| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,765.10 |
2,773.98 |
8.88 |
0.3% |
2,721.49 |
| High |
2,790.30 |
2,780.71 |
-9.59 |
-0.3% |
2,780.77 |
| Low |
2,759.14 |
2,755.14 |
-4.00 |
-0.1% |
2,708.38 |
| Close |
2,783.42 |
2,762.02 |
-21.40 |
-0.8% |
2,780.30 |
| Range |
31.16 |
25.57 |
-5.59 |
-17.9% |
72.39 |
| ATR |
31.21 |
31.00 |
-0.21 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.67 |
2,827.91 |
2,776.08 |
|
| R3 |
2,817.10 |
2,802.34 |
2,769.05 |
|
| R2 |
2,791.53 |
2,791.53 |
2,766.71 |
|
| R1 |
2,776.77 |
2,776.77 |
2,764.36 |
2,771.37 |
| PP |
2,765.96 |
2,765.96 |
2,765.96 |
2,763.25 |
| S1 |
2,751.20 |
2,751.20 |
2,759.68 |
2,745.80 |
| S2 |
2,740.39 |
2,740.39 |
2,757.33 |
|
| S3 |
2,714.82 |
2,725.63 |
2,754.99 |
|
| S4 |
2,689.25 |
2,700.06 |
2,747.96 |
|
|
| 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 |
2,755.14 |
47.77 |
1.7% |
25.46 |
0.9% |
14% |
False |
True |
|
| 10 |
2,802.91 |
2,704.91 |
98.00 |
3.5% |
23.34 |
0.8% |
58% |
False |
False |
|
| 20 |
2,802.91 |
2,594.84 |
208.07 |
7.5% |
26.14 |
0.9% |
80% |
False |
False |
|
| 40 |
2,802.91 |
2,510.37 |
292.54 |
10.6% |
31.72 |
1.1% |
86% |
False |
False |
|
| 60 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
33.52 |
1.2% |
89% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
35.06 |
1.3% |
89% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
34.93 |
1.3% |
89% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
33.15 |
1.2% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.38 |
|
2.618 |
2,847.65 |
|
1.618 |
2,822.08 |
|
1.000 |
2,806.28 |
|
0.618 |
2,796.51 |
|
HIGH |
2,780.71 |
|
0.618 |
2,770.94 |
|
0.500 |
2,767.93 |
|
0.382 |
2,764.91 |
|
LOW |
2,755.14 |
|
0.618 |
2,739.34 |
|
1.000 |
2,729.57 |
|
1.618 |
2,713.77 |
|
2.618 |
2,688.20 |
|
4.250 |
2,646.47 |
|
|