| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,792.00 |
2,779.17 |
-12.83 |
-0.5% |
2,777.71 |
| High |
2,794.27 |
2,790.51 |
-3.76 |
-0.1% |
2,802.91 |
| Low |
2,777.36 |
2,772.25 |
-5.11 |
-0.2% |
2,750.64 |
| Close |
2,782.55 |
2,782.69 |
0.14 |
0.0% |
2,778.05 |
| Range |
16.91 |
18.26 |
1.35 |
8.0% |
52.27 |
| ATR |
30.24 |
29.38 |
-0.86 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.60 |
2,827.90 |
2,792.73 |
|
| R3 |
2,818.34 |
2,809.64 |
2,787.71 |
|
| R2 |
2,800.08 |
2,800.08 |
2,786.04 |
|
| R1 |
2,791.38 |
2,791.38 |
2,784.36 |
2,795.73 |
| PP |
2,781.82 |
2,781.82 |
2,781.82 |
2,783.99 |
| S1 |
2,773.12 |
2,773.12 |
2,781.02 |
2,777.47 |
| S2 |
2,763.56 |
2,763.56 |
2,779.34 |
|
| S3 |
2,745.30 |
2,754.86 |
2,777.67 |
|
| S4 |
2,727.04 |
2,736.60 |
2,772.65 |
|
|
| 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 |
2,794.27 |
2,750.64 |
43.63 |
1.6% |
25.32 |
0.9% |
73% |
False |
False |
|
| 10 |
2,802.91 |
2,724.71 |
78.20 |
2.8% |
24.30 |
0.9% |
74% |
False |
False |
|
| 20 |
2,802.91 |
2,606.87 |
196.04 |
7.0% |
24.62 |
0.9% |
90% |
False |
False |
|
| 40 |
2,802.91 |
2,522.89 |
280.02 |
10.1% |
30.35 |
1.1% |
93% |
False |
False |
|
| 60 |
2,802.91 |
2,467.66 |
335.25 |
12.0% |
32.65 |
1.2% |
94% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
34.51 |
1.2% |
94% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
34.76 |
1.2% |
94% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.22 |
1.2% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.12 |
|
2.618 |
2,838.31 |
|
1.618 |
2,820.05 |
|
1.000 |
2,808.77 |
|
0.618 |
2,801.79 |
|
HIGH |
2,790.51 |
|
0.618 |
2,783.53 |
|
0.500 |
2,781.38 |
|
0.382 |
2,779.23 |
|
LOW |
2,772.25 |
|
0.618 |
2,760.97 |
|
1.000 |
2,753.99 |
|
1.618 |
2,742.71 |
|
2.618 |
2,724.45 |
|
4.250 |
2,694.65 |
|
|