| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,771.44 |
2,773.24 |
1.80 |
0.1% |
2,792.00 |
| High |
2,772.62 |
2,785.08 |
12.46 |
0.4% |
2,794.27 |
| Low |
2,751.53 |
2,746.68 |
-4.85 |
-0.2% |
2,746.68 |
| Close |
2,753.74 |
2,772.24 |
18.50 |
0.7% |
2,772.24 |
| Range |
21.09 |
38.40 |
17.31 |
82.1% |
47.59 |
| ATR |
28.86 |
29.54 |
0.68 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.20 |
2,866.12 |
2,793.36 |
|
| R3 |
2,844.80 |
2,827.72 |
2,782.80 |
|
| R2 |
2,806.40 |
2,806.40 |
2,779.28 |
|
| R1 |
2,789.32 |
2,789.32 |
2,775.76 |
2,778.66 |
| PP |
2,768.00 |
2,768.00 |
2,768.00 |
2,762.67 |
| S1 |
2,750.92 |
2,750.92 |
2,768.72 |
2,740.26 |
| S2 |
2,729.60 |
2,729.60 |
2,765.20 |
|
| S3 |
2,691.20 |
2,712.52 |
2,761.68 |
|
| S4 |
2,652.80 |
2,674.12 |
2,751.12 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.83 |
2,890.63 |
2,798.41 |
|
| R3 |
2,866.24 |
2,843.04 |
2,785.33 |
|
| R2 |
2,818.65 |
2,818.65 |
2,780.96 |
|
| R1 |
2,795.45 |
2,795.45 |
2,776.60 |
2,783.26 |
| PP |
2,771.06 |
2,771.06 |
2,771.06 |
2,764.97 |
| S1 |
2,747.86 |
2,747.86 |
2,767.88 |
2,735.67 |
| S2 |
2,723.47 |
2,723.47 |
2,763.52 |
|
| S3 |
2,675.88 |
2,700.27 |
2,759.15 |
|
| S4 |
2,628.29 |
2,652.68 |
2,746.07 |
|
|
| 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 |
2,746.68 |
47.59 |
1.7% |
22.57 |
0.8% |
54% |
False |
True |
|
| 10 |
2,802.91 |
2,746.68 |
56.23 |
2.0% |
26.11 |
0.9% |
45% |
False |
True |
|
| 20 |
2,802.91 |
2,681.72 |
121.19 |
4.4% |
23.10 |
0.8% |
75% |
False |
False |
|
| 40 |
2,802.91 |
2,522.89 |
280.02 |
10.1% |
29.91 |
1.1% |
89% |
False |
False |
|
| 60 |
2,802.91 |
2,510.37 |
292.54 |
10.6% |
32.19 |
1.2% |
90% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.88 |
1.2% |
91% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
34.40 |
1.2% |
91% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.31 |
1.2% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,948.28 |
|
2.618 |
2,885.61 |
|
1.618 |
2,847.21 |
|
1.000 |
2,823.48 |
|
0.618 |
2,808.81 |
|
HIGH |
2,785.08 |
|
0.618 |
2,770.41 |
|
0.500 |
2,765.88 |
|
0.382 |
2,761.35 |
|
LOW |
2,746.68 |
|
0.618 |
2,722.95 |
|
1.000 |
2,708.28 |
|
1.618 |
2,684.55 |
|
2.618 |
2,646.15 |
|
4.250 |
2,583.48 |
|
|