| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,925.5 |
6,940.0 |
14.5 |
0.2% |
6,869.0 |
| High |
6,968.5 |
6,979.0 |
10.5 |
0.2% |
7,004.0 |
| Low |
6,891.0 |
6,882.0 |
-9.0 |
-0.1% |
6,847.0 |
| Close |
6,951.5 |
6,914.0 |
-37.5 |
-0.5% |
6,951.5 |
| Range |
77.5 |
97.0 |
19.5 |
25.2% |
157.0 |
| ATR |
140.4 |
137.3 |
-3.1 |
-2.2% |
0.0 |
| Volume |
98,576 |
106,007 |
7,431 |
7.5% |
559,155 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,216.0 |
7,162.0 |
6,967.4 |
|
| R3 |
7,119.0 |
7,065.0 |
6,940.7 |
|
| R2 |
7,022.0 |
7,022.0 |
6,931.8 |
|
| R1 |
6,968.0 |
6,968.0 |
6,922.9 |
6,946.5 |
| PP |
6,925.0 |
6,925.0 |
6,925.0 |
6,914.3 |
| S1 |
6,871.0 |
6,871.0 |
6,905.1 |
6,849.5 |
| S2 |
6,828.0 |
6,828.0 |
6,896.2 |
|
| S3 |
6,731.0 |
6,774.0 |
6,887.3 |
|
| S4 |
6,634.0 |
6,677.0 |
6,860.7 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,405.2 |
7,335.3 |
7,037.9 |
|
| R3 |
7,248.2 |
7,178.3 |
6,994.7 |
|
| R2 |
7,091.2 |
7,091.2 |
6,980.3 |
|
| R1 |
7,021.3 |
7,021.3 |
6,965.9 |
7,056.3 |
| PP |
6,934.2 |
6,934.2 |
6,934.2 |
6,951.6 |
| S1 |
6,864.3 |
6,864.3 |
6,937.1 |
6,899.3 |
| S2 |
6,777.2 |
6,777.2 |
6,922.7 |
|
| S3 |
6,620.2 |
6,707.3 |
6,908.3 |
|
| S4 |
6,463.2 |
6,550.3 |
6,865.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,004.0 |
6,882.0 |
122.0 |
1.8% |
89.2 |
1.3% |
26% |
False |
True |
110,679 |
| 10 |
7,004.0 |
6,552.0 |
452.0 |
6.5% |
127.7 |
1.8% |
80% |
False |
False |
129,852 |
| 20 |
7,004.0 |
6,314.0 |
690.0 |
10.0% |
143.8 |
2.1% |
87% |
False |
False |
139,889 |
| 40 |
7,004.0 |
6,098.0 |
906.0 |
13.1% |
133.6 |
1.9% |
90% |
False |
False |
137,479 |
| 60 |
7,004.0 |
5,917.5 |
1,086.5 |
15.7% |
131.6 |
1.9% |
92% |
False |
False |
101,221 |
| 80 |
7,004.0 |
5,917.5 |
1,086.5 |
15.7% |
133.7 |
1.9% |
92% |
False |
False |
75,995 |
| 100 |
7,175.0 |
5,917.5 |
1,257.5 |
18.2% |
133.9 |
1.9% |
79% |
False |
False |
60,835 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.8% |
125.2 |
1.8% |
77% |
False |
False |
51,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,391.3 |
|
2.618 |
7,232.9 |
|
1.618 |
7,135.9 |
|
1.000 |
7,076.0 |
|
0.618 |
7,038.9 |
|
HIGH |
6,979.0 |
|
0.618 |
6,941.9 |
|
0.500 |
6,930.5 |
|
0.382 |
6,919.1 |
|
LOW |
6,882.0 |
|
0.618 |
6,822.1 |
|
1.000 |
6,785.0 |
|
1.618 |
6,725.1 |
|
2.618 |
6,628.1 |
|
4.250 |
6,469.8 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,930.5 |
6,943.0 |
| PP |
6,925.0 |
6,933.3 |
| S1 |
6,919.5 |
6,923.7 |
|