| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,962.5 |
6,943.5 |
-19.0 |
-0.3% |
6,869.0 |
| High |
6,997.0 |
6,975.0 |
-22.0 |
-0.3% |
7,004.0 |
| Low |
6,939.0 |
6,907.5 |
-31.5 |
-0.5% |
6,847.0 |
| Close |
6,969.5 |
6,952.0 |
-17.5 |
-0.3% |
6,951.5 |
| Range |
58.0 |
67.5 |
9.5 |
16.4% |
157.0 |
| ATR |
133.4 |
128.7 |
-4.7 |
-3.5% |
0.0 |
| Volume |
87,755 |
89,284 |
1,529 |
1.7% |
559,155 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,147.3 |
7,117.2 |
6,989.1 |
|
| R3 |
7,079.8 |
7,049.7 |
6,970.6 |
|
| R2 |
7,012.3 |
7,012.3 |
6,964.4 |
|
| R1 |
6,982.2 |
6,982.2 |
6,958.2 |
6,997.3 |
| PP |
6,944.8 |
6,944.8 |
6,944.8 |
6,952.4 |
| S1 |
6,914.7 |
6,914.7 |
6,945.8 |
6,929.8 |
| S2 |
6,877.3 |
6,877.3 |
6,939.6 |
|
| S3 |
6,809.8 |
6,847.2 |
6,933.4 |
|
| S4 |
6,742.3 |
6,779.7 |
6,914.9 |
|
|
| 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% |
82.7 |
1.2% |
57% |
False |
False |
101,495 |
| 10 |
7,004.0 |
6,552.0 |
452.0 |
6.5% |
124.2 |
1.8% |
88% |
False |
False |
123,001 |
| 20 |
7,004.0 |
6,314.0 |
690.0 |
9.9% |
139.8 |
2.0% |
92% |
False |
False |
137,051 |
| 40 |
7,004.0 |
6,098.0 |
906.0 |
13.0% |
130.2 |
1.9% |
94% |
False |
False |
133,683 |
| 60 |
7,004.0 |
5,917.5 |
1,086.5 |
15.6% |
130.1 |
1.9% |
95% |
False |
False |
104,126 |
| 80 |
7,004.0 |
5,917.5 |
1,086.5 |
15.6% |
131.3 |
1.9% |
95% |
False |
False |
78,200 |
| 100 |
7,175.0 |
5,917.5 |
1,257.5 |
18.1% |
132.9 |
1.9% |
82% |
False |
False |
62,602 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
124.7 |
1.8% |
80% |
False |
False |
52,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,261.9 |
|
2.618 |
7,151.7 |
|
1.618 |
7,084.2 |
|
1.000 |
7,042.5 |
|
0.618 |
7,016.7 |
|
HIGH |
6,975.0 |
|
0.618 |
6,949.2 |
|
0.500 |
6,941.3 |
|
0.382 |
6,933.3 |
|
LOW |
6,907.5 |
|
0.618 |
6,865.8 |
|
1.000 |
6,840.0 |
|
1.618 |
6,798.3 |
|
2.618 |
6,730.8 |
|
4.250 |
6,620.6 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,948.4 |
6,947.8 |
| PP |
6,944.8 |
6,943.7 |
| S1 |
6,941.3 |
6,939.5 |
|