| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,705.97 |
2,707.29 |
1.32 |
0.0% |
2,649.78 |
| High |
2,727.31 |
2,721.02 |
-6.29 |
-0.2% |
2,684.58 |
| Low |
2,701.90 |
2,705.47 |
3.57 |
0.1% |
2,606.87 |
| Close |
2,717.16 |
2,714.02 |
-3.14 |
-0.1% |
2,676.00 |
| Range |
25.41 |
15.55 |
-9.86 |
-38.8% |
77.71 |
| ATR |
40.76 |
38.96 |
-1.80 |
-4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,760.15 |
2,752.64 |
2,722.57 |
|
| R3 |
2,744.60 |
2,737.09 |
2,718.30 |
|
| R2 |
2,729.05 |
2,729.05 |
2,716.87 |
|
| R1 |
2,721.54 |
2,721.54 |
2,715.45 |
2,725.30 |
| PP |
2,713.50 |
2,713.50 |
2,713.50 |
2,715.38 |
| S1 |
2,705.99 |
2,705.99 |
2,712.59 |
2,709.75 |
| S2 |
2,697.95 |
2,697.95 |
2,711.17 |
|
| S3 |
2,682.40 |
2,690.44 |
2,709.74 |
|
| S4 |
2,666.85 |
2,674.89 |
2,705.47 |
|
|
| 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% |
27.23 |
1.0% |
89% |
False |
False |
|
| 10 |
2,727.31 |
2,568.33 |
158.98 |
5.9% |
30.32 |
1.1% |
92% |
False |
False |
|
| 20 |
2,727.31 |
2,522.89 |
204.42 |
7.5% |
34.14 |
1.3% |
93% |
False |
False |
|
| 40 |
2,727.31 |
2,510.37 |
216.94 |
8.0% |
34.83 |
1.3% |
94% |
False |
False |
|
| 60 |
2,727.31 |
2,443.92 |
283.39 |
10.4% |
37.10 |
1.4% |
95% |
False |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.5% |
36.55 |
1.3% |
86% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
35.41 |
1.3% |
77% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
33.17 |
1.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,787.11 |
|
2.618 |
2,761.73 |
|
1.618 |
2,746.18 |
|
1.000 |
2,736.57 |
|
0.618 |
2,730.63 |
|
HIGH |
2,721.02 |
|
0.618 |
2,715.08 |
|
0.500 |
2,713.25 |
|
0.382 |
2,711.41 |
|
LOW |
2,705.47 |
|
0.618 |
2,695.86 |
|
1.000 |
2,689.92 |
|
1.618 |
2,680.31 |
|
2.618 |
2,664.76 |
|
4.250 |
2,639.38 |
|
|