| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,707.29 |
2,712.97 |
5.68 |
0.2% |
2,649.78 |
| High |
2,721.02 |
2,724.43 |
3.41 |
0.1% |
2,684.58 |
| Low |
2,705.47 |
2,708.24 |
2.77 |
0.1% |
2,606.87 |
| Close |
2,714.02 |
2,719.61 |
5.59 |
0.2% |
2,676.00 |
| Range |
15.55 |
16.19 |
0.64 |
4.1% |
77.71 |
| ATR |
38.96 |
37.33 |
-1.63 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.00 |
2,758.99 |
2,728.51 |
|
| R3 |
2,749.81 |
2,742.80 |
2,724.06 |
|
| R2 |
2,733.62 |
2,733.62 |
2,722.58 |
|
| R1 |
2,726.61 |
2,726.61 |
2,721.09 |
2,730.12 |
| PP |
2,717.43 |
2,717.43 |
2,717.43 |
2,719.18 |
| S1 |
2,710.42 |
2,710.42 |
2,718.13 |
2,713.93 |
| S2 |
2,701.24 |
2,701.24 |
2,716.64 |
|
| S3 |
2,685.05 |
2,694.23 |
2,715.16 |
|
| S4 |
2,668.86 |
2,678.04 |
2,710.71 |
|
|
| 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 |
2,657.50 |
69.81 |
2.6% |
21.64 |
0.8% |
89% |
False |
False |
|
| 10 |
2,727.31 |
2,594.84 |
132.47 |
4.9% |
28.94 |
1.1% |
94% |
False |
False |
|
| 20 |
2,727.31 |
2,535.04 |
192.27 |
7.1% |
33.01 |
1.2% |
96% |
False |
False |
|
| 40 |
2,727.31 |
2,510.37 |
216.94 |
8.0% |
34.30 |
1.3% |
96% |
False |
False |
|
| 60 |
2,727.31 |
2,443.92 |
283.39 |
10.4% |
36.70 |
1.3% |
97% |
False |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.5% |
36.05 |
1.3% |
88% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
35.29 |
1.3% |
78% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
33.13 |
1.2% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,793.24 |
|
2.618 |
2,766.82 |
|
1.618 |
2,750.63 |
|
1.000 |
2,740.62 |
|
0.618 |
2,734.44 |
|
HIGH |
2,724.43 |
|
0.618 |
2,718.25 |
|
0.500 |
2,716.34 |
|
0.382 |
2,714.42 |
|
LOW |
2,708.24 |
|
0.618 |
2,698.23 |
|
1.000 |
2,692.05 |
|
1.618 |
2,682.04 |
|
2.618 |
2,665.85 |
|
4.250 |
2,639.43 |
|
|