| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,779.17 |
2,782.98 |
3.81 |
0.1% |
2,777.71 |
| High |
2,790.51 |
2,790.17 |
-0.34 |
0.0% |
2,802.91 |
| Low |
2,772.25 |
2,771.99 |
-0.26 |
0.0% |
2,750.64 |
| Close |
2,782.69 |
2,784.00 |
1.31 |
0.0% |
2,778.05 |
| Range |
18.26 |
18.18 |
-0.08 |
-0.4% |
52.27 |
| ATR |
29.38 |
28.58 |
-0.80 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.59 |
2,828.48 |
2,794.00 |
|
| R3 |
2,818.41 |
2,810.30 |
2,789.00 |
|
| R2 |
2,800.23 |
2,800.23 |
2,787.33 |
|
| R1 |
2,792.12 |
2,792.12 |
2,785.67 |
2,796.18 |
| PP |
2,782.05 |
2,782.05 |
2,782.05 |
2,784.08 |
| S1 |
2,773.94 |
2,773.94 |
2,782.33 |
2,778.00 |
| S2 |
2,763.87 |
2,763.87 |
2,780.67 |
|
| S3 |
2,745.69 |
2,755.76 |
2,779.00 |
|
| S4 |
2,727.51 |
2,737.58 |
2,774.00 |
|
|
| 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% |
22.72 |
0.8% |
76% |
False |
False |
|
| 10 |
2,802.91 |
2,742.82 |
60.09 |
2.2% |
24.68 |
0.9% |
69% |
False |
False |
|
| 20 |
2,802.91 |
2,606.87 |
196.04 |
7.0% |
23.69 |
0.9% |
90% |
False |
False |
|
| 40 |
2,802.91 |
2,522.89 |
280.02 |
10.1% |
30.21 |
1.1% |
93% |
False |
False |
|
| 60 |
2,802.91 |
2,504.08 |
298.83 |
10.7% |
32.54 |
1.2% |
94% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
34.35 |
1.2% |
95% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
34.66 |
1.2% |
95% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.27 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.44 |
|
2.618 |
2,837.77 |
|
1.618 |
2,819.59 |
|
1.000 |
2,808.35 |
|
0.618 |
2,801.41 |
|
HIGH |
2,790.17 |
|
0.618 |
2,783.23 |
|
0.500 |
2,781.08 |
|
0.382 |
2,778.93 |
|
LOW |
2,771.99 |
|
0.618 |
2,760.75 |
|
1.000 |
2,753.81 |
|
1.618 |
2,742.57 |
|
2.618 |
2,724.39 |
|
4.250 |
2,694.73 |
|
|