| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
8,895 |
8,965 |
70 |
0.8% |
8,680 |
| High |
9,005 |
8,965 |
-40 |
-0.4% |
9,005 |
| Low |
8,870 |
8,840 |
-30 |
-0.3% |
8,680 |
| Close |
8,960 |
8,930 |
-30 |
-0.3% |
8,930 |
| Range |
135 |
125 |
-10 |
-7.4% |
325 |
| ATR |
153 |
151 |
-2 |
-1.3% |
0 |
| Volume |
3,652 |
3,220 |
-432 |
-11.8% |
20,141 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,287 |
9,233 |
8,999 |
|
| R3 |
9,162 |
9,108 |
8,965 |
|
| R2 |
9,037 |
9,037 |
8,953 |
|
| R1 |
8,983 |
8,983 |
8,942 |
8,948 |
| PP |
8,912 |
8,912 |
8,912 |
8,894 |
| S1 |
8,858 |
8,858 |
8,919 |
8,823 |
| S2 |
8,787 |
8,787 |
8,907 |
|
| S3 |
8,662 |
8,733 |
8,896 |
|
| S4 |
8,537 |
8,608 |
8,861 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,847 |
9,713 |
9,109 |
|
| R3 |
9,522 |
9,388 |
9,020 |
|
| R2 |
9,197 |
9,197 |
8,990 |
|
| R1 |
9,063 |
9,063 |
8,960 |
9,130 |
| PP |
8,872 |
8,872 |
8,872 |
8,905 |
| S1 |
8,738 |
8,738 |
8,900 |
8,805 |
| S2 |
8,547 |
8,547 |
8,871 |
|
| S3 |
8,222 |
8,413 |
8,841 |
|
| S4 |
7,897 |
8,088 |
8,751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,005 |
8,680 |
325 |
3.6% |
154 |
1.7% |
77% |
False |
False |
4,028 |
| 10 |
9,005 |
8,510 |
495 |
5.5% |
153 |
1.7% |
85% |
False |
False |
3,797 |
| 20 |
9,005 |
8,330 |
675 |
7.6% |
150 |
1.7% |
89% |
False |
False |
4,076 |
| 40 |
9,170 |
8,330 |
840 |
9.4% |
147 |
1.6% |
71% |
False |
False |
4,237 |
| 60 |
9,170 |
8,200 |
970 |
10.9% |
138 |
1.5% |
75% |
False |
False |
3,937 |
| 80 |
9,635 |
8,200 |
1,435 |
16.1% |
107 |
1.2% |
51% |
False |
False |
2,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,496 |
|
2.618 |
9,292 |
|
1.618 |
9,167 |
|
1.000 |
9,090 |
|
0.618 |
9,042 |
|
HIGH |
8,965 |
|
0.618 |
8,917 |
|
0.500 |
8,903 |
|
0.382 |
8,888 |
|
LOW |
8,840 |
|
0.618 |
8,763 |
|
1.000 |
8,715 |
|
1.618 |
8,638 |
|
2.618 |
8,513 |
|
4.250 |
8,309 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,921 |
8,926 |
| PP |
8,912 |
8,922 |
| S1 |
8,903 |
8,918 |
|