| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,405.0 |
2,417.0 |
12.0 |
0.5% |
2,350.0 |
| High |
2,425.0 |
2,426.0 |
1.0 |
0.0% |
2,443.0 |
| Low |
2,393.0 |
2,410.0 |
17.0 |
0.7% |
2,350.0 |
| Close |
2,403.0 |
2,417.0 |
14.0 |
0.6% |
2,411.0 |
| Range |
32.0 |
16.0 |
-16.0 |
-50.0% |
93.0 |
| ATR |
51.3 |
49.3 |
-2.0 |
-3.9% |
0.0 |
| Volume |
108 |
59 |
-49 |
-45.4% |
1,218 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.7 |
2,457.3 |
2,425.8 |
|
| R3 |
2,449.7 |
2,441.3 |
2,421.4 |
|
| R2 |
2,433.7 |
2,433.7 |
2,419.9 |
|
| R1 |
2,425.3 |
2,425.3 |
2,418.5 |
2,425.0 |
| PP |
2,417.7 |
2,417.7 |
2,417.7 |
2,417.5 |
| S1 |
2,409.3 |
2,409.3 |
2,415.5 |
2,409.0 |
| S2 |
2,401.7 |
2,401.7 |
2,414.1 |
|
| S3 |
2,385.7 |
2,393.3 |
2,412.6 |
|
| S4 |
2,369.7 |
2,377.3 |
2,408.2 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.3 |
2,638.7 |
2,462.2 |
|
| R3 |
2,587.3 |
2,545.7 |
2,436.6 |
|
| R2 |
2,494.3 |
2,494.3 |
2,428.1 |
|
| R1 |
2,452.7 |
2,452.7 |
2,419.5 |
2,473.5 |
| PP |
2,401.3 |
2,401.3 |
2,401.3 |
2,411.8 |
| S1 |
2,359.7 |
2,359.7 |
2,402.5 |
2,380.5 |
| S2 |
2,308.3 |
2,308.3 |
2,394.0 |
|
| S3 |
2,215.3 |
2,266.7 |
2,385.4 |
|
| S4 |
2,122.3 |
2,173.7 |
2,359.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,443.0 |
2,393.0 |
50.0 |
2.1% |
29.4 |
1.2% |
48% |
False |
False |
175 |
| 10 |
2,443.0 |
2,235.0 |
208.0 |
8.6% |
50.8 |
2.1% |
88% |
False |
False |
242 |
| 20 |
2,443.0 |
2,115.0 |
328.0 |
13.6% |
52.9 |
2.2% |
92% |
False |
False |
6,848 |
| 40 |
2,443.0 |
2,100.0 |
343.0 |
14.2% |
45.7 |
1.9% |
92% |
False |
False |
6,715 |
| 60 |
2,443.0 |
2,016.0 |
427.0 |
17.7% |
45.5 |
1.9% |
94% |
False |
False |
7,830 |
| 80 |
2,443.0 |
2,016.0 |
427.0 |
17.7% |
46.1 |
1.9% |
94% |
False |
False |
6,027 |
| 100 |
2,478.0 |
2,016.0 |
462.0 |
19.1% |
46.3 |
1.9% |
87% |
False |
False |
4,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.0 |
|
2.618 |
2,467.9 |
|
1.618 |
2,451.9 |
|
1.000 |
2,442.0 |
|
0.618 |
2,435.9 |
|
HIGH |
2,426.0 |
|
0.618 |
2,419.9 |
|
0.500 |
2,418.0 |
|
0.382 |
2,416.1 |
|
LOW |
2,410.0 |
|
0.618 |
2,400.1 |
|
1.000 |
2,394.0 |
|
1.618 |
2,384.1 |
|
2.618 |
2,368.1 |
|
4.250 |
2,342.0 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,418.0 |
2,414.5 |
| PP |
2,417.7 |
2,412.0 |
| S1 |
2,417.3 |
2,409.5 |
|