| 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 |
13,123 |
13,134 |
11 |
0.1% |
13,064 |
| High |
13,185 |
13,175 |
-10 |
-0.1% |
13,185 |
| Low |
13,082 |
13,051 |
-31 |
-0.2% |
13,034 |
| Close |
13,138 |
13,172 |
34 |
0.3% |
13,172 |
| Range |
103 |
124 |
21 |
20.4% |
151 |
| ATR |
168 |
165 |
-3 |
-1.9% |
0 |
| Volume |
82,555 |
88,439 |
5,884 |
7.1% |
401,262 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,505 |
13,462 |
13,240 |
|
| R3 |
13,381 |
13,338 |
13,206 |
|
| R2 |
13,257 |
13,257 |
13,195 |
|
| R1 |
13,214 |
13,214 |
13,183 |
13,236 |
| PP |
13,133 |
13,133 |
13,133 |
13,143 |
| S1 |
13,090 |
13,090 |
13,161 |
13,112 |
| S2 |
13,009 |
13,009 |
13,149 |
|
| S3 |
12,885 |
12,966 |
13,138 |
|
| S4 |
12,761 |
12,842 |
13,104 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,583 |
13,529 |
13,255 |
|
| R3 |
13,432 |
13,378 |
13,214 |
|
| R2 |
13,281 |
13,281 |
13,200 |
|
| R1 |
13,227 |
13,227 |
13,186 |
13,254 |
| PP |
13,130 |
13,130 |
13,130 |
13,144 |
| S1 |
13,076 |
13,076 |
13,158 |
13,103 |
| S2 |
12,979 |
12,979 |
13,144 |
|
| S3 |
12,828 |
12,925 |
13,131 |
|
| S4 |
12,677 |
12,774 |
13,089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,185 |
13,034 |
151 |
1.1% |
110 |
0.8% |
91% |
False |
False |
80,252 |
| 10 |
13,185 |
12,721 |
464 |
3.5% |
147 |
1.1% |
97% |
False |
False |
99,116 |
| 20 |
13,185 |
12,462 |
723 |
5.5% |
168 |
1.3% |
98% |
False |
False |
113,897 |
| 40 |
13,185 |
12,376 |
809 |
6.1% |
171 |
1.3% |
98% |
False |
False |
115,845 |
| 60 |
13,185 |
11,884 |
1,301 |
9.9% |
176 |
1.3% |
99% |
False |
False |
91,262 |
| 80 |
13,213 |
11,884 |
1,329 |
10.1% |
156 |
1.2% |
97% |
False |
False |
68,462 |
| 100 |
13,213 |
11,884 |
1,329 |
10.1% |
143 |
1.1% |
97% |
False |
False |
54,771 |
| 120 |
13,213 |
11,884 |
1,329 |
10.1% |
129 |
1.0% |
97% |
False |
False |
45,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,702 |
|
2.618 |
13,500 |
|
1.618 |
13,376 |
|
1.000 |
13,299 |
|
0.618 |
13,252 |
|
HIGH |
13,175 |
|
0.618 |
13,128 |
|
0.500 |
13,113 |
|
0.382 |
13,098 |
|
LOW |
13,051 |
|
0.618 |
12,974 |
|
1.000 |
12,927 |
|
1.618 |
12,850 |
|
2.618 |
12,726 |
|
4.250 |
12,524 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,152 |
13,153 |
| PP |
13,133 |
13,134 |
| S1 |
13,113 |
13,116 |
|