| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,710.55 |
2,721.49 |
10.94 |
0.4% |
2,686.38 |
| High |
2,722.96 |
2,728.88 |
5.92 |
0.2% |
2,727.31 |
| Low |
2,704.91 |
2,708.38 |
3.47 |
0.1% |
2,681.72 |
| Close |
2,722.96 |
2,728.68 |
5.72 |
0.2% |
2,722.96 |
| Range |
18.05 |
20.50 |
2.45 |
13.6% |
45.59 |
| ATR |
35.95 |
34.85 |
-1.10 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.48 |
2,776.58 |
2,739.96 |
|
| R3 |
2,762.98 |
2,756.08 |
2,734.32 |
|
| R2 |
2,742.48 |
2,742.48 |
2,732.44 |
|
| R1 |
2,735.58 |
2,735.58 |
2,730.56 |
2,739.03 |
| PP |
2,721.98 |
2,721.98 |
2,721.98 |
2,723.71 |
| S1 |
2,715.08 |
2,715.08 |
2,726.80 |
2,718.53 |
| S2 |
2,701.48 |
2,701.48 |
2,724.92 |
|
| S3 |
2,680.98 |
2,694.58 |
2,723.04 |
|
| S4 |
2,660.48 |
2,674.08 |
2,717.41 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.43 |
2,830.79 |
2,748.03 |
|
| R3 |
2,801.84 |
2,785.20 |
2,735.50 |
|
| R2 |
2,756.25 |
2,756.25 |
2,731.32 |
|
| R1 |
2,739.61 |
2,739.61 |
2,727.14 |
2,747.93 |
| PP |
2,710.66 |
2,710.66 |
2,710.66 |
2,714.83 |
| S1 |
2,694.02 |
2,694.02 |
2,718.78 |
2,702.34 |
| S2 |
2,665.07 |
2,665.07 |
2,714.60 |
|
| S3 |
2,619.48 |
2,648.43 |
2,710.42 |
|
| S4 |
2,573.89 |
2,602.84 |
2,697.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,728.88 |
2,701.90 |
26.98 |
1.0% |
19.14 |
0.7% |
99% |
True |
False |
|
| 10 |
2,728.88 |
2,606.87 |
122.01 |
4.5% |
24.47 |
0.9% |
100% |
True |
False |
|
| 20 |
2,728.88 |
2,535.04 |
193.84 |
7.1% |
31.63 |
1.2% |
100% |
True |
False |
|
| 40 |
2,728.88 |
2,510.37 |
218.51 |
8.0% |
33.74 |
1.2% |
100% |
True |
False |
|
| 60 |
2,728.88 |
2,443.92 |
284.96 |
10.4% |
35.72 |
1.3% |
100% |
True |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.5% |
35.45 |
1.3% |
91% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
35.20 |
1.3% |
81% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
33.07 |
1.2% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.01 |
|
2.618 |
2,782.55 |
|
1.618 |
2,762.05 |
|
1.000 |
2,749.38 |
|
0.618 |
2,741.55 |
|
HIGH |
2,728.88 |
|
0.618 |
2,721.05 |
|
0.500 |
2,718.63 |
|
0.382 |
2,716.21 |
|
LOW |
2,708.38 |
|
0.618 |
2,695.71 |
|
1.000 |
2,687.88 |
|
1.618 |
2,675.21 |
|
2.618 |
2,654.71 |
|
4.250 |
2,621.26 |
|
|