| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,664.69 |
2,686.38 |
21.69 |
0.8% |
2,649.78 |
| High |
2,684.58 |
2,705.71 |
21.13 |
0.8% |
2,684.58 |
| Low |
2,657.50 |
2,681.72 |
24.22 |
0.9% |
2,606.87 |
| Close |
2,676.00 |
2,694.09 |
18.09 |
0.7% |
2,676.00 |
| Range |
27.08 |
23.99 |
-3.09 |
-11.4% |
77.71 |
| ATR |
42.23 |
41.34 |
-0.89 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.81 |
2,753.94 |
2,707.28 |
|
| R3 |
2,741.82 |
2,729.95 |
2,700.69 |
|
| R2 |
2,717.83 |
2,717.83 |
2,698.49 |
|
| R1 |
2,705.96 |
2,705.96 |
2,696.29 |
2,711.90 |
| PP |
2,693.84 |
2,693.84 |
2,693.84 |
2,696.81 |
| S1 |
2,681.97 |
2,681.97 |
2,691.89 |
2,687.91 |
| S2 |
2,669.85 |
2,669.85 |
2,689.69 |
|
| S3 |
2,645.86 |
2,657.98 |
2,687.49 |
|
| S4 |
2,621.87 |
2,633.99 |
2,680.90 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.95 |
2,860.18 |
2,718.74 |
|
| R3 |
2,811.24 |
2,782.47 |
2,697.37 |
|
| R2 |
2,733.53 |
2,733.53 |
2,690.25 |
|
| R1 |
2,704.76 |
2,704.76 |
2,683.12 |
2,719.15 |
| PP |
2,655.82 |
2,655.82 |
2,655.82 |
2,663.01 |
| S1 |
2,627.05 |
2,627.05 |
2,668.88 |
2,641.44 |
| S2 |
2,578.11 |
2,578.11 |
2,661.75 |
|
| S3 |
2,500.40 |
2,549.34 |
2,654.63 |
|
| S4 |
2,422.69 |
2,471.63 |
2,633.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.71 |
2,606.87 |
98.84 |
3.7% |
29.79 |
1.1% |
88% |
True |
False |
|
| 10 |
2,705.71 |
2,535.04 |
170.67 |
6.3% |
33.84 |
1.3% |
93% |
True |
False |
|
| 20 |
2,705.71 |
2,522.89 |
182.82 |
6.8% |
36.78 |
1.4% |
94% |
True |
False |
|
| 40 |
2,705.71 |
2,510.37 |
195.34 |
7.3% |
36.35 |
1.3% |
94% |
True |
False |
|
| 60 |
2,705.71 |
2,443.92 |
261.79 |
9.7% |
37.45 |
1.4% |
96% |
True |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.6% |
37.12 |
1.4% |
80% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.0% |
35.31 |
1.3% |
71% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.0% |
33.59 |
1.2% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.67 |
|
2.618 |
2,768.52 |
|
1.618 |
2,744.53 |
|
1.000 |
2,729.70 |
|
0.618 |
2,720.54 |
|
HIGH |
2,705.71 |
|
0.618 |
2,696.55 |
|
0.500 |
2,693.72 |
|
0.382 |
2,690.88 |
|
LOW |
2,681.72 |
|
0.618 |
2,666.89 |
|
1.000 |
2,657.73 |
|
1.618 |
2,642.90 |
|
2.618 |
2,618.91 |
|
4.250 |
2,579.76 |
|
|