| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,473.0 |
2,469.0 |
-4.0 |
-0.2% |
2,421.0 |
| High |
2,494.0 |
2,479.0 |
-15.0 |
-0.6% |
2,477.0 |
| Low |
2,468.0 |
2,449.0 |
-19.0 |
-0.8% |
2,401.0 |
| Close |
2,491.0 |
2,454.0 |
-37.0 |
-1.5% |
2,467.0 |
| Range |
26.0 |
30.0 |
4.0 |
15.4% |
76.0 |
| ATR |
46.9 |
46.5 |
-0.3 |
-0.7% |
0.0 |
| Volume |
735,695 |
851,274 |
115,579 |
15.7% |
3,759,276 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.7 |
2,532.3 |
2,470.5 |
|
| R3 |
2,520.7 |
2,502.3 |
2,462.3 |
|
| R2 |
2,490.7 |
2,490.7 |
2,459.5 |
|
| R1 |
2,472.3 |
2,472.3 |
2,456.8 |
2,466.5 |
| PP |
2,460.7 |
2,460.7 |
2,460.7 |
2,457.8 |
| S1 |
2,442.3 |
2,442.3 |
2,451.3 |
2,436.5 |
| S2 |
2,430.7 |
2,430.7 |
2,448.5 |
|
| S3 |
2,400.7 |
2,412.3 |
2,445.8 |
|
| S4 |
2,370.7 |
2,382.3 |
2,437.5 |
|
|
| 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 |
2,494.0 |
2,419.0 |
75.0 |
3.1% |
33.0 |
1.3% |
47% |
False |
False |
851,301 |
| 10 |
2,494.0 |
2,401.0 |
93.0 |
3.8% |
32.7 |
1.3% |
57% |
False |
False |
780,932 |
| 20 |
2,494.0 |
2,141.0 |
353.0 |
14.4% |
51.4 |
2.1% |
89% |
False |
False |
1,058,848 |
| 40 |
2,494.0 |
2,123.0 |
371.0 |
15.1% |
47.7 |
1.9% |
89% |
False |
False |
1,093,031 |
| 60 |
2,494.0 |
2,026.0 |
468.0 |
19.1% |
48.3 |
2.0% |
91% |
False |
False |
1,005,484 |
| 80 |
2,494.0 |
2,026.0 |
468.0 |
19.1% |
49.4 |
2.0% |
91% |
False |
False |
756,321 |
| 100 |
2,494.0 |
2,026.0 |
468.0 |
19.1% |
49.9 |
2.0% |
91% |
False |
False |
605,368 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.0% |
48.1 |
2.0% |
83% |
False |
False |
505,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,606.5 |
|
2.618 |
2,557.5 |
|
1.618 |
2,527.5 |
|
1.000 |
2,509.0 |
|
0.618 |
2,497.5 |
|
HIGH |
2,479.0 |
|
0.618 |
2,467.5 |
|
0.500 |
2,464.0 |
|
0.382 |
2,460.5 |
|
LOW |
2,449.0 |
|
0.618 |
2,430.5 |
|
1.000 |
2,419.0 |
|
1.618 |
2,400.5 |
|
2.618 |
2,370.5 |
|
4.250 |
2,321.5 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,464.0 |
2,471.5 |
| PP |
2,460.7 |
2,465.7 |
| S1 |
2,457.3 |
2,459.8 |
|