| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,607.7 |
1,614.5 |
6.8 |
0.4% |
1,627.5 |
| High |
1,618.4 |
1,621.3 |
2.9 |
0.2% |
1,631.6 |
| Low |
1,605.3 |
1,611.0 |
5.7 |
0.4% |
1,586.3 |
| Close |
1,616.2 |
1,612.8 |
-3.4 |
-0.2% |
1,609.3 |
| Range |
13.1 |
10.3 |
-2.8 |
-21.4% |
45.3 |
| ATR |
22.7 |
21.8 |
-0.9 |
-3.9% |
0.0 |
| Volume |
72,690 |
74,868 |
2,178 |
3.0% |
643,552 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,645.9 |
1,639.7 |
1,618.5 |
|
| R3 |
1,635.6 |
1,629.4 |
1,615.6 |
|
| R2 |
1,625.3 |
1,625.3 |
1,614.7 |
|
| R1 |
1,619.1 |
1,619.1 |
1,613.7 |
1,617.1 |
| PP |
1,615.0 |
1,615.0 |
1,615.0 |
1,614.0 |
| S1 |
1,608.8 |
1,608.8 |
1,611.9 |
1,606.8 |
| S2 |
1,604.7 |
1,604.7 |
1,610.9 |
|
| S3 |
1,594.4 |
1,598.5 |
1,610.0 |
|
| S4 |
1,584.1 |
1,588.2 |
1,607.1 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,745.0 |
1,722.4 |
1,634.2 |
|
| R3 |
1,699.7 |
1,677.1 |
1,621.8 |
|
| R2 |
1,654.4 |
1,654.4 |
1,617.6 |
|
| R1 |
1,631.8 |
1,631.8 |
1,613.5 |
1,620.5 |
| PP |
1,609.1 |
1,609.1 |
1,609.1 |
1,603.4 |
| S1 |
1,586.5 |
1,586.5 |
1,605.1 |
1,575.2 |
| S2 |
1,563.8 |
1,563.8 |
1,601.0 |
|
| S3 |
1,518.5 |
1,541.2 |
1,596.8 |
|
| S4 |
1,473.2 |
1,495.9 |
1,584.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,621.8 |
1,586.3 |
35.5 |
2.2% |
20.8 |
1.3% |
75% |
False |
False |
111,341 |
| 10 |
1,633.3 |
1,582.6 |
50.7 |
3.1% |
20.5 |
1.3% |
60% |
False |
False |
94,749 |
| 20 |
1,633.3 |
1,559.5 |
73.8 |
4.6% |
20.2 |
1.3% |
72% |
False |
False |
55,421 |
| 40 |
1,639.6 |
1,552.0 |
87.6 |
5.4% |
22.6 |
1.4% |
69% |
False |
False |
30,615 |
| 60 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
25.3 |
1.6% |
70% |
False |
False |
22,577 |
| 80 |
1,678.6 |
1,535.4 |
143.2 |
8.9% |
23.5 |
1.5% |
54% |
False |
False |
17,688 |
| 100 |
1,704.5 |
1,535.4 |
169.1 |
10.5% |
23.2 |
1.4% |
46% |
False |
False |
14,664 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.3 |
1.5% |
29% |
False |
False |
12,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,665.1 |
|
2.618 |
1,648.3 |
|
1.618 |
1,638.0 |
|
1.000 |
1,631.6 |
|
0.618 |
1,627.7 |
|
HIGH |
1,621.3 |
|
0.618 |
1,617.4 |
|
0.500 |
1,616.2 |
|
0.382 |
1,614.9 |
|
LOW |
1,611.0 |
|
0.618 |
1,604.6 |
|
1.000 |
1,600.7 |
|
1.618 |
1,594.3 |
|
2.618 |
1,584.0 |
|
4.250 |
1,567.2 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,616.2 |
1,610.2 |
| PP |
1,615.0 |
1,607.5 |
| S1 |
1,613.9 |
1,604.9 |
|