| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
9,075 |
9,150 |
75 |
0.8% |
9,210 |
| High |
9,200 |
9,285 |
85 |
0.9% |
9,285 |
| Low |
9,065 |
9,010 |
-55 |
-0.6% |
9,010 |
| Close |
9,080 |
9,110 |
30 |
0.3% |
9,110 |
| Range |
135 |
275 |
140 |
103.7% |
275 |
| ATR |
136 |
146 |
10 |
7.3% |
0 |
| Volume |
4,877 |
3,432 |
-1,445 |
-29.6% |
17,899 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,960 |
9,810 |
9,261 |
|
| R3 |
9,685 |
9,535 |
9,186 |
|
| R2 |
9,410 |
9,410 |
9,161 |
|
| R1 |
9,260 |
9,260 |
9,135 |
9,198 |
| PP |
9,135 |
9,135 |
9,135 |
9,104 |
| S1 |
8,985 |
8,985 |
9,085 |
8,923 |
| S2 |
8,860 |
8,860 |
9,060 |
|
| S3 |
8,585 |
8,710 |
9,035 |
|
| S4 |
8,310 |
8,435 |
8,959 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,960 |
9,810 |
9,261 |
|
| R3 |
9,685 |
9,535 |
9,186 |
|
| R2 |
9,410 |
9,410 |
9,161 |
|
| R1 |
9,260 |
9,260 |
9,135 |
9,198 |
| PP |
9,135 |
9,135 |
9,135 |
9,104 |
| S1 |
8,985 |
8,985 |
9,085 |
8,923 |
| S2 |
8,860 |
8,860 |
9,060 |
|
| S3 |
8,585 |
8,710 |
9,035 |
|
| S4 |
8,310 |
8,435 |
8,959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,285 |
9,010 |
275 |
3.0% |
149 |
1.6% |
36% |
True |
True |
3,579 |
| 10 |
9,285 |
8,870 |
415 |
4.6% |
134 |
1.5% |
58% |
True |
False |
3,397 |
| 20 |
9,285 |
8,510 |
775 |
8.5% |
143 |
1.6% |
77% |
True |
False |
3,597 |
| 40 |
9,285 |
8,330 |
955 |
10.5% |
148 |
1.6% |
82% |
True |
False |
3,896 |
| 60 |
9,285 |
8,200 |
1,085 |
11.9% |
150 |
1.6% |
84% |
True |
False |
4,498 |
| 80 |
9,365 |
8,200 |
1,165 |
12.8% |
122 |
1.3% |
78% |
False |
False |
3,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,454 |
|
2.618 |
10,005 |
|
1.618 |
9,730 |
|
1.000 |
9,560 |
|
0.618 |
9,455 |
|
HIGH |
9,285 |
|
0.618 |
9,180 |
|
0.500 |
9,148 |
|
0.382 |
9,115 |
|
LOW |
9,010 |
|
0.618 |
8,840 |
|
1.000 |
8,735 |
|
1.618 |
8,565 |
|
2.618 |
8,290 |
|
4.250 |
7,841 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,148 |
9,148 |
| PP |
9,135 |
9,135 |
| S1 |
9,123 |
9,123 |
|