| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,615.1 |
1,620.2 |
5.1 |
0.3% |
1,607.7 |
| High |
1,621.0 |
1,629.7 |
8.7 |
0.5% |
1,629.7 |
| Low |
1,612.2 |
1,606.6 |
-5.6 |
-0.3% |
1,605.3 |
| Close |
1,620.2 |
1,622.8 |
2.6 |
0.2% |
1,622.8 |
| Range |
8.8 |
23.1 |
14.3 |
162.5% |
24.4 |
| ATR |
20.3 |
20.5 |
0.2 |
1.0% |
0.0 |
| Volume |
65,318 |
104,567 |
39,249 |
60.1% |
398,477 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,689.0 |
1,679.0 |
1,635.5 |
|
| R3 |
1,665.9 |
1,655.9 |
1,629.2 |
|
| R2 |
1,642.8 |
1,642.8 |
1,627.0 |
|
| R1 |
1,632.8 |
1,632.8 |
1,624.9 |
1,637.8 |
| PP |
1,619.7 |
1,619.7 |
1,619.7 |
1,622.2 |
| S1 |
1,609.7 |
1,609.7 |
1,620.7 |
1,614.7 |
| S2 |
1,596.6 |
1,596.6 |
1,618.6 |
|
| S3 |
1,573.5 |
1,586.6 |
1,616.4 |
|
| S4 |
1,550.4 |
1,563.5 |
1,610.1 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,692.5 |
1,682.0 |
1,636.2 |
|
| R3 |
1,668.1 |
1,657.6 |
1,629.5 |
|
| R2 |
1,643.7 |
1,643.7 |
1,627.3 |
|
| R1 |
1,633.2 |
1,633.2 |
1,625.0 |
1,638.5 |
| PP |
1,619.3 |
1,619.3 |
1,619.3 |
1,621.9 |
| S1 |
1,608.8 |
1,608.8 |
1,620.6 |
1,614.1 |
| S2 |
1,594.9 |
1,594.9 |
1,618.3 |
|
| S3 |
1,570.5 |
1,584.4 |
1,616.1 |
|
| S4 |
1,546.1 |
1,560.0 |
1,609.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,629.7 |
1,605.3 |
24.4 |
1.5% |
13.8 |
0.8% |
72% |
True |
False |
79,695 |
| 10 |
1,631.6 |
1,586.3 |
45.3 |
2.8% |
17.9 |
1.1% |
81% |
False |
False |
104,202 |
| 20 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
19.1 |
1.2% |
84% |
False |
False |
64,777 |
| 40 |
1,639.6 |
1,552.0 |
87.6 |
5.4% |
22.2 |
1.4% |
81% |
False |
False |
36,731 |
| 60 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
24.8 |
1.5% |
78% |
False |
False |
26,489 |
| 80 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
23.5 |
1.4% |
61% |
False |
False |
20,727 |
| 100 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
23.1 |
1.4% |
52% |
False |
False |
17,125 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.1 |
1.5% |
33% |
False |
False |
14,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.9 |
|
2.618 |
1,690.2 |
|
1.618 |
1,667.1 |
|
1.000 |
1,652.8 |
|
0.618 |
1,644.0 |
|
HIGH |
1,629.7 |
|
0.618 |
1,620.9 |
|
0.500 |
1,618.2 |
|
0.382 |
1,615.4 |
|
LOW |
1,606.6 |
|
0.618 |
1,592.3 |
|
1.000 |
1,583.5 |
|
1.618 |
1,569.2 |
|
2.618 |
1,546.1 |
|
4.250 |
1,508.4 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,621.3 |
1,621.1 |
| PP |
1,619.7 |
1,619.5 |
| S1 |
1,618.2 |
1,617.8 |
|