| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,154 |
13,038 |
-116 |
-0.9% |
13,249 |
| High |
13,215 |
13,162 |
-53 |
-0.4% |
13,308 |
| Low |
13,024 |
13,011 |
-13 |
-0.1% |
13,011 |
| Close |
13,039 |
13,156 |
117 |
0.9% |
13,156 |
| Range |
191 |
151 |
-40 |
-20.9% |
297 |
| ATR |
138 |
139 |
1 |
0.7% |
0 |
| Volume |
113,820 |
106,092 |
-7,728 |
-6.8% |
522,444 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,563 |
13,510 |
13,239 |
|
| R3 |
13,412 |
13,359 |
13,198 |
|
| R2 |
13,261 |
13,261 |
13,184 |
|
| R1 |
13,208 |
13,208 |
13,170 |
13,235 |
| PP |
13,110 |
13,110 |
13,110 |
13,123 |
| S1 |
13,057 |
13,057 |
13,142 |
13,084 |
| S2 |
12,959 |
12,959 |
13,128 |
|
| S3 |
12,808 |
12,906 |
13,115 |
|
| S4 |
12,657 |
12,755 |
13,073 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,049 |
13,900 |
13,319 |
|
| R3 |
13,752 |
13,603 |
13,238 |
|
| R2 |
13,455 |
13,455 |
13,211 |
|
| R1 |
13,306 |
13,306 |
13,183 |
13,232 |
| PP |
13,158 |
13,158 |
13,158 |
13,122 |
| S1 |
13,009 |
13,009 |
13,129 |
12,935 |
| S2 |
12,861 |
12,861 |
13,102 |
|
| S3 |
12,564 |
12,712 |
13,074 |
|
| S4 |
12,267 |
12,415 |
12,993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,308 |
13,011 |
297 |
2.3% |
132 |
1.0% |
49% |
False |
True |
104,488 |
| 10 |
13,308 |
13,011 |
297 |
2.3% |
110 |
0.8% |
49% |
False |
True |
94,072 |
| 20 |
13,308 |
12,721 |
587 |
4.5% |
128 |
1.0% |
74% |
False |
False |
96,594 |
| 40 |
13,308 |
12,425 |
883 |
6.7% |
157 |
1.2% |
83% |
False |
False |
106,320 |
| 60 |
13,308 |
11,884 |
1,424 |
10.8% |
169 |
1.3% |
89% |
False |
False |
106,903 |
| 80 |
13,308 |
11,884 |
1,424 |
10.8% |
162 |
1.2% |
89% |
False |
False |
80,220 |
| 100 |
13,308 |
11,884 |
1,424 |
10.8% |
144 |
1.1% |
89% |
False |
False |
64,178 |
| 120 |
13,308 |
11,884 |
1,424 |
10.8% |
133 |
1.0% |
89% |
False |
False |
53,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,804 |
|
2.618 |
13,557 |
|
1.618 |
13,406 |
|
1.000 |
13,313 |
|
0.618 |
13,255 |
|
HIGH |
13,162 |
|
0.618 |
13,104 |
|
0.500 |
13,087 |
|
0.382 |
13,069 |
|
LOW |
13,011 |
|
0.618 |
12,918 |
|
1.000 |
12,860 |
|
1.618 |
12,767 |
|
2.618 |
12,616 |
|
4.250 |
12,369 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,133 |
13,142 |
| PP |
13,110 |
13,127 |
| S1 |
13,087 |
13,113 |
|