| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,721.49 |
2,737.85 |
16.36 |
0.6% |
2,686.38 |
| High |
2,728.88 |
2,742.83 |
13.95 |
0.5% |
2,727.31 |
| Low |
2,708.38 |
2,721.12 |
12.74 |
0.5% |
2,681.72 |
| Close |
2,728.68 |
2,727.79 |
-0.89 |
0.0% |
2,722.96 |
| Range |
20.50 |
21.71 |
1.21 |
5.9% |
45.59 |
| ATR |
34.85 |
33.91 |
-0.94 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.71 |
2,783.46 |
2,739.73 |
|
| R3 |
2,774.00 |
2,761.75 |
2,733.76 |
|
| R2 |
2,752.29 |
2,752.29 |
2,731.77 |
|
| R1 |
2,740.04 |
2,740.04 |
2,729.78 |
2,735.31 |
| PP |
2,730.58 |
2,730.58 |
2,730.58 |
2,728.22 |
| S1 |
2,718.33 |
2,718.33 |
2,725.80 |
2,713.60 |
| S2 |
2,708.87 |
2,708.87 |
2,723.81 |
|
| S3 |
2,687.16 |
2,696.62 |
2,721.82 |
|
| S4 |
2,665.45 |
2,674.91 |
2,715.85 |
|
|
| 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 |
2,742.83 |
2,704.91 |
37.92 |
1.4% |
18.40 |
0.7% |
60% |
True |
False |
|
| 10 |
2,742.83 |
2,606.87 |
135.96 |
5.0% |
24.94 |
0.9% |
89% |
True |
False |
|
| 20 |
2,742.83 |
2,535.04 |
207.79 |
7.6% |
30.51 |
1.1% |
93% |
True |
False |
|
| 40 |
2,742.83 |
2,510.37 |
232.46 |
8.5% |
33.16 |
1.2% |
94% |
True |
False |
|
| 60 |
2,742.83 |
2,443.92 |
298.91 |
11.0% |
35.28 |
1.3% |
95% |
True |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.5% |
35.26 |
1.3% |
91% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
35.24 |
1.3% |
81% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
33.02 |
1.2% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.10 |
|
2.618 |
2,799.67 |
|
1.618 |
2,777.96 |
|
1.000 |
2,764.54 |
|
0.618 |
2,756.25 |
|
HIGH |
2,742.83 |
|
0.618 |
2,734.54 |
|
0.500 |
2,731.98 |
|
0.382 |
2,729.41 |
|
LOW |
2,721.12 |
|
0.618 |
2,707.70 |
|
1.000 |
2,699.41 |
|
1.618 |
2,685.99 |
|
2.618 |
2,664.28 |
|
4.250 |
2,628.85 |
|
|