| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
4,196.0 |
4,242.0 |
46.0 |
1.1% |
4,215.0 |
| High |
4,196.0 |
4,260.0 |
64.0 |
1.5% |
4,252.0 |
| Low |
4,168.0 |
4,226.0 |
58.0 |
1.4% |
4,168.0 |
| Close |
4,185.0 |
4,230.0 |
45.0 |
1.1% |
4,185.0 |
| Range |
28.0 |
34.0 |
6.0 |
21.4% |
84.0 |
| ATR |
45.4 |
47.5 |
2.1 |
4.7% |
0.0 |
| Volume |
23,209 |
19,661 |
-3,548 |
-15.3% |
116,557 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,340.7 |
4,319.3 |
4,248.7 |
|
| R3 |
4,306.7 |
4,285.3 |
4,239.4 |
|
| R2 |
4,272.7 |
4,272.7 |
4,236.2 |
|
| R1 |
4,251.3 |
4,251.3 |
4,233.1 |
4,245.0 |
| PP |
4,238.7 |
4,238.7 |
4,238.7 |
4,235.5 |
| S1 |
4,217.3 |
4,217.3 |
4,226.9 |
4,211.0 |
| S2 |
4,204.7 |
4,204.7 |
4,223.8 |
|
| S3 |
4,170.7 |
4,183.3 |
4,220.7 |
|
| S4 |
4,136.7 |
4,149.3 |
4,211.3 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,453.7 |
4,403.3 |
4,231.2 |
|
| R3 |
4,369.7 |
4,319.3 |
4,208.1 |
|
| R2 |
4,285.7 |
4,285.7 |
4,200.4 |
|
| R1 |
4,235.3 |
4,235.3 |
4,192.7 |
4,218.5 |
| PP |
4,201.7 |
4,201.7 |
4,201.7 |
4,193.3 |
| S1 |
4,151.3 |
4,151.3 |
4,177.3 |
4,134.5 |
| S2 |
4,117.7 |
4,117.7 |
4,169.6 |
|
| S3 |
4,033.7 |
4,067.3 |
4,161.9 |
|
| S4 |
3,949.7 |
3,983.3 |
4,138.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,260.0 |
4,168.0 |
92.0 |
2.2% |
30.6 |
0.7% |
67% |
True |
False |
22,331 |
| 10 |
4,260.0 |
4,033.0 |
227.0 |
5.4% |
32.9 |
0.8% |
87% |
True |
False |
22,414 |
| 20 |
4,260.0 |
4,025.0 |
235.0 |
5.6% |
37.4 |
0.9% |
87% |
True |
False |
22,352 |
| 40 |
4,260.0 |
3,959.0 |
301.0 |
7.1% |
37.4 |
0.9% |
90% |
True |
False |
24,872 |
| 60 |
4,273.0 |
3,950.0 |
323.0 |
7.6% |
35.6 |
0.8% |
87% |
False |
False |
16,722 |
| 80 |
4,410.0 |
3,950.0 |
460.0 |
10.9% |
31.5 |
0.7% |
61% |
False |
False |
12,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,404.5 |
|
2.618 |
4,349.0 |
|
1.618 |
4,315.0 |
|
1.000 |
4,294.0 |
|
0.618 |
4,281.0 |
|
HIGH |
4,260.0 |
|
0.618 |
4,247.0 |
|
0.500 |
4,243.0 |
|
0.382 |
4,239.0 |
|
LOW |
4,226.0 |
|
0.618 |
4,205.0 |
|
1.000 |
4,192.0 |
|
1.618 |
4,171.0 |
|
2.618 |
4,137.0 |
|
4.250 |
4,081.5 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,243.0 |
4,224.7 |
| PP |
4,238.7 |
4,219.3 |
| S1 |
4,234.3 |
4,214.0 |
|