Day Change Summary |
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Previous |
Current |
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03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,365.45 |
1,391.04 |
25.59 |
1.9% |
1,385.94 |
High |
1,394.16 |
1,399.63 |
5.47 |
0.4% |
1,394.16 |
Low |
1,365.45 |
1,391.04 |
25.59 |
1.9% |
1,354.65 |
Close |
1,390.99 |
1,394.23 |
3.24 |
0.2% |
1,390.99 |
Range |
28.71 |
8.59 |
-20.12 |
-70.1% |
39.51 |
ATR |
17.95 |
17.28 |
-0.66 |
-3.7% |
0.00 |
Volume |
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Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.74 |
1,416.07 |
1,398.95 |
|
R3 |
1,412.15 |
1,407.48 |
1,396.59 |
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R2 |
1,403.56 |
1,403.56 |
1,395.80 |
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R1 |
1,398.89 |
1,398.89 |
1,395.02 |
1,401.23 |
PP |
1,394.97 |
1,394.97 |
1,394.97 |
1,396.13 |
S1 |
1,390.30 |
1,390.30 |
1,393.44 |
1,392.64 |
S2 |
1,386.38 |
1,386.38 |
1,392.66 |
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S3 |
1,377.79 |
1,381.71 |
1,391.87 |
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S4 |
1,369.20 |
1,373.12 |
1,389.51 |
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Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.46 |
1,484.24 |
1,412.72 |
|
R3 |
1,458.95 |
1,444.73 |
1,401.86 |
|
R2 |
1,419.44 |
1,419.44 |
1,398.23 |
|
R1 |
1,405.22 |
1,405.22 |
1,394.61 |
1,412.33 |
PP |
1,379.93 |
1,379.93 |
1,379.93 |
1,383.49 |
S1 |
1,365.71 |
1,365.71 |
1,387.37 |
1,372.82 |
S2 |
1,340.42 |
1,340.42 |
1,383.75 |
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S3 |
1,300.91 |
1,326.20 |
1,380.12 |
|
S4 |
1,261.40 |
1,286.69 |
1,369.26 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,399.63 |
1,354.65 |
44.98 |
3.2% |
15.49 |
1.1% |
88% |
True |
False |
|
10 |
1,399.63 |
1,329.24 |
70.39 |
5.0% |
17.67 |
1.3% |
92% |
True |
False |
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20 |
1,399.63 |
1,325.41 |
74.22 |
5.3% |
17.31 |
1.2% |
93% |
True |
False |
|
40 |
1,399.63 |
1,306.92 |
92.71 |
6.6% |
17.40 |
1.2% |
94% |
True |
False |
|
60 |
1,399.63 |
1,266.74 |
132.89 |
9.5% |
17.89 |
1.3% |
96% |
True |
False |
|
80 |
1,415.32 |
1,266.74 |
148.58 |
10.7% |
17.25 |
1.2% |
86% |
False |
False |
|
100 |
1,422.38 |
1,266.74 |
155.64 |
11.2% |
16.54 |
1.2% |
82% |
False |
False |
|
120 |
1,422.38 |
1,266.74 |
155.64 |
11.2% |
15.69 |
1.1% |
82% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,436.14 |
2.618 |
1,422.12 |
1.618 |
1,413.53 |
1.000 |
1,408.22 |
0.618 |
1,404.94 |
HIGH |
1,399.63 |
0.618 |
1,396.35 |
0.500 |
1,395.34 |
0.382 |
1,394.32 |
LOW |
1,391.04 |
0.618 |
1,385.73 |
1.000 |
1,382.45 |
1.618 |
1,377.14 |
2.618 |
1,368.55 |
4.250 |
1,354.53 |
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