| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,737.85 |
2,724.71 |
-13.14 |
-0.5% |
2,686.38 |
| High |
2,742.83 |
2,739.14 |
-3.69 |
-0.1% |
2,727.31 |
| Low |
2,721.12 |
2,724.71 |
3.59 |
0.1% |
2,681.72 |
| Close |
2,727.79 |
2,735.47 |
7.68 |
0.3% |
2,722.96 |
| Range |
21.71 |
14.43 |
-7.28 |
-33.5% |
45.59 |
| ATR |
33.91 |
32.52 |
-1.39 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.40 |
2,770.36 |
2,743.41 |
|
| R3 |
2,761.97 |
2,755.93 |
2,739.44 |
|
| R2 |
2,747.54 |
2,747.54 |
2,738.12 |
|
| R1 |
2,741.50 |
2,741.50 |
2,736.79 |
2,744.52 |
| PP |
2,733.11 |
2,733.11 |
2,733.11 |
2,734.62 |
| S1 |
2,727.07 |
2,727.07 |
2,734.15 |
2,730.09 |
| S2 |
2,718.68 |
2,718.68 |
2,732.82 |
|
| S3 |
2,704.25 |
2,712.64 |
2,731.50 |
|
| S4 |
2,689.82 |
2,698.21 |
2,727.53 |
|
|
| 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% |
18.18 |
0.7% |
81% |
False |
False |
|
| 10 |
2,742.83 |
2,606.87 |
135.96 |
5.0% |
22.70 |
0.8% |
95% |
False |
False |
|
| 20 |
2,742.83 |
2,535.04 |
207.79 |
7.6% |
28.86 |
1.1% |
96% |
False |
False |
|
| 40 |
2,742.83 |
2,510.37 |
232.46 |
8.5% |
32.88 |
1.2% |
97% |
False |
False |
|
| 60 |
2,742.83 |
2,443.92 |
298.91 |
10.9% |
34.36 |
1.3% |
98% |
False |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.4% |
35.09 |
1.3% |
93% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.8% |
35.18 |
1.3% |
83% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.8% |
33.05 |
1.2% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.47 |
|
2.618 |
2,776.92 |
|
1.618 |
2,762.49 |
|
1.000 |
2,753.57 |
|
0.618 |
2,748.06 |
|
HIGH |
2,739.14 |
|
0.618 |
2,733.63 |
|
0.500 |
2,731.93 |
|
0.382 |
2,730.22 |
|
LOW |
2,724.71 |
|
0.618 |
2,715.79 |
|
1.000 |
2,710.28 |
|
1.618 |
2,701.36 |
|
2.618 |
2,686.93 |
|
4.250 |
2,663.38 |
|
|