| 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 |
1,658.5 |
1,674.0 |
15.5 |
0.9% |
1,622.0 |
| High |
1,679.4 |
1,676.8 |
-2.6 |
-0.2% |
1,679.4 |
| Low |
1,658.5 |
1,668.0 |
9.5 |
0.6% |
1,617.2 |
| Close |
1,674.9 |
1,675.0 |
0.1 |
0.0% |
1,675.0 |
| Range |
20.9 |
8.8 |
-12.1 |
-57.9% |
62.2 |
| ATR |
17.5 |
16.9 |
-0.6 |
-3.6% |
0.0 |
| Volume |
1,074 |
939 |
-135 |
-12.6% |
6,845 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,699.7 |
1,696.1 |
1,679.8 |
|
| R3 |
1,690.9 |
1,687.3 |
1,677.4 |
|
| R2 |
1,682.1 |
1,682.1 |
1,676.6 |
|
| R1 |
1,678.5 |
1,678.5 |
1,675.8 |
1,680.3 |
| PP |
1,673.3 |
1,673.3 |
1,673.3 |
1,674.2 |
| S1 |
1,669.7 |
1,669.7 |
1,674.2 |
1,671.5 |
| S2 |
1,664.5 |
1,664.5 |
1,673.4 |
|
| S3 |
1,655.7 |
1,660.9 |
1,672.6 |
|
| S4 |
1,646.9 |
1,652.1 |
1,670.2 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.8 |
1,821.6 |
1,709.2 |
|
| R3 |
1,781.6 |
1,759.4 |
1,692.1 |
|
| R2 |
1,719.4 |
1,719.4 |
1,686.4 |
|
| R1 |
1,697.2 |
1,697.2 |
1,680.7 |
1,708.3 |
| PP |
1,657.2 |
1,657.2 |
1,657.2 |
1,662.8 |
| S1 |
1,635.0 |
1,635.0 |
1,669.3 |
1,646.1 |
| S2 |
1,595.0 |
1,595.0 |
1,663.6 |
|
| S3 |
1,532.8 |
1,572.8 |
1,657.9 |
|
| S4 |
1,470.6 |
1,510.6 |
1,640.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,679.4 |
1,617.2 |
62.2 |
3.7% |
16.1 |
1.0% |
93% |
False |
False |
1,369 |
| 10 |
1,679.4 |
1,598.0 |
81.4 |
4.9% |
15.1 |
0.9% |
95% |
False |
False |
1,309 |
| 20 |
1,679.4 |
1,588.7 |
90.7 |
5.4% |
14.7 |
0.9% |
95% |
False |
False |
1,021 |
| 40 |
1,679.4 |
1,558.7 |
120.7 |
7.2% |
16.3 |
1.0% |
96% |
False |
False |
1,062 |
| 60 |
1,679.4 |
1,551.9 |
127.5 |
7.6% |
17.9 |
1.1% |
97% |
False |
False |
920 |
| 80 |
1,679.4 |
1,538.1 |
141.3 |
8.4% |
18.0 |
1.1% |
97% |
False |
False |
1,005 |
| 100 |
1,689.3 |
1,538.1 |
151.2 |
9.0% |
16.4 |
1.0% |
91% |
False |
False |
968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,714.2 |
|
2.618 |
1,699.8 |
|
1.618 |
1,691.0 |
|
1.000 |
1,685.6 |
|
0.618 |
1,682.2 |
|
HIGH |
1,676.8 |
|
0.618 |
1,673.4 |
|
0.500 |
1,672.4 |
|
0.382 |
1,671.4 |
|
LOW |
1,668.0 |
|
0.618 |
1,662.6 |
|
1.000 |
1,659.2 |
|
1.618 |
1,653.8 |
|
2.618 |
1,645.0 |
|
4.250 |
1,630.6 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,674.1 |
1,669.9 |
| PP |
1,673.3 |
1,664.7 |
| S1 |
1,672.4 |
1,659.6 |
|