| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,117 |
13,123 |
6 |
0.0% |
13,018 |
| High |
13,156 |
13,185 |
29 |
0.2% |
13,080 |
| Low |
13,046 |
13,082 |
36 |
0.3% |
12,721 |
| Close |
13,120 |
13,138 |
18 |
0.1% |
13,055 |
| Range |
110 |
103 |
-7 |
-6.4% |
359 |
| ATR |
173 |
168 |
-5 |
-2.9% |
0 |
| Volume |
82,212 |
82,555 |
343 |
0.4% |
589,905 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,444 |
13,394 |
13,195 |
|
| R3 |
13,341 |
13,291 |
13,166 |
|
| R2 |
13,238 |
13,238 |
13,157 |
|
| R1 |
13,188 |
13,188 |
13,148 |
13,213 |
| PP |
13,135 |
13,135 |
13,135 |
13,148 |
| S1 |
13,085 |
13,085 |
13,129 |
13,110 |
| S2 |
13,032 |
13,032 |
13,119 |
|
| S3 |
12,929 |
12,982 |
13,110 |
|
| S4 |
12,826 |
12,879 |
13,081 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,029 |
13,901 |
13,253 |
|
| R3 |
13,670 |
13,542 |
13,154 |
|
| R2 |
13,311 |
13,311 |
13,121 |
|
| R1 |
13,183 |
13,183 |
13,088 |
13,247 |
| PP |
12,952 |
12,952 |
12,952 |
12,984 |
| S1 |
12,824 |
12,824 |
13,022 |
12,888 |
| S2 |
12,593 |
12,593 |
12,989 |
|
| S3 |
12,234 |
12,465 |
12,956 |
|
| S4 |
11,875 |
12,106 |
12,858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,185 |
12,813 |
372 |
2.8% |
138 |
1.1% |
87% |
True |
False |
84,428 |
| 10 |
13,185 |
12,721 |
464 |
3.5% |
159 |
1.2% |
90% |
True |
False |
105,409 |
| 20 |
13,185 |
12,462 |
723 |
5.5% |
173 |
1.3% |
93% |
True |
False |
115,319 |
| 40 |
13,185 |
12,376 |
809 |
6.2% |
173 |
1.3% |
94% |
True |
False |
117,957 |
| 60 |
13,185 |
11,884 |
1,301 |
9.9% |
176 |
1.3% |
96% |
True |
False |
89,793 |
| 80 |
13,213 |
11,884 |
1,329 |
10.1% |
155 |
1.2% |
94% |
False |
False |
67,357 |
| 100 |
13,213 |
11,884 |
1,329 |
10.1% |
142 |
1.1% |
94% |
False |
False |
53,887 |
| 120 |
13,213 |
11,884 |
1,329 |
10.1% |
128 |
1.0% |
94% |
False |
False |
44,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,623 |
|
2.618 |
13,455 |
|
1.618 |
13,352 |
|
1.000 |
13,288 |
|
0.618 |
13,249 |
|
HIGH |
13,185 |
|
0.618 |
13,146 |
|
0.500 |
13,134 |
|
0.382 |
13,121 |
|
LOW |
13,082 |
|
0.618 |
13,018 |
|
1.000 |
12,979 |
|
1.618 |
12,915 |
|
2.618 |
12,812 |
|
4.250 |
12,644 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,137 |
13,131 |
| PP |
13,135 |
13,123 |
| S1 |
13,134 |
13,116 |
|