| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,134 |
13,160 |
26 |
0.2% |
13,064 |
| High |
13,175 |
13,183 |
8 |
0.1% |
13,185 |
| Low |
13,051 |
13,073 |
22 |
0.2% |
13,034 |
| Close |
13,172 |
13,137 |
-35 |
-0.3% |
13,172 |
| Range |
124 |
110 |
-14 |
-11.3% |
151 |
| ATR |
165 |
161 |
-4 |
-2.4% |
0 |
| Volume |
88,439 |
89,320 |
881 |
1.0% |
401,262 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,461 |
13,409 |
13,198 |
|
| R3 |
13,351 |
13,299 |
13,167 |
|
| R2 |
13,241 |
13,241 |
13,157 |
|
| R1 |
13,189 |
13,189 |
13,147 |
13,160 |
| PP |
13,131 |
13,131 |
13,131 |
13,117 |
| S1 |
13,079 |
13,079 |
13,127 |
13,050 |
| S2 |
13,021 |
13,021 |
13,117 |
|
| S3 |
12,911 |
12,969 |
13,107 |
|
| S4 |
12,801 |
12,859 |
13,077 |
|
|
| 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 |
13,046 |
139 |
1.1% |
112 |
0.9% |
65% |
False |
False |
83,632 |
| 10 |
13,185 |
12,721 |
464 |
3.5% |
149 |
1.1% |
90% |
False |
False |
97,580 |
| 20 |
13,185 |
12,462 |
723 |
5.5% |
168 |
1.3% |
93% |
False |
False |
113,862 |
| 40 |
13,185 |
12,376 |
809 |
6.2% |
170 |
1.3% |
94% |
False |
False |
115,514 |
| 60 |
13,185 |
11,884 |
1,301 |
9.9% |
175 |
1.3% |
96% |
False |
False |
92,748 |
| 80 |
13,213 |
11,884 |
1,329 |
10.1% |
156 |
1.2% |
94% |
False |
False |
69,579 |
| 100 |
13,213 |
11,884 |
1,329 |
10.1% |
143 |
1.1% |
94% |
False |
False |
55,664 |
| 120 |
13,213 |
11,884 |
1,329 |
10.1% |
129 |
1.0% |
94% |
False |
False |
46,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,651 |
|
2.618 |
13,471 |
|
1.618 |
13,361 |
|
1.000 |
13,293 |
|
0.618 |
13,251 |
|
HIGH |
13,183 |
|
0.618 |
13,141 |
|
0.500 |
13,128 |
|
0.382 |
13,115 |
|
LOW |
13,073 |
|
0.618 |
13,005 |
|
1.000 |
12,963 |
|
1.618 |
12,895 |
|
2.618 |
12,785 |
|
4.250 |
12,606 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,134 |
13,131 |
| PP |
13,131 |
13,124 |
| S1 |
13,128 |
13,118 |
|