| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,775.53 |
2,777.71 |
2.18 |
0.1% |
2,721.49 |
| High |
2,780.77 |
2,784.57 |
3.80 |
0.1% |
2,780.77 |
| Low |
2,767.04 |
2,767.73 |
0.69 |
0.0% |
2,708.38 |
| Close |
2,780.30 |
2,784.33 |
4.03 |
0.1% |
2,780.30 |
| Range |
13.73 |
16.84 |
3.11 |
22.7% |
72.39 |
| ATR |
31.59 |
30.54 |
-1.05 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.40 |
2,823.70 |
2,793.59 |
|
| R3 |
2,812.56 |
2,806.86 |
2,788.96 |
|
| R2 |
2,795.72 |
2,795.72 |
2,787.42 |
|
| R1 |
2,790.02 |
2,790.02 |
2,785.87 |
2,792.87 |
| PP |
2,778.88 |
2,778.88 |
2,778.88 |
2,780.30 |
| S1 |
2,773.18 |
2,773.18 |
2,782.79 |
2,776.03 |
| S2 |
2,762.04 |
2,762.04 |
2,781.24 |
|
| S3 |
2,745.20 |
2,756.34 |
2,779.70 |
|
| S4 |
2,728.36 |
2,739.50 |
2,775.07 |
|
|
| 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 |
2,784.57 |
2,721.12 |
63.45 |
2.3% |
19.62 |
0.7% |
100% |
True |
False |
|
| 10 |
2,784.57 |
2,701.90 |
82.67 |
3.0% |
19.38 |
0.7% |
100% |
True |
False |
|
| 20 |
2,784.57 |
2,535.04 |
249.53 |
9.0% |
26.61 |
1.0% |
100% |
True |
False |
|
| 40 |
2,784.57 |
2,510.37 |
274.20 |
9.8% |
31.31 |
1.1% |
100% |
True |
False |
|
| 60 |
2,784.57 |
2,443.92 |
340.65 |
12.2% |
33.16 |
1.2% |
100% |
True |
False |
|
| 80 |
2,784.57 |
2,443.92 |
340.65 |
12.2% |
34.91 |
1.3% |
100% |
True |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.6% |
34.95 |
1.3% |
97% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.6% |
32.78 |
1.2% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.14 |
|
2.618 |
2,828.66 |
|
1.618 |
2,811.82 |
|
1.000 |
2,801.41 |
|
0.618 |
2,794.98 |
|
HIGH |
2,784.57 |
|
0.618 |
2,778.14 |
|
0.500 |
2,776.15 |
|
0.382 |
2,774.16 |
|
LOW |
2,767.73 |
|
0.618 |
2,757.32 |
|
1.000 |
2,750.89 |
|
1.618 |
2,740.48 |
|
2.618 |
2,723.64 |
|
4.250 |
2,696.16 |
|
|