| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,791.74 |
2,765.10 |
-26.64 |
-1.0% |
2,721.49 |
| High |
2,802.91 |
2,790.30 |
-12.61 |
-0.4% |
2,780.77 |
| Low |
2,762.90 |
2,759.14 |
-3.76 |
-0.1% |
2,708.38 |
| Close |
2,772.20 |
2,783.42 |
11.22 |
0.4% |
2,780.30 |
| Range |
40.01 |
31.16 |
-8.85 |
-22.1% |
72.39 |
| ATR |
31.21 |
31.21 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,871.10 |
2,858.42 |
2,800.56 |
|
| R3 |
2,839.94 |
2,827.26 |
2,791.99 |
|
| R2 |
2,808.78 |
2,808.78 |
2,789.13 |
|
| R1 |
2,796.10 |
2,796.10 |
2,786.28 |
2,802.44 |
| PP |
2,777.62 |
2,777.62 |
2,777.62 |
2,780.79 |
| S1 |
2,764.94 |
2,764.94 |
2,780.56 |
2,771.28 |
| S2 |
2,746.46 |
2,746.46 |
2,777.71 |
|
| S3 |
2,715.30 |
2,733.78 |
2,774.85 |
|
| S4 |
2,684.14 |
2,702.62 |
2,766.28 |
|
|
| 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 |
2,802.91 |
2,742.82 |
60.09 |
2.2% |
26.63 |
1.0% |
68% |
False |
False |
|
| 10 |
2,802.91 |
2,704.91 |
98.00 |
3.5% |
22.40 |
0.8% |
80% |
False |
False |
|
| 20 |
2,802.91 |
2,568.33 |
234.58 |
8.4% |
26.36 |
0.9% |
92% |
False |
False |
|
| 40 |
2,802.91 |
2,510.37 |
292.54 |
10.5% |
31.56 |
1.1% |
93% |
False |
False |
|
| 60 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.49 |
1.2% |
95% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
35.25 |
1.3% |
95% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
35.07 |
1.3% |
95% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.06 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.73 |
|
2.618 |
2,871.88 |
|
1.618 |
2,840.72 |
|
1.000 |
2,821.46 |
|
0.618 |
2,809.56 |
|
HIGH |
2,790.30 |
|
0.618 |
2,778.40 |
|
0.500 |
2,774.72 |
|
0.382 |
2,771.04 |
|
LOW |
2,759.14 |
|
0.618 |
2,739.88 |
|
1.000 |
2,727.98 |
|
1.618 |
2,708.72 |
|
2.618 |
2,677.56 |
|
4.250 |
2,626.71 |
|
|