| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,686.38 |
2,705.97 |
19.59 |
0.7% |
2,649.78 |
| High |
2,705.71 |
2,727.31 |
21.60 |
0.8% |
2,684.58 |
| Low |
2,681.72 |
2,701.90 |
20.18 |
0.8% |
2,606.87 |
| Close |
2,694.09 |
2,717.16 |
23.07 |
0.9% |
2,676.00 |
| Range |
23.99 |
25.41 |
1.42 |
5.9% |
77.71 |
| ATR |
41.34 |
40.76 |
-0.58 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.69 |
2,779.83 |
2,731.14 |
|
| R3 |
2,766.28 |
2,754.42 |
2,724.15 |
|
| R2 |
2,740.87 |
2,740.87 |
2,721.82 |
|
| R1 |
2,729.01 |
2,729.01 |
2,719.49 |
2,734.94 |
| PP |
2,715.46 |
2,715.46 |
2,715.46 |
2,718.42 |
| S1 |
2,703.60 |
2,703.60 |
2,714.83 |
2,709.53 |
| S2 |
2,690.05 |
2,690.05 |
2,712.50 |
|
| S3 |
2,664.64 |
2,678.19 |
2,710.17 |
|
| S4 |
2,639.23 |
2,652.78 |
2,703.18 |
|
|
| 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 |
2,727.31 |
2,606.87 |
120.44 |
4.4% |
31.47 |
1.2% |
92% |
True |
False |
|
| 10 |
2,727.31 |
2,535.04 |
192.27 |
7.1% |
31.91 |
1.2% |
95% |
True |
False |
|
| 20 |
2,727.31 |
2,522.89 |
204.42 |
7.5% |
35.26 |
1.3% |
95% |
True |
False |
|
| 40 |
2,727.31 |
2,510.37 |
216.94 |
8.0% |
35.34 |
1.3% |
95% |
True |
False |
|
| 60 |
2,727.31 |
2,443.92 |
283.39 |
10.4% |
37.23 |
1.4% |
96% |
True |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.5% |
37.02 |
1.4% |
87% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
35.38 |
1.3% |
78% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
33.40 |
1.2% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.30 |
|
2.618 |
2,793.83 |
|
1.618 |
2,768.42 |
|
1.000 |
2,752.72 |
|
0.618 |
2,743.01 |
|
HIGH |
2,727.31 |
|
0.618 |
2,717.60 |
|
0.500 |
2,714.61 |
|
0.382 |
2,711.61 |
|
LOW |
2,701.90 |
|
0.618 |
2,686.20 |
|
1.000 |
2,676.49 |
|
1.618 |
2,660.79 |
|
2.618 |
2,635.38 |
|
4.250 |
2,593.91 |
|
|