.5 |
48.6 |
-1.9 |
-3.7% |
0.0 |
| Volume |
852,830 |
928,662 |
75,832 |
8.9% |
3,759,276 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.7 |
2,512.3 |
2,476.9 |
|
| R3 |
2,503.7 |
2,494.3 |
2,472.0 |
|
| R2 |
2,485.7 |
2,485.7 |
2,470.3 |
|
| R1 |
2,476.3 |
2,476.3 |
2,468.7 |
2,481.0 |
| PP |
2,467.7 |
2,467.7 |
2,467.7 |
2,470.0 |
| S1 |
2,458.3 |
2,458.3 |
2,465.4 |
2,463.0 |
| S2 |
2,449.7 |
2,449.7 |
2,463.7 |
|
| S3 |
2,431.7 |
2,440.3 |
2,462.1 |
|
| S4 |
2,413.7 |
2,422.3 |
2,457.1 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.3 |
2,647.7 |
2,508.8 |
|
| R3 |
2,600.3 |
2,571.7 |
2,487.9 |
|
| R2 |
2,524.3 |
2,524.3 |
2,480.9 |
|
| R1 |
2,495.7 |
2,495.7 |
2,474.0 |
2,510.0 |
| PP |
2,448.3 |
2,448.3 |
2,448.3 |
2,455.5 |
| S1 |
2,419.7 |
2,419.7 |
2,460.0 |
2,434.0 |
| S2 |
2,372.3 |
2,372.3 |
2,453.1 |
|
| S3 |
2,296.3 |
2,343.7 |
2,446.1 |
|
| S4 |
2,220.3 |
2,267.7 |
2,425.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.0 |
2,401.0 |
76.0 |
3.1% |
30.8 |
1.2% |
87% |
True |
False |
751,855 |
| 10 |
2,477.0 |
2,360.0 |
117.0 |
4.7% |
36.4 |
1.5% |
91% |
True |
False |
859,966 |
| 20 |
2,477.0 |
2,130.0 |
347.0 |
14.1% |
54.0 |
2.2% |
97% |
True |
False |
1,119,517 |
| 40 |
2,477.0 |
2,113.0 |
364.0 |
14.8% |
48.3 |
2.0% |
97% |
True |
False |
1,108,235 |
| 60 |
2,477.0 |
2,026.0 |
451.0 |
18.3% |
48.7 |
2.0% |
98% |
True |
False |
965,240 |
| 80 |
2,477.0 |
2,026.0 |
451.0 |
18.3% |
50.1 |
2.0% |
98% |
True |
False |
725,416 |
| 100 |
2,493.0 |
2,026.0 |
467.0 |
18.9% |
50.5 |
2.0% |
94% |
False |
False |
580,634 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
20.9% |
48.2 |
2.0% |
86% |
False |
False |
484,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.5 |
|
2.618 |
2,524.1 |
|
1.618 |
2,506.1 |
|
1.000 |
2,495.0 |
|
0.618 |
2,488.1 |
|
HIGH |
2,477.0 |
|
0.618 |
2,470.1 |
|
0.500 |
2,468.0 |
|
0.382 |
2,465.9 |
|
LOW |
2,459.0 |
|
0.618 |
2,447.9 |
|
1.000 |
2,441.0 |
|
1.618 |
2,429.9 |
|
2.618 |
2,411.9 |
|
4.250 |
2,382.5 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,468.0 |
2,459.5 |
| PP |
2,467.7 |
2,452.0 |
| S1 |
2,467.3 |
2,444.5 |
|