| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,687.75 |
2,707.75 |
20.00 |
0.7% |
2,640.00 |
| High |
2,723.00 |
2,717.00 |
-6.00 |
-0.2% |
2,681.25 |
| Low |
2,686.25 |
2,700.75 |
14.50 |
0.5% |
2,600.50 |
| Close |
2,710.00 |
2,706.75 |
-3.25 |
-0.1% |
2,671.00 |
| Range |
36.75 |
16.25 |
-20.50 |
-55.8% |
80.75 |
| ATR |
44.97 |
42.92 |
-2.05 |
-4.6% |
0.00 |
| Volume |
187,004 |
176,853 |
-10,151 |
-5.4% |
1,228,757 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.00 |
2,748.00 |
2,715.75 |
|
| R3 |
2,740.75 |
2,731.75 |
2,711.25 |
|
| R2 |
2,724.50 |
2,724.50 |
2,709.75 |
|
| R1 |
2,715.50 |
2,715.50 |
2,708.25 |
2,712.00 |
| PP |
2,708.25 |
2,708.25 |
2,708.25 |
2,706.25 |
| S1 |
2,699.25 |
2,699.25 |
2,705.25 |
2,695.50 |
| S2 |
2,692.00 |
2,692.00 |
2,703.75 |
|
| S3 |
2,675.75 |
2,683.00 |
2,702.25 |
|
| S4 |
2,659.50 |
2,666.75 |
2,697.75 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.25 |
2,862.75 |
2,715.50 |
|
| R3 |
2,812.50 |
2,782.00 |
2,693.25 |
|
| R2 |
2,731.75 |
2,731.75 |
2,685.75 |
|
| R1 |
2,701.25 |
2,701.25 |
2,678.50 |
2,716.50 |
| PP |
2,651.00 |
2,651.00 |
2,651.00 |
2,658.50 |
| S1 |
2,620.50 |
2,620.50 |
2,663.50 |
2,635.75 |
| S2 |
2,570.25 |
2,570.25 |
2,656.25 |
|
| S3 |
2,489.50 |
2,539.75 |
2,648.75 |
|
| S4 |
2,408.75 |
2,459.00 |
2,626.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,723.00 |
2,600.50 |
122.50 |
4.5% |
39.25 |
1.5% |
87% |
False |
False |
210,599 |
| 10 |
2,723.00 |
2,530.00 |
193.00 |
7.1% |
42.25 |
1.6% |
92% |
False |
False |
232,846 |
| 20 |
2,723.00 |
2,516.50 |
206.50 |
7.6% |
44.00 |
1.6% |
92% |
False |
False |
237,294 |
| 40 |
2,723.00 |
2,503.50 |
219.50 |
8.1% |
43.75 |
1.6% |
93% |
False |
False |
225,048 |
| 60 |
2,723.00 |
2,418.25 |
304.75 |
11.3% |
45.25 |
1.7% |
95% |
False |
False |
166,712 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
12.0% |
43.50 |
1.6% |
89% |
False |
False |
125,053 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.7% |
40.00 |
1.5% |
78% |
False |
False |
100,055 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.7% |
34.50 |
1.3% |
78% |
False |
False |
83,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.00 |
|
2.618 |
2,759.50 |
|
1.618 |
2,743.25 |
|
1.000 |
2,733.25 |
|
0.618 |
2,727.00 |
|
HIGH |
2,717.00 |
|
0.618 |
2,710.75 |
|
0.500 |
2,709.00 |
|
0.382 |
2,707.00 |
|
LOW |
2,700.75 |
|
0.618 |
2,690.75 |
|
1.000 |
2,684.50 |
|
1.618 |
2,674.50 |
|
2.618 |
2,658.25 |
|
4.250 |
2,631.75 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,709.00 |
2,703.50 |
| PP |
2,708.25 |
2,700.50 |
| S1 |
2,707.50 |
2,697.50 |
|