| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,393.25 |
1,395.00 |
1.75 |
0.1% |
1,383.75 |
| High |
1,395.50 |
1,396.00 |
0.50 |
0.0% |
1,396.75 |
| Low |
1,385.75 |
1,387.25 |
1.50 |
0.1% |
1,380.50 |
| Close |
1,395.25 |
1,395.50 |
0.25 |
0.0% |
1,395.25 |
| Range |
9.75 |
8.75 |
-1.00 |
-10.3% |
16.25 |
| ATR |
17.29 |
16.68 |
-0.61 |
-3.5% |
0.00 |
| Volume |
610 |
1,391 |
781 |
128.0% |
9,829 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.25 |
1,416.00 |
1,400.25 |
|
| R3 |
1,410.50 |
1,407.25 |
1,398.00 |
|
| R2 |
1,401.75 |
1,401.75 |
1,397.00 |
|
| R1 |
1,398.50 |
1,398.50 |
1,396.25 |
1,400.00 |
| PP |
1,393.00 |
1,393.00 |
1,393.00 |
1,393.75 |
| S1 |
1,389.75 |
1,389.75 |
1,394.75 |
1,391.50 |
| S2 |
1,384.25 |
1,384.25 |
1,394.00 |
|
| S3 |
1,375.50 |
1,381.00 |
1,393.00 |
|
| S4 |
1,366.75 |
1,372.25 |
1,390.75 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.50 |
1,433.75 |
1,404.25 |
|
| R3 |
1,423.25 |
1,417.50 |
1,399.75 |
|
| R2 |
1,407.00 |
1,407.00 |
1,398.25 |
|
| R1 |
1,401.25 |
1,401.25 |
1,396.75 |
1,404.00 |
| PP |
1,390.75 |
1,390.75 |
1,390.75 |
1,392.25 |
| S1 |
1,385.00 |
1,385.00 |
1,393.75 |
1,388.00 |
| S2 |
1,374.50 |
1,374.50 |
1,392.25 |
|
| S3 |
1,358.25 |
1,368.75 |
1,390.75 |
|
| S4 |
1,342.00 |
1,352.50 |
1,386.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,396.75 |
1,381.25 |
15.50 |
1.1% |
10.25 |
0.7% |
92% |
False |
False |
1,530 |
| 10 |
1,396.75 |
1,343.00 |
53.75 |
3.9% |
15.00 |
1.1% |
98% |
False |
False |
2,275 |
| 20 |
1,396.75 |
1,314.25 |
82.50 |
5.9% |
17.50 |
1.2% |
98% |
False |
False |
2,003 |
| 40 |
1,396.75 |
1,296.00 |
100.75 |
7.2% |
18.25 |
1.3% |
99% |
False |
False |
1,848 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
10.5% |
18.25 |
1.3% |
99% |
False |
False |
1,433 |
| 80 |
1,396.75 |
1,250.00 |
146.75 |
10.5% |
17.00 |
1.2% |
99% |
False |
False |
1,161 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.0% |
15.50 |
1.1% |
94% |
False |
False |
954 |
| 120 |
1,404.00 |
1,250.00 |
154.00 |
11.0% |
13.50 |
1.0% |
94% |
False |
False |
800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,433.25 |
|
2.618 |
1,419.00 |
|
1.618 |
1,410.25 |
|
1.000 |
1,404.75 |
|
0.618 |
1,401.50 |
|
HIGH |
1,396.00 |
|
0.618 |
1,392.75 |
|
0.500 |
1,391.50 |
|
0.382 |
1,390.50 |
|
LOW |
1,387.25 |
|
0.618 |
1,381.75 |
|
1.000 |
1,378.50 |
|
1.618 |
1,373.00 |
|
2.618 |
1,364.25 |
|
4.250 |
1,350.00 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,394.25 |
1,394.00 |
| PP |
1,393.00 |
1,392.75 |
| S1 |
1,391.50 |
1,391.25 |
|