| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
7,047.0 |
7,038.5 |
-8.5 |
-0.1% |
6,940.0 |
| High |
7,087.0 |
7,108.0 |
21.0 |
0.3% |
7,055.0 |
| Low |
7,010.0 |
7,038.5 |
28.5 |
0.4% |
6,882.0 |
| Close |
7,035.0 |
7,093.0 |
58.0 |
0.8% |
7,035.5 |
| Range |
77.0 |
69.5 |
-7.5 |
-9.7% |
173.0 |
| ATR |
118.2 |
115.0 |
-3.2 |
-2.7% |
0.0 |
| Volume |
97,449 |
93,343 |
-4,106 |
-4.2% |
468,074 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,288.3 |
7,260.2 |
7,131.2 |
|
| R3 |
7,218.8 |
7,190.7 |
7,112.1 |
|
| R2 |
7,149.3 |
7,149.3 |
7,105.7 |
|
| R1 |
7,121.2 |
7,121.2 |
7,099.4 |
7,135.3 |
| PP |
7,079.8 |
7,079.8 |
7,079.8 |
7,086.9 |
| S1 |
7,051.7 |
7,051.7 |
7,086.6 |
7,065.8 |
| S2 |
7,010.3 |
7,010.3 |
7,080.3 |
|
| S3 |
6,940.8 |
6,982.2 |
7,073.9 |
|
| S4 |
6,871.3 |
6,912.7 |
7,054.8 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,509.8 |
7,445.7 |
7,130.7 |
|
| R3 |
7,336.8 |
7,272.7 |
7,083.1 |
|
| R2 |
7,163.8 |
7,163.8 |
7,067.2 |
|
| R1 |
7,099.7 |
7,099.7 |
7,051.4 |
7,131.8 |
| PP |
6,990.8 |
6,990.8 |
6,990.8 |
7,006.9 |
| S1 |
6,926.7 |
6,926.7 |
7,019.6 |
6,958.8 |
| S2 |
6,817.8 |
6,817.8 |
7,003.8 |
|
| S3 |
6,644.8 |
6,753.7 |
6,987.9 |
|
| S4 |
6,471.8 |
6,580.7 |
6,940.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,108.0 |
6,907.5 |
200.5 |
2.8% |
71.8 |
1.0% |
93% |
True |
False |
93,020 |
| 10 |
7,108.0 |
6,882.0 |
226.0 |
3.2% |
77.0 |
1.1% |
93% |
True |
False |
99,002 |
| 20 |
7,108.0 |
6,323.0 |
785.0 |
11.1% |
125.0 |
1.8% |
98% |
True |
False |
126,011 |
| 40 |
7,108.0 |
6,098.0 |
1,010.0 |
14.2% |
125.5 |
1.8% |
99% |
True |
False |
129,563 |
| 60 |
7,108.0 |
5,917.5 |
1,190.5 |
16.8% |
127.4 |
1.8% |
99% |
True |
False |
110,202 |
| 80 |
7,108.0 |
5,917.5 |
1,190.5 |
16.8% |
128.6 |
1.8% |
99% |
True |
False |
82,884 |
| 100 |
7,110.0 |
5,917.5 |
1,192.5 |
16.8% |
130.9 |
1.8% |
99% |
False |
False |
66,351 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.3% |
125.2 |
1.8% |
90% |
False |
False |
55,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,403.4 |
|
2.618 |
7,290.0 |
|
1.618 |
7,220.5 |
|
1.000 |
7,177.5 |
|
0.618 |
7,151.0 |
|
HIGH |
7,108.0 |
|
0.618 |
7,081.5 |
|
0.500 |
7,073.3 |
|
0.382 |
7,065.0 |
|
LOW |
7,038.5 |
|
0.618 |
6,995.5 |
|
1.000 |
6,969.0 |
|
1.618 |
6,926.0 |
|
2.618 |
6,856.5 |
|
4.250 |
6,743.1 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,086.4 |
7,079.9 |
| PP |
7,079.8 |
7,066.8 |
| S1 |
7,073.3 |
7,053.8 |
|