| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,640.2 |
1,654.5 |
14.3 |
0.9% |
1,622.9 |
| High |
1,658.2 |
1,677.5 |
19.3 |
1.2% |
1,628.2 |
| Low |
1,636.3 |
1,654.5 |
18.2 |
1.1% |
1,592.1 |
| Close |
1,640.5 |
1,672.8 |
32.3 |
2.0% |
1,619.4 |
| Range |
21.9 |
23.0 |
1.1 |
5.0% |
36.1 |
| ATR |
19.6 |
20.8 |
1.2 |
6.4% |
0.0 |
| Volume |
125,739 |
144,423 |
18,684 |
14.9% |
466,692 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,737.3 |
1,728.0 |
1,685.5 |
|
| R3 |
1,714.3 |
1,705.0 |
1,679.1 |
|
| R2 |
1,691.3 |
1,691.3 |
1,677.0 |
|
| R1 |
1,682.0 |
1,682.0 |
1,674.9 |
1,686.7 |
| PP |
1,668.3 |
1,668.3 |
1,668.3 |
1,670.6 |
| S1 |
1,659.0 |
1,659.0 |
1,670.7 |
1,663.7 |
| S2 |
1,645.3 |
1,645.3 |
1,668.6 |
|
| S3 |
1,622.3 |
1,636.0 |
1,666.5 |
|
| S4 |
1,599.3 |
1,613.0 |
1,660.2 |
|
|
| 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 |
1,677.5 |
1,611.8 |
65.7 |
3.9% |
18.1 |
1.1% |
93% |
True |
False |
105,671 |
| 10 |
1,677.5 |
1,592.1 |
85.4 |
5.1% |
19.3 |
1.2% |
94% |
True |
False |
102,749 |
| 20 |
1,677.5 |
1,586.3 |
91.2 |
5.5% |
18.4 |
1.1% |
95% |
True |
False |
101,455 |
| 40 |
1,677.5 |
1,552.0 |
125.5 |
7.5% |
21.5 |
1.3% |
96% |
True |
False |
58,923 |
| 60 |
1,677.5 |
1,551.0 |
126.5 |
7.6% |
23.2 |
1.4% |
96% |
True |
False |
40,524 |
| 80 |
1,677.5 |
1,535.4 |
142.1 |
8.5% |
23.8 |
1.4% |
97% |
True |
False |
32,041 |
| 100 |
1,688.2 |
1,535.4 |
152.8 |
9.1% |
22.9 |
1.4% |
90% |
False |
False |
26,140 |
| 120 |
1,725.2 |
1,535.4 |
189.8 |
11.3% |
23.2 |
1.4% |
72% |
False |
False |
22,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,775.3 |
|
2.618 |
1,737.7 |
|
1.618 |
1,714.7 |
|
1.000 |
1,700.5 |
|
0.618 |
1,691.7 |
|
HIGH |
1,677.5 |
|
0.618 |
1,668.7 |
|
0.500 |
1,666.0 |
|
0.382 |
1,663.3 |
|
LOW |
1,654.5 |
|
0.618 |
1,640.3 |
|
1.000 |
1,631.5 |
|
1.618 |
1,617.3 |
|
2.618 |
1,594.3 |
|
4.250 |
1,556.8 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,670.5 |
1,664.9 |
| PP |
1,668.3 |
1,657.0 |
| S1 |
1,666.0 |
1,649.2 |
|