| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
9,135 |
9,210 |
75 |
0.8% |
8,920 |
| High |
9,230 |
9,240 |
10 |
0.1% |
9,230 |
| Low |
9,105 |
9,150 |
45 |
0.5% |
8,870 |
| Close |
9,220 |
9,190 |
-30 |
-0.3% |
9,220 |
| Range |
125 |
90 |
-35 |
-28.0% |
360 |
| ATR |
142 |
138 |
-4 |
-2.6% |
0 |
| Volume |
4,904 |
2,514 |
-2,390 |
-48.7% |
16,072 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,463 |
9,417 |
9,240 |
|
| R3 |
9,373 |
9,327 |
9,215 |
|
| R2 |
9,283 |
9,283 |
9,207 |
|
| R1 |
9,237 |
9,237 |
9,198 |
9,215 |
| PP |
9,193 |
9,193 |
9,193 |
9,183 |
| S1 |
9,147 |
9,147 |
9,182 |
9,125 |
| S2 |
9,103 |
9,103 |
9,174 |
|
| S3 |
9,013 |
9,057 |
9,165 |
|
| S4 |
8,923 |
8,967 |
9,141 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,187 |
10,063 |
9,418 |
|
| R3 |
9,827 |
9,703 |
9,319 |
|
| R2 |
9,467 |
9,467 |
9,286 |
|
| R1 |
9,343 |
9,343 |
9,253 |
9,405 |
| PP |
9,107 |
9,107 |
9,107 |
9,138 |
| S1 |
8,983 |
8,983 |
9,187 |
9,045 |
| S2 |
8,747 |
8,747 |
9,154 |
|
| S3 |
8,387 |
8,623 |
9,121 |
|
| S4 |
8,027 |
8,263 |
9,022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,240 |
8,875 |
365 |
4.0% |
122 |
1.3% |
86% |
True |
False |
3,138 |
| 10 |
9,240 |
8,680 |
560 |
6.1% |
135 |
1.5% |
91% |
True |
False |
3,493 |
| 20 |
9,240 |
8,330 |
910 |
9.9% |
145 |
1.6% |
95% |
True |
False |
3,901 |
| 40 |
9,240 |
8,330 |
910 |
9.9% |
146 |
1.6% |
95% |
True |
False |
3,951 |
| 60 |
9,240 |
8,200 |
1,040 |
11.3% |
145 |
1.6% |
95% |
True |
False |
4,245 |
| 80 |
9,635 |
8,200 |
1,435 |
15.6% |
115 |
1.3% |
69% |
False |
False |
3,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,623 |
|
2.618 |
9,476 |
|
1.618 |
9,386 |
|
1.000 |
9,330 |
|
0.618 |
9,296 |
|
HIGH |
9,240 |
|
0.618 |
9,206 |
|
0.500 |
9,195 |
|
0.382 |
9,185 |
|
LOW |
9,150 |
|
0.618 |
9,095 |
|
1.000 |
9,060 |
|
1.618 |
9,005 |
|
2.618 |
8,915 |
|
4.250 |
8,768 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,195 |
9,158 |
| PP |
9,193 |
9,125 |
| S1 |
9,192 |
9,093 |
|