| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,228 |
13,249 |
21 |
0.2% |
13,160 |
| High |
13,256 |
13,268 |
12 |
0.1% |
13,256 |
| Low |
13,213 |
13,204 |
-9 |
-0.1% |
13,073 |
| Close |
13,247 |
13,229 |
-18 |
-0.1% |
13,247 |
| Range |
43 |
64 |
21 |
48.8% |
183 |
| ATR |
141 |
135 |
-5 |
-3.9% |
0 |
| Volume |
63,238 |
68,977 |
5,739 |
9.1% |
418,283 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,426 |
13,391 |
13,264 |
|
| R3 |
13,362 |
13,327 |
13,247 |
|
| R2 |
13,298 |
13,298 |
13,241 |
|
| R1 |
13,263 |
13,263 |
13,235 |
13,249 |
| PP |
13,234 |
13,234 |
13,234 |
13,226 |
| S1 |
13,199 |
13,199 |
13,223 |
13,185 |
| S2 |
13,170 |
13,170 |
13,217 |
|
| S3 |
13,106 |
13,135 |
13,212 |
|
| S4 |
13,042 |
13,071 |
13,194 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,741 |
13,677 |
13,348 |
|
| R3 |
13,558 |
13,494 |
13,297 |
|
| R2 |
13,375 |
13,375 |
13,281 |
|
| R1 |
13,311 |
13,311 |
13,264 |
13,343 |
| PP |
13,192 |
13,192 |
13,192 |
13,208 |
| S1 |
13,128 |
13,128 |
13,230 |
13,160 |
| S2 |
13,009 |
13,009 |
13,214 |
|
| S3 |
12,826 |
12,945 |
13,197 |
|
| S4 |
12,643 |
12,762 |
13,146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,268 |
13,099 |
169 |
1.3% |
78 |
0.6% |
77% |
True |
False |
79,588 |
| 10 |
13,268 |
13,046 |
222 |
1.7% |
95 |
0.7% |
82% |
True |
False |
81,610 |
| 20 |
13,268 |
12,462 |
806 |
6.1% |
146 |
1.1% |
95% |
True |
False |
103,075 |
| 40 |
13,268 |
12,376 |
892 |
6.7% |
157 |
1.2% |
96% |
True |
False |
107,897 |
| 60 |
13,268 |
11,884 |
1,384 |
10.5% |
169 |
1.3% |
97% |
True |
False |
99,357 |
| 80 |
13,268 |
11,884 |
1,384 |
10.5% |
158 |
1.2% |
97% |
True |
False |
74,552 |
| 100 |
13,268 |
11,884 |
1,384 |
10.5% |
141 |
1.1% |
97% |
True |
False |
59,643 |
| 120 |
13,268 |
11,884 |
1,384 |
10.5% |
131 |
1.0% |
97% |
True |
False |
49,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,540 |
|
2.618 |
13,436 |
|
1.618 |
13,372 |
|
1.000 |
13,332 |
|
0.618 |
13,308 |
|
HIGH |
13,268 |
|
0.618 |
13,244 |
|
0.500 |
13,236 |
|
0.382 |
13,229 |
|
LOW |
13,204 |
|
0.618 |
13,165 |
|
1.000 |
13,140 |
|
1.618 |
13,101 |
|
2.618 |
13,037 |
|
4.250 |
12,932 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,236 |
13,217 |
| PP |
13,234 |
13,206 |
| S1 |
13,231 |
13,194 |
|