| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,773.24 |
2,766.93 |
-6.31 |
-0.2% |
2,792.00 |
| High |
2,785.08 |
2,781.08 |
-4.00 |
-0.1% |
2,794.27 |
| Low |
2,746.68 |
2,744.29 |
-2.39 |
-0.1% |
2,746.68 |
| Close |
2,772.24 |
2,772.03 |
-0.21 |
0.0% |
2,772.24 |
| Range |
38.40 |
36.79 |
-1.61 |
-4.2% |
47.59 |
| ATR |
29.54 |
30.06 |
0.52 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.17 |
2,860.89 |
2,792.26 |
|
| R3 |
2,839.38 |
2,824.10 |
2,782.15 |
|
| R2 |
2,802.59 |
2,802.59 |
2,778.77 |
|
| R1 |
2,787.31 |
2,787.31 |
2,775.40 |
2,794.95 |
| PP |
2,765.80 |
2,765.80 |
2,765.80 |
2,769.62 |
| S1 |
2,750.52 |
2,750.52 |
2,768.66 |
2,758.16 |
| S2 |
2,729.01 |
2,729.01 |
2,765.29 |
|
| S3 |
2,692.22 |
2,713.73 |
2,761.91 |
|
| S4 |
2,655.43 |
2,676.94 |
2,751.80 |
|
|
| 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 |
2,790.51 |
2,744.29 |
46.22 |
1.7% |
26.54 |
1.0% |
60% |
False |
True |
|
| 10 |
2,802.91 |
2,744.29 |
58.62 |
2.1% |
28.11 |
1.0% |
47% |
False |
True |
|
| 20 |
2,802.91 |
2,701.90 |
101.01 |
3.6% |
23.74 |
0.9% |
69% |
False |
False |
|
| 40 |
2,802.91 |
2,522.89 |
280.02 |
10.1% |
30.26 |
1.1% |
89% |
False |
False |
|
| 60 |
2,802.91 |
2,510.37 |
292.54 |
10.6% |
32.15 |
1.2% |
89% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
34.02 |
1.2% |
91% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
34.44 |
1.2% |
91% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
13.0% |
33.38 |
1.2% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.44 |
|
2.618 |
2,877.40 |
|
1.618 |
2,840.61 |
|
1.000 |
2,817.87 |
|
0.618 |
2,803.82 |
|
HIGH |
2,781.08 |
|
0.618 |
2,767.03 |
|
0.500 |
2,762.69 |
|
0.382 |
2,758.34 |
|
LOW |
2,744.29 |
|
0.618 |
2,721.55 |
|
1.000 |
2,707.50 |
|
1.618 |
2,684.76 |
|
2.618 |
2,647.97 |
|
4.250 |
2,587.93 |
|
|