| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,130 |
13,137 |
7 |
0.1% |
13,064 |
| High |
13,170 |
13,246 |
76 |
0.6% |
13,185 |
| Low |
13,099 |
13,120 |
21 |
0.2% |
13,034 |
| Close |
13,135 |
13,225 |
90 |
0.7% |
13,172 |
| Range |
71 |
126 |
55 |
77.5% |
151 |
| ATR |
150 |
148 |
-2 |
-1.1% |
0 |
| Volume |
80,307 |
96,188 |
15,881 |
19.8% |
401,262 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,575 |
13,526 |
13,294 |
|
| R3 |
13,449 |
13,400 |
13,260 |
|
| R2 |
13,323 |
13,323 |
13,248 |
|
| R1 |
13,274 |
13,274 |
13,237 |
13,299 |
| PP |
13,197 |
13,197 |
13,197 |
13,209 |
| S1 |
13,148 |
13,148 |
13,214 |
13,173 |
| S2 |
13,071 |
13,071 |
13,202 |
|
| S3 |
12,945 |
13,022 |
13,190 |
|
| S4 |
12,819 |
12,896 |
13,156 |
|
|
| 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 |
13,246 |
13,051 |
195 |
1.5% |
104 |
0.8% |
89% |
True |
False |
88,696 |
| 10 |
13,246 |
12,813 |
433 |
3.3% |
121 |
0.9% |
95% |
True |
False |
86,562 |
| 20 |
13,246 |
12,462 |
784 |
5.9% |
159 |
1.2% |
97% |
True |
False |
109,673 |
| 40 |
13,246 |
12,376 |
870 |
6.6% |
165 |
1.2% |
98% |
True |
False |
111,860 |
| 60 |
13,246 |
11,884 |
1,362 |
10.3% |
172 |
1.3% |
98% |
True |
False |
97,157 |
| 80 |
13,246 |
11,884 |
1,362 |
10.3% |
158 |
1.2% |
98% |
True |
False |
72,900 |
| 100 |
13,246 |
11,884 |
1,362 |
10.3% |
142 |
1.1% |
98% |
True |
False |
58,321 |
| 120 |
13,246 |
11,884 |
1,362 |
10.3% |
131 |
1.0% |
98% |
True |
False |
48,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,782 |
|
2.618 |
13,576 |
|
1.618 |
13,450 |
|
1.000 |
13,372 |
|
0.618 |
13,324 |
|
HIGH |
13,246 |
|
0.618 |
13,198 |
|
0.500 |
13,183 |
|
0.382 |
13,168 |
|
LOW |
13,120 |
|
0.618 |
13,042 |
|
1.000 |
12,994 |
|
1.618 |
12,916 |
|
2.618 |
12,790 |
|
4.250 |
12,585 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,211 |
13,208 |
| PP |
13,197 |
13,190 |
| S1 |
13,183 |
13,173 |
|