| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,743.88 |
2,775.53 |
31.65 |
1.2% |
2,721.49 |
| High |
2,774.22 |
2,780.77 |
6.55 |
0.2% |
2,780.77 |
| Low |
2,742.82 |
2,767.04 |
24.22 |
0.9% |
2,708.38 |
| Close |
2,768.09 |
2,780.30 |
12.21 |
0.4% |
2,780.30 |
| Range |
31.40 |
13.73 |
-17.67 |
-56.3% |
72.39 |
| ATR |
32.97 |
31.59 |
-1.37 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.23 |
2,812.49 |
2,787.85 |
|
| R3 |
2,803.50 |
2,798.76 |
2,784.08 |
|
| R2 |
2,789.77 |
2,789.77 |
2,782.82 |
|
| R1 |
2,785.03 |
2,785.03 |
2,781.56 |
2,787.40 |
| PP |
2,776.04 |
2,776.04 |
2,776.04 |
2,777.22 |
| S1 |
2,771.30 |
2,771.30 |
2,779.04 |
2,773.67 |
| S2 |
2,762.31 |
2,762.31 |
2,777.78 |
|
| S3 |
2,748.58 |
2,757.57 |
2,776.52 |
|
| S4 |
2,734.85 |
2,743.84 |
2,772.75 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,973.65 |
2,949.37 |
2,820.11 |
|
| R3 |
2,901.26 |
2,876.98 |
2,800.21 |
|
| R2 |
2,828.87 |
2,828.87 |
2,793.57 |
|
| R1 |
2,804.59 |
2,804.59 |
2,786.94 |
2,816.73 |
| PP |
2,756.48 |
2,756.48 |
2,756.48 |
2,762.56 |
| S1 |
2,732.20 |
2,732.20 |
2,773.66 |
2,744.34 |
| S2 |
2,684.09 |
2,684.09 |
2,767.03 |
|
| S3 |
2,611.70 |
2,659.81 |
2,760.39 |
|
| S4 |
2,539.31 |
2,587.42 |
2,740.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,780.77 |
2,708.38 |
72.39 |
2.6% |
20.35 |
0.7% |
99% |
True |
False |
|
| 10 |
2,780.77 |
2,681.72 |
99.05 |
3.6% |
20.10 |
0.7% |
100% |
True |
False |
|
| 20 |
2,780.77 |
2,535.04 |
245.73 |
8.8% |
28.10 |
1.0% |
100% |
True |
False |
|
| 40 |
2,780.77 |
2,510.37 |
270.40 |
9.7% |
31.58 |
1.1% |
100% |
True |
False |
|
| 60 |
2,780.77 |
2,443.92 |
336.85 |
12.1% |
33.58 |
1.2% |
100% |
True |
False |
|
| 80 |
2,780.77 |
2,443.92 |
336.85 |
12.1% |
35.03 |
1.3% |
100% |
True |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.6% |
35.17 |
1.3% |
96% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.6% |
32.89 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,839.12 |
|
2.618 |
2,816.72 |
|
1.618 |
2,802.99 |
|
1.000 |
2,794.50 |
|
0.618 |
2,789.26 |
|
HIGH |
2,780.77 |
|
0.618 |
2,775.53 |
|
0.500 |
2,773.91 |
|
0.382 |
2,772.28 |
|
LOW |
2,767.04 |
|
0.618 |
2,758.55 |
|
1.000 |
2,753.31 |
|
1.618 |
2,744.82 |
|
2.618 |
2,731.09 |
|
4.250 |
2,708.69 |
|
|