| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
7,048.0 |
7,045.5 |
-2.5 |
0.0% |
6,959.5 |
| High |
7,105.0 |
7,059.0 |
-46.0 |
-0.6% |
7,050.0 |
| Low |
7,043.0 |
7,007.0 |
-36.0 |
-0.5% |
6,885.0 |
| Close |
7,093.0 |
7,023.5 |
-69.5 |
-1.0% |
7,035.5 |
| Range |
62.0 |
52.0 |
-10.0 |
-16.1% |
165.0 |
| ATR |
108.0 |
106.4 |
-1.6 |
-1.5% |
0.0 |
| Volume |
401 |
170 |
-231 |
-57.6% |
1,112 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,185.8 |
7,156.7 |
7,052.1 |
|
| R3 |
7,133.8 |
7,104.7 |
7,037.8 |
|
| R2 |
7,081.8 |
7,081.8 |
7,033.0 |
|
| R1 |
7,052.7 |
7,052.7 |
7,028.3 |
7,041.3 |
| PP |
7,029.8 |
7,029.8 |
7,029.8 |
7,024.1 |
| S1 |
7,000.7 |
7,000.7 |
7,018.7 |
6,989.3 |
| S2 |
6,977.8 |
6,977.8 |
7,014.0 |
|
| S3 |
6,925.8 |
6,948.7 |
7,009.2 |
|
| S4 |
6,873.8 |
6,896.7 |
6,994.9 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,485.2 |
7,425.3 |
7,126.3 |
|
| R3 |
7,320.2 |
7,260.3 |
7,080.9 |
|
| R2 |
7,155.2 |
7,155.2 |
7,065.8 |
|
| R1 |
7,095.3 |
7,095.3 |
7,050.6 |
7,125.3 |
| PP |
6,990.2 |
6,990.2 |
6,990.2 |
7,005.1 |
| S1 |
6,930.3 |
6,930.3 |
7,020.4 |
6,960.3 |
| S2 |
6,825.2 |
6,825.2 |
7,005.3 |
|
| S3 |
6,660.2 |
6,765.3 |
6,990.1 |
|
| S4 |
6,495.2 |
6,600.3 |
6,944.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,105.0 |
6,937.0 |
168.0 |
2.4% |
63.4 |
0.9% |
51% |
False |
False |
302 |
| 10 |
7,105.0 |
6,885.0 |
220.0 |
3.1% |
70.3 |
1.0% |
63% |
False |
False |
312 |
| 20 |
7,105.0 |
6,337.5 |
767.5 |
10.9% |
114.1 |
1.6% |
89% |
False |
False |
369 |
| 40 |
7,105.0 |
6,112.5 |
992.5 |
14.1% |
113.6 |
1.6% |
92% |
False |
False |
457 |
| 60 |
7,105.0 |
5,924.0 |
1,181.0 |
16.8% |
116.7 |
1.7% |
93% |
False |
False |
1,187 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
16.8% |
114.5 |
1.6% |
93% |
False |
False |
932 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
16.8% |
112.5 |
1.6% |
93% |
False |
False |
753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,280.0 |
|
2.618 |
7,195.1 |
|
1.618 |
7,143.1 |
|
1.000 |
7,111.0 |
|
0.618 |
7,091.1 |
|
HIGH |
7,059.0 |
|
0.618 |
7,039.1 |
|
0.500 |
7,033.0 |
|
0.382 |
7,026.9 |
|
LOW |
7,007.0 |
|
0.618 |
6,974.9 |
|
1.000 |
6,955.0 |
|
1.618 |
6,922.9 |
|
2.618 |
6,870.9 |
|
4.250 |
6,786.0 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,033.0 |
7,056.0 |
| PP |
7,029.8 |
7,045.2 |
| S1 |
7,026.7 |
7,034.3 |
|