| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,620.9 |
1,637.9 |
17.0 |
1.0% |
1,620.9 |
| High |
1,641.5 |
1,655.8 |
14.3 |
0.9% |
1,626.0 |
| Low |
1,619.1 |
1,634.0 |
14.9 |
0.9% |
1,590.2 |
| Close |
1,640.7 |
1,638.3 |
-2.4 |
-0.1% |
1,617.3 |
| Range |
22.4 |
21.8 |
-0.6 |
-2.7% |
35.8 |
| ATR |
19.1 |
19.3 |
0.2 |
1.0% |
0.0 |
| Volume |
5,813 |
6,590 |
777 |
13.4% |
20,461 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,708.1 |
1,695.0 |
1,650.3 |
|
| R3 |
1,686.3 |
1,673.2 |
1,644.3 |
|
| R2 |
1,664.5 |
1,664.5 |
1,642.3 |
|
| R1 |
1,651.4 |
1,651.4 |
1,640.3 |
1,658.0 |
| PP |
1,642.7 |
1,642.7 |
1,642.7 |
1,646.0 |
| S1 |
1,629.6 |
1,629.6 |
1,636.3 |
1,636.2 |
| S2 |
1,620.9 |
1,620.9 |
1,634.3 |
|
| S3 |
1,599.1 |
1,607.8 |
1,632.3 |
|
| S4 |
1,577.3 |
1,586.0 |
1,626.3 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,718.6 |
1,703.7 |
1,637.0 |
|
| R3 |
1,682.8 |
1,667.9 |
1,627.1 |
|
| R2 |
1,647.0 |
1,647.0 |
1,623.9 |
|
| R1 |
1,632.1 |
1,632.1 |
1,620.6 |
1,621.7 |
| PP |
1,611.2 |
1,611.2 |
1,611.2 |
1,605.9 |
| S1 |
1,596.3 |
1,596.3 |
1,614.0 |
1,585.9 |
| S2 |
1,575.4 |
1,575.4 |
1,610.7 |
|
| S3 |
1,539.6 |
1,560.5 |
1,607.5 |
|
| S4 |
1,503.8 |
1,524.7 |
1,597.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,655.8 |
1,601.1 |
54.7 |
3.3% |
17.0 |
1.0% |
68% |
True |
False |
4,334 |
| 10 |
1,655.8 |
1,590.2 |
65.6 |
4.0% |
17.6 |
1.1% |
73% |
True |
False |
4,227 |
| 20 |
1,655.8 |
1,584.2 |
71.6 |
4.4% |
18.0 |
1.1% |
76% |
True |
False |
5,592 |
| 40 |
1,655.8 |
1,550.0 |
105.8 |
6.5% |
21.0 |
1.3% |
83% |
True |
False |
4,503 |
| 60 |
1,655.8 |
1,534.5 |
121.3 |
7.4% |
22.9 |
1.4% |
86% |
True |
False |
3,623 |
| 80 |
1,674.4 |
1,534.3 |
140.1 |
8.6% |
22.7 |
1.4% |
74% |
False |
False |
3,117 |
| 100 |
1,686.3 |
1,534.3 |
152.0 |
9.3% |
21.8 |
1.3% |
68% |
False |
False |
2,672 |
| 120 |
1,722.8 |
1,534.3 |
188.5 |
11.5% |
21.3 |
1.3% |
55% |
False |
False |
2,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,748.5 |
|
2.618 |
1,712.9 |
|
1.618 |
1,691.1 |
|
1.000 |
1,677.6 |
|
0.618 |
1,669.3 |
|
HIGH |
1,655.8 |
|
0.618 |
1,647.5 |
|
0.500 |
1,644.9 |
|
0.382 |
1,642.3 |
|
LOW |
1,634.0 |
|
0.618 |
1,620.5 |
|
1.000 |
1,612.2 |
|
1.618 |
1,598.7 |
|
2.618 |
1,576.9 |
|
4.250 |
1,541.4 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,644.9 |
1,636.4 |
| PP |
1,642.7 |
1,634.6 |
| S1 |
1,640.5 |
1,632.7 |
|