| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,612.0 |
6,869.0 |
257.0 |
3.9% |
6,756.5 |
| High |
6,890.5 |
6,945.0 |
54.5 |
0.8% |
6,890.5 |
| Low |
6,606.5 |
6,847.0 |
240.5 |
3.6% |
6,552.0 |
| Close |
6,867.5 |
6,921.0 |
53.5 |
0.8% |
6,867.5 |
| Range |
284.0 |
98.0 |
-186.0 |
-65.5% |
338.5 |
| ATR |
163.4 |
158.7 |
-4.7 |
-2.9% |
0.0 |
| Volume |
172,095 |
111,767 |
-60,328 |
-35.1% |
763,342 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,198.3 |
7,157.7 |
6,974.9 |
|
| R3 |
7,100.3 |
7,059.7 |
6,948.0 |
|
| R2 |
7,002.3 |
7,002.3 |
6,939.0 |
|
| R1 |
6,961.7 |
6,961.7 |
6,930.0 |
6,982.0 |
| PP |
6,904.3 |
6,904.3 |
6,904.3 |
6,914.5 |
| S1 |
6,863.7 |
6,863.7 |
6,912.0 |
6,884.0 |
| S2 |
6,806.3 |
6,806.3 |
6,903.0 |
|
| S3 |
6,708.3 |
6,765.7 |
6,894.1 |
|
| S4 |
6,610.3 |
6,667.7 |
6,867.1 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,785.5 |
7,665.0 |
7,053.7 |
|
| R3 |
7,447.0 |
7,326.5 |
6,960.6 |
|
| R2 |
7,108.5 |
7,108.5 |
6,929.6 |
|
| R1 |
6,988.0 |
6,988.0 |
6,898.5 |
7,048.3 |
| PP |
6,770.0 |
6,770.0 |
6,770.0 |
6,800.1 |
| S1 |
6,649.5 |
6,649.5 |
6,836.5 |
6,709.8 |
| S2 |
6,431.5 |
6,431.5 |
6,805.4 |
|
| S3 |
6,093.0 |
6,311.0 |
6,774.4 |
|
| S4 |
5,754.5 |
5,972.5 |
6,681.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,945.0 |
6,552.0 |
393.0 |
5.7% |
166.2 |
2.4% |
94% |
True |
False |
149,025 |
| 10 |
6,945.0 |
6,314.0 |
631.0 |
9.1% |
178.1 |
2.6% |
96% |
True |
False |
156,520 |
| 20 |
6,945.0 |
6,314.0 |
631.0 |
9.1% |
149.0 |
2.2% |
96% |
True |
False |
141,673 |
| 40 |
6,945.0 |
6,081.5 |
863.5 |
12.5% |
139.9 |
2.0% |
97% |
True |
False |
135,571 |
| 60 |
6,945.0 |
5,917.5 |
1,027.5 |
14.8% |
134.9 |
1.9% |
98% |
True |
False |
92,031 |
| 80 |
6,945.0 |
5,917.5 |
1,027.5 |
14.8% |
138.2 |
2.0% |
98% |
True |
False |
69,089 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
18.8% |
133.2 |
1.9% |
77% |
False |
False |
55,568 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.8% |
125.4 |
1.8% |
77% |
False |
False |
46,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,361.5 |
|
2.618 |
7,201.6 |
|
1.618 |
7,103.6 |
|
1.000 |
7,043.0 |
|
0.618 |
7,005.6 |
|
HIGH |
6,945.0 |
|
0.618 |
6,907.6 |
|
0.500 |
6,896.0 |
|
0.382 |
6,884.4 |
|
LOW |
6,847.0 |
|
0.618 |
6,786.4 |
|
1.000 |
6,749.0 |
|
1.618 |
6,688.4 |
|
2.618 |
6,590.4 |
|
4.250 |
6,430.5 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,912.7 |
6,863.5 |
| PP |
6,904.3 |
6,806.0 |
| S1 |
6,896.0 |
6,748.5 |
|