| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,773.98 |
2,754.43 |
-19.55 |
-0.7% |
2,777.71 |
| High |
2,780.71 |
2,785.34 |
4.63 |
0.2% |
2,802.91 |
| Low |
2,755.14 |
2,750.64 |
-4.50 |
-0.2% |
2,750.64 |
| Close |
2,762.02 |
2,778.05 |
16.03 |
0.6% |
2,778.05 |
| Range |
25.57 |
34.70 |
9.13 |
35.7% |
52.27 |
| ATR |
31.00 |
31.27 |
0.26 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.44 |
2,861.45 |
2,797.14 |
|
| R3 |
2,840.74 |
2,826.75 |
2,787.59 |
|
| R2 |
2,806.04 |
2,806.04 |
2,784.41 |
|
| R1 |
2,792.05 |
2,792.05 |
2,781.23 |
2,799.05 |
| PP |
2,771.34 |
2,771.34 |
2,771.34 |
2,774.84 |
| S1 |
2,757.35 |
2,757.35 |
2,774.87 |
2,764.35 |
| S2 |
2,736.64 |
2,736.64 |
2,771.69 |
|
| S3 |
2,701.94 |
2,722.65 |
2,768.51 |
|
| S4 |
2,667.24 |
2,687.95 |
2,758.97 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.01 |
2,908.30 |
2,806.80 |
|
| R3 |
2,881.74 |
2,856.03 |
2,792.42 |
|
| R2 |
2,829.47 |
2,829.47 |
2,787.63 |
|
| R1 |
2,803.76 |
2,803.76 |
2,782.84 |
2,816.62 |
| PP |
2,777.20 |
2,777.20 |
2,777.20 |
2,783.63 |
| S1 |
2,751.49 |
2,751.49 |
2,773.26 |
2,764.35 |
| S2 |
2,724.93 |
2,724.93 |
2,768.47 |
|
| S3 |
2,672.66 |
2,699.22 |
2,763.68 |
|
| S4 |
2,620.39 |
2,646.95 |
2,749.30 |
|
|
| 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 |
2,750.64 |
52.27 |
1.9% |
29.66 |
1.1% |
52% |
False |
True |
|
| 10 |
2,802.91 |
2,708.38 |
94.53 |
3.4% |
25.01 |
0.9% |
74% |
False |
False |
|
| 20 |
2,802.91 |
2,606.87 |
196.04 |
7.1% |
25.12 |
0.9% |
87% |
False |
False |
|
| 40 |
2,802.91 |
2,522.89 |
280.02 |
10.1% |
31.21 |
1.1% |
91% |
False |
False |
|
| 60 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.55 |
1.2% |
93% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
35.13 |
1.3% |
93% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
35.00 |
1.3% |
93% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.28 |
1.2% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.82 |
|
2.618 |
2,876.18 |
|
1.618 |
2,841.48 |
|
1.000 |
2,820.04 |
|
0.618 |
2,806.78 |
|
HIGH |
2,785.34 |
|
0.618 |
2,772.08 |
|
0.500 |
2,767.99 |
|
0.382 |
2,763.90 |
|
LOW |
2,750.64 |
|
0.618 |
2,729.20 |
|
1.000 |
2,715.94 |
|
1.618 |
2,694.50 |
|
2.618 |
2,659.80 |
|
4.250 |
2,603.17 |
|
|