| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,247.0 |
2,350.0 |
103.0 |
4.6% |
2,305.0 |
| High |
2,361.0 |
2,395.0 |
34.0 |
1.4% |
2,361.0 |
| Low |
2,247.0 |
2,350.0 |
103.0 |
4.6% |
2,235.0 |
| Close |
2,354.0 |
2,384.0 |
30.0 |
1.3% |
2,354.0 |
| Range |
114.0 |
45.0 |
-69.0 |
-60.5% |
126.0 |
| ATR |
58.6 |
57.7 |
-1.0 |
-1.7% |
0.0 |
| Volume |
534 |
210 |
-324 |
-60.7% |
10,689 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.3 |
2,492.7 |
2,408.8 |
|
| R3 |
2,466.3 |
2,447.7 |
2,396.4 |
|
| R2 |
2,421.3 |
2,421.3 |
2,392.3 |
|
| R1 |
2,402.7 |
2,402.7 |
2,388.1 |
2,412.0 |
| PP |
2,376.3 |
2,376.3 |
2,376.3 |
2,381.0 |
| S1 |
2,357.7 |
2,357.7 |
2,379.9 |
2,367.0 |
| S2 |
2,331.3 |
2,331.3 |
2,375.8 |
|
| S3 |
2,286.3 |
2,312.7 |
2,371.6 |
|
| S4 |
2,241.3 |
2,267.7 |
2,359.3 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.7 |
2,650.3 |
2,423.3 |
|
| R3 |
2,568.7 |
2,524.3 |
2,388.7 |
|
| R2 |
2,442.7 |
2,442.7 |
2,377.1 |
|
| R1 |
2,398.3 |
2,398.3 |
2,365.6 |
2,420.5 |
| PP |
2,316.7 |
2,316.7 |
2,316.7 |
2,327.8 |
| S1 |
2,272.3 |
2,272.3 |
2,342.5 |
2,294.5 |
| S2 |
2,190.7 |
2,190.7 |
2,330.9 |
|
| S3 |
2,064.7 |
2,146.3 |
2,319.4 |
|
| S4 |
1,938.7 |
2,020.3 |
2,284.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,395.0 |
2,235.0 |
160.0 |
6.7% |
67.0 |
2.8% |
93% |
True |
False |
622 |
| 10 |
2,395.0 |
2,115.0 |
280.0 |
11.7% |
67.4 |
2.8% |
96% |
True |
False |
13,454 |
| 20 |
2,395.0 |
2,115.0 |
280.0 |
11.7% |
51.0 |
2.1% |
96% |
True |
False |
7,736 |
| 40 |
2,395.0 |
2,097.0 |
298.0 |
12.5% |
47.3 |
2.0% |
96% |
True |
False |
9,809 |
| 60 |
2,395.0 |
2,016.0 |
379.0 |
15.9% |
46.7 |
2.0% |
97% |
True |
False |
7,939 |
| 80 |
2,395.0 |
2,016.0 |
379.0 |
15.9% |
47.1 |
2.0% |
97% |
True |
False |
6,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.3 |
|
2.618 |
2,512.8 |
|
1.618 |
2,467.8 |
|
1.000 |
2,440.0 |
|
0.618 |
2,422.8 |
|
HIGH |
2,395.0 |
|
0.618 |
2,377.8 |
|
0.500 |
2,372.5 |
|
0.382 |
2,367.2 |
|
LOW |
2,350.0 |
|
0.618 |
2,322.2 |
|
1.000 |
2,305.0 |
|
1.618 |
2,277.2 |
|
2.618 |
2,232.2 |
|
4.250 |
2,158.8 |
|
|