Day Change Summary |
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Previous |
Current |
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20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
2,777.71 |
2,791.74 |
14.03 |
0.5% |
2,721.49 |
High |
2,784.57 |
2,802.91 |
18.34 |
0.7% |
2,780.77 |
Low |
2,767.73 |
2,762.90 |
-4.83 |
-0.2% |
2,708.38 |
Close |
2,784.33 |
2,772.20 |
-12.13 |
-0.4% |
2,780.30 |
Range |
16.84 |
40.01 |
23.17 |
137.6% |
72.39 |
ATR |
30.54 |
31.21 |
0.68 |
2.2% |
0.00 |
Volume |
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Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,899.37 |
2,875.79 |
2,794.21 |
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R3 |
2,859.36 |
2,835.78 |
2,783.20 |
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R2 |
2,819.35 |
2,819.35 |
2,779.54 |
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R1 |
2,795.77 |
2,795.77 |
2,775.87 |
2,787.56 |
PP |
2,779.34 |
2,779.34 |
2,779.34 |
2,775.23 |
S1 |
2,755.76 |
2,755.76 |
2,768.53 |
2,747.55 |
S2 |
2,739.33 |
2,739.33 |
2,764.86 |
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S3 |
2,699.32 |
2,715.75 |
2,761.20 |
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S4 |
2,659.31 |
2,675.74 |
2,750.19 |
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Weekly Pivots for week ending 17-Aug-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,973.65 |
2,949.37 |
2,820.11 |
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R3 |
2,901.26 |
2,876.98 |
2,800.21 |
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R2 |
2,828.87 |
2,828.87 |
2,793.57 |
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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 |
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S3 |
2,611.70 |
2,659.81 |
2,760.39 |
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S4 |
2,539.31 |
2,587.42 |
2,740.49 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,802.91 |
2,724.71 |
78.20 |
2.8% |
23.28 |
0.8% |
61% |
True |
False |
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10 |
2,802.91 |
2,704.91 |
98.00 |
3.5% |
20.84 |
0.8% |
69% |
True |
False |
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20 |
2,802.91 |
2,535.04 |
267.87 |
9.7% |
26.37 |
1.0% |
89% |
True |
False |
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40 |
2,802.91 |
2,510.37 |
292.54 |
10.6% |
31.41 |
1.1% |
90% |
True |
False |
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60 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.54 |
1.2% |
91% |
True |
False |
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80 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
35.07 |
1.3% |
91% |
True |
False |
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100 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
35.06 |
1.3% |
91% |
True |
False |
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120 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
32.94 |
1.2% |
91% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,972.95 |
2.618 |
2,907.66 |
1.618 |
2,867.65 |
1.000 |
2,842.92 |
0.618 |
2,827.64 |
HIGH |
2,802.91 |
0.618 |
2,787.63 |
0.500 |
2,782.91 |
0.382 |
2,778.18 |
LOW |
2,762.90 |
0.618 |
2,738.17 |
1.000 |
2,722.89 |
1.618 |
2,698.16 |
2.618 |
2,658.15 |
4.250 |
2,592.86 |
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