| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,589.1 |
1,604.0 |
14.9 |
0.9% |
1,626.5 |
| High |
1,607.5 |
1,616.2 |
8.7 |
0.5% |
1,629.3 |
| Low |
1,586.8 |
1,603.4 |
16.6 |
1.0% |
1,584.2 |
| Close |
1,607.1 |
1,614.1 |
7.0 |
0.4% |
1,607.1 |
| Range |
20.7 |
12.8 |
-7.9 |
-38.2% |
45.1 |
| ATR |
23.1 |
22.3 |
-0.7 |
-3.2% |
0.0 |
| Volume |
7,608 |
3,294 |
-4,314 |
-56.7% |
36,566 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,649.6 |
1,644.7 |
1,621.1 |
|
| R3 |
1,636.8 |
1,631.9 |
1,617.6 |
|
| R2 |
1,624.0 |
1,624.0 |
1,616.4 |
|
| R1 |
1,619.1 |
1,619.1 |
1,615.3 |
1,621.6 |
| PP |
1,611.2 |
1,611.2 |
1,611.2 |
1,612.5 |
| S1 |
1,606.3 |
1,606.3 |
1,612.9 |
1,608.8 |
| S2 |
1,598.4 |
1,598.4 |
1,611.8 |
|
| S3 |
1,585.6 |
1,593.5 |
1,610.6 |
|
| S4 |
1,572.8 |
1,580.7 |
1,607.1 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,742.2 |
1,719.7 |
1,631.9 |
|
| R3 |
1,697.1 |
1,674.6 |
1,619.5 |
|
| R2 |
1,652.0 |
1,652.0 |
1,615.4 |
|
| R1 |
1,629.5 |
1,629.5 |
1,611.2 |
1,618.2 |
| PP |
1,606.9 |
1,606.9 |
1,606.9 |
1,601.2 |
| S1 |
1,584.4 |
1,584.4 |
1,603.0 |
1,573.1 |
| S2 |
1,561.8 |
1,561.8 |
1,598.8 |
|
| S3 |
1,516.7 |
1,539.3 |
1,594.7 |
|
| S4 |
1,471.6 |
1,494.2 |
1,582.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,629.3 |
1,584.2 |
45.1 |
2.8% |
21.8 |
1.4% |
66% |
False |
False |
6,949 |
| 10 |
1,630.6 |
1,570.4 |
60.2 |
3.7% |
20.6 |
1.3% |
73% |
False |
False |
7,761 |
| 20 |
1,630.6 |
1,557.0 |
73.6 |
4.6% |
21.1 |
1.3% |
78% |
False |
False |
5,738 |
| 40 |
1,636.3 |
1,550.0 |
86.3 |
5.3% |
22.4 |
1.4% |
74% |
False |
False |
3,756 |
| 60 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
24.7 |
1.5% |
73% |
False |
False |
3,191 |
| 80 |
1,679.9 |
1,534.3 |
145.6 |
9.0% |
22.6 |
1.4% |
55% |
False |
False |
2,660 |
| 100 |
1,701.5 |
1,534.3 |
167.2 |
10.4% |
21.9 |
1.4% |
48% |
False |
False |
2,251 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.5 |
1.3% |
30% |
False |
False |
1,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,670.6 |
|
2.618 |
1,649.7 |
|
1.618 |
1,636.9 |
|
1.000 |
1,629.0 |
|
0.618 |
1,624.1 |
|
HIGH |
1,616.2 |
|
0.618 |
1,611.3 |
|
0.500 |
1,609.8 |
|
0.382 |
1,608.3 |
|
LOW |
1,603.4 |
|
0.618 |
1,595.5 |
|
1.000 |
1,590.6 |
|
1.618 |
1,582.7 |
|
2.618 |
1,569.9 |
|
4.250 |
1,549.0 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,612.7 |
1,609.5 |
| PP |
1,611.2 |
1,604.8 |
| S1 |
1,609.8 |
1,600.2 |
|