| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,618.5 |
1,623.1 |
4.6 |
0.3% |
1,622.9 |
| High |
1,624.7 |
1,643.6 |
18.9 |
1.2% |
1,628.2 |
| Low |
1,611.8 |
1,620.8 |
9.0 |
0.6% |
1,592.1 |
| Close |
1,623.0 |
1,642.9 |
19.9 |
1.2% |
1,619.4 |
| Range |
12.9 |
22.8 |
9.9 |
76.7% |
36.1 |
| ATR |
19.1 |
19.4 |
0.3 |
1.4% |
0.0 |
| Volume |
66,634 |
119,444 |
52,810 |
79.3% |
466,692 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.2 |
1,696.3 |
1,655.4 |
|
| R3 |
1,681.4 |
1,673.5 |
1,649.2 |
|
| R2 |
1,658.6 |
1,658.6 |
1,647.1 |
|
| R1 |
1,650.7 |
1,650.7 |
1,645.0 |
1,654.7 |
| PP |
1,635.8 |
1,635.8 |
1,635.8 |
1,637.7 |
| S1 |
1,627.9 |
1,627.9 |
1,640.8 |
1,631.9 |
| S2 |
1,613.0 |
1,613.0 |
1,638.7 |
|
| S3 |
1,590.2 |
1,605.1 |
1,636.6 |
|
| S4 |
1,567.4 |
1,582.3 |
1,630.4 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,721.5 |
1,706.6 |
1,639.3 |
|
| R3 |
1,685.4 |
1,670.5 |
1,629.3 |
|
| R2 |
1,649.3 |
1,649.3 |
1,626.0 |
|
| R1 |
1,634.4 |
1,634.4 |
1,622.7 |
1,623.8 |
| PP |
1,613.2 |
1,613.2 |
1,613.2 |
1,608.0 |
| S1 |
1,598.3 |
1,598.3 |
1,616.1 |
1,587.7 |
| S2 |
1,577.1 |
1,577.1 |
1,612.8 |
|
| S3 |
1,541.0 |
1,562.2 |
1,609.5 |
|
| S4 |
1,504.9 |
1,526.1 |
1,599.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,643.6 |
1,592.1 |
51.5 |
3.1% |
16.2 |
1.0% |
99% |
True |
False |
90,311 |
| 10 |
1,643.6 |
1,592.1 |
51.5 |
3.1% |
17.0 |
1.0% |
99% |
True |
False |
90,368 |
| 20 |
1,643.6 |
1,582.6 |
61.0 |
3.7% |
18.8 |
1.1% |
99% |
True |
False |
92,559 |
| 40 |
1,643.6 |
1,552.0 |
91.6 |
5.6% |
21.2 |
1.3% |
99% |
True |
False |
52,388 |
| 60 |
1,646.4 |
1,537.3 |
109.1 |
6.6% |
23.7 |
1.4% |
97% |
False |
False |
36,490 |
| 80 |
1,678.6 |
1,535.4 |
143.2 |
8.7% |
23.6 |
1.4% |
75% |
False |
False |
28,732 |
| 100 |
1,691.6 |
1,535.4 |
156.2 |
9.5% |
22.8 |
1.4% |
69% |
False |
False |
23,486 |
| 120 |
1,735.2 |
1,535.4 |
199.8 |
12.2% |
23.1 |
1.4% |
54% |
False |
False |
19,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,740.5 |
|
2.618 |
1,703.3 |
|
1.618 |
1,680.5 |
|
1.000 |
1,666.4 |
|
0.618 |
1,657.7 |
|
HIGH |
1,643.6 |
|
0.618 |
1,634.9 |
|
0.500 |
1,632.2 |
|
0.382 |
1,629.5 |
|
LOW |
1,620.8 |
|
0.618 |
1,606.7 |
|
1.000 |
1,598.0 |
|
1.618 |
1,583.9 |
|
2.618 |
1,561.1 |
|
4.250 |
1,523.9 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,639.3 |
1,637.8 |
| PP |
1,635.8 |
1,632.8 |
| S1 |
1,632.2 |
1,627.7 |
|