| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
9,190 |
9,160 |
-30 |
-0.3% |
8,920 |
| High |
9,250 |
9,185 |
-65 |
-0.7% |
9,230 |
| Low |
9,150 |
9,040 |
-110 |
-1.2% |
8,870 |
| Close |
9,165 |
9,085 |
-80 |
-0.9% |
9,220 |
| Range |
100 |
145 |
45 |
45.0% |
360 |
| ATR |
135 |
136 |
1 |
0.5% |
0 |
| Volume |
3,456 |
3,620 |
164 |
4.7% |
16,072 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,538 |
9,457 |
9,165 |
|
| R3 |
9,393 |
9,312 |
9,125 |
|
| R2 |
9,248 |
9,248 |
9,112 |
|
| R1 |
9,167 |
9,167 |
9,098 |
9,135 |
| PP |
9,103 |
9,103 |
9,103 |
9,088 |
| S1 |
9,022 |
9,022 |
9,072 |
8,990 |
| S2 |
8,958 |
8,958 |
9,059 |
|
| S3 |
8,813 |
8,877 |
9,045 |
|
| S4 |
8,668 |
8,732 |
9,005 |
|
|
| 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 |
9,250 |
8,945 |
305 |
3.4% |
132 |
1.5% |
46% |
False |
False |
3,564 |
| 10 |
9,250 |
8,840 |
410 |
4.5% |
119 |
1.3% |
60% |
False |
False |
3,253 |
| 20 |
9,250 |
8,370 |
880 |
9.7% |
144 |
1.6% |
81% |
False |
False |
3,712 |
| 40 |
9,250 |
8,330 |
920 |
10.1% |
144 |
1.6% |
82% |
False |
False |
3,894 |
| 60 |
9,250 |
8,200 |
1,050 |
11.6% |
146 |
1.6% |
84% |
False |
False |
4,362 |
| 80 |
9,490 |
8,200 |
1,290 |
14.2% |
117 |
1.3% |
69% |
False |
False |
3,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,801 |
|
2.618 |
9,565 |
|
1.618 |
9,420 |
|
1.000 |
9,330 |
|
0.618 |
9,275 |
|
HIGH |
9,185 |
|
0.618 |
9,130 |
|
0.500 |
9,113 |
|
0.382 |
9,096 |
|
LOW |
9,040 |
|
0.618 |
8,951 |
|
1.000 |
8,895 |
|
1.618 |
8,806 |
|
2.618 |
8,661 |
|
4.250 |
8,424 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,113 |
9,145 |
| PP |
9,103 |
9,125 |
| S1 |
9,094 |
9,105 |
|