| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,782.98 |
2,771.44 |
-11.54 |
-0.4% |
2,777.71 |
| High |
2,790.17 |
2,772.62 |
-17.55 |
-0.6% |
2,802.91 |
| Low |
2,771.99 |
2,751.53 |
-20.46 |
-0.7% |
2,750.64 |
| Close |
2,784.00 |
2,753.74 |
-30.26 |
-1.1% |
2,778.05 |
| Range |
18.18 |
21.09 |
2.91 |
16.0% |
52.27 |
| ATR |
28.58 |
28.86 |
0.28 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.57 |
2,809.24 |
2,765.34 |
|
| R3 |
2,801.48 |
2,788.15 |
2,759.54 |
|
| R2 |
2,780.39 |
2,780.39 |
2,757.61 |
|
| R1 |
2,767.06 |
2,767.06 |
2,755.67 |
2,763.18 |
| PP |
2,759.30 |
2,759.30 |
2,759.30 |
2,757.36 |
| S1 |
2,745.97 |
2,745.97 |
2,751.81 |
2,742.09 |
| S2 |
2,738.21 |
2,738.21 |
2,749.87 |
|
| S3 |
2,717.12 |
2,724.88 |
2,747.94 |
|
| S4 |
2,696.03 |
2,703.79 |
2,742.14 |
|
|
| 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% |
21.83 |
0.8% |
7% |
False |
False |
|
| 10 |
2,802.91 |
2,750.64 |
52.27 |
1.9% |
23.65 |
0.9% |
6% |
False |
False |
|
| 20 |
2,802.91 |
2,657.50 |
145.41 |
5.3% |
22.54 |
0.8% |
66% |
False |
False |
|
| 40 |
2,802.91 |
2,522.89 |
280.02 |
10.2% |
29.98 |
1.1% |
82% |
False |
False |
|
| 60 |
2,802.91 |
2,510.37 |
292.54 |
10.6% |
32.19 |
1.2% |
83% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
33.98 |
1.2% |
86% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
34.26 |
1.2% |
86% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
33.32 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.25 |
|
2.618 |
2,827.83 |
|
1.618 |
2,806.74 |
|
1.000 |
2,793.71 |
|
0.618 |
2,785.65 |
|
HIGH |
2,772.62 |
|
0.618 |
2,764.56 |
|
0.500 |
2,762.08 |
|
0.382 |
2,759.59 |
|
LOW |
2,751.53 |
|
0.618 |
2,738.50 |
|
1.000 |
2,730.44 |
|
1.618 |
2,717.41 |
|
2.618 |
2,696.32 |
|
4.250 |
2,661.90 |
|
|