| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
7,068.0 |
6,957.5 |
-110.5 |
-1.6% |
7,039.5 |
| High |
7,083.5 |
6,989.0 |
-94.5 |
-1.3% |
7,105.0 |
| Low |
6,930.0 |
6,891.0 |
-39.0 |
-0.6% |
6,891.0 |
| Close |
6,963.5 |
6,978.5 |
15.0 |
0.2% |
6,978.5 |
| Range |
153.5 |
98.0 |
-55.5 |
-36.2% |
214.0 |
| ATR |
109.8 |
108.9 |
-0.8 |
-0.8% |
0.0 |
| Volume |
331 |
318 |
-13 |
-3.9% |
1,591 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,246.8 |
7,210.7 |
7,032.4 |
|
| R3 |
7,148.8 |
7,112.7 |
7,005.5 |
|
| R2 |
7,050.8 |
7,050.8 |
6,996.5 |
|
| R1 |
7,014.7 |
7,014.7 |
6,987.5 |
7,032.8 |
| PP |
6,952.8 |
6,952.8 |
6,952.8 |
6,961.9 |
| S1 |
6,916.7 |
6,916.7 |
6,969.5 |
6,934.8 |
| S2 |
6,854.8 |
6,854.8 |
6,960.5 |
|
| S3 |
6,756.8 |
6,818.7 |
6,951.6 |
|
| S4 |
6,658.8 |
6,720.7 |
6,924.6 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,633.5 |
7,520.0 |
7,096.2 |
|
| R3 |
7,419.5 |
7,306.0 |
7,037.4 |
|
| R2 |
7,205.5 |
7,205.5 |
7,017.7 |
|
| R1 |
7,092.0 |
7,092.0 |
6,998.1 |
7,041.8 |
| PP |
6,991.5 |
6,991.5 |
6,991.5 |
6,966.4 |
| S1 |
6,878.0 |
6,878.0 |
6,958.9 |
6,827.8 |
| S2 |
6,777.5 |
6,777.5 |
6,939.3 |
|
| S3 |
6,563.5 |
6,664.0 |
6,919.7 |
|
| S4 |
6,349.5 |
6,450.0 |
6,860.8 |
|
|
| 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 |
6,891.0 |
214.0 |
3.1% |
88.1 |
1.3% |
41% |
False |
True |
318 |
| 10 |
7,105.0 |
6,885.0 |
220.0 |
3.2% |
77.1 |
1.1% |
43% |
False |
False |
270 |
| 20 |
7,105.0 |
6,554.5 |
550.5 |
7.9% |
99.2 |
1.4% |
77% |
False |
False |
335 |
| 40 |
7,105.0 |
6,320.0 |
785.0 |
11.2% |
112.5 |
1.6% |
84% |
False |
False |
458 |
| 60 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
115.0 |
1.6% |
89% |
False |
False |
1,182 |
| 80 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
116.0 |
1.7% |
89% |
False |
False |
939 |
| 100 |
7,105.0 |
5,924.0 |
1,181.0 |
16.9% |
113.1 |
1.6% |
89% |
False |
False |
759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,405.5 |
|
2.618 |
7,245.6 |
|
1.618 |
7,147.6 |
|
1.000 |
7,087.0 |
|
0.618 |
7,049.6 |
|
HIGH |
6,989.0 |
|
0.618 |
6,951.6 |
|
0.500 |
6,940.0 |
|
0.382 |
6,928.4 |
|
LOW |
6,891.0 |
|
0.618 |
6,830.4 |
|
1.000 |
6,793.0 |
|
1.618 |
6,732.4 |
|
2.618 |
6,634.4 |
|
4.250 |
6,474.5 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,965.7 |
6,987.3 |
| PP |
6,952.8 |
6,984.3 |
| S1 |
6,940.0 |
6,981.4 |
|