| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,350.0 |
2,392.0 |
42.0 |
1.8% |
2,305.0 |
| High |
2,395.0 |
2,438.0 |
43.0 |
1.8% |
2,361.0 |
| Low |
2,350.0 |
2,379.0 |
29.0 |
1.2% |
2,235.0 |
| Close |
2,384.0 |
2,424.0 |
40.0 |
1.7% |
2,354.0 |
| Range |
45.0 |
59.0 |
14.0 |
31.1% |
126.0 |
| ATR |
57.7 |
57.8 |
0.1 |
0.2% |
0.0 |
| Volume |
210 |
299 |
89 |
42.4% |
10,689 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,590.7 |
2,566.3 |
2,456.5 |
|
| R3 |
2,531.7 |
2,507.3 |
2,440.2 |
|
| R2 |
2,472.7 |
2,472.7 |
2,434.8 |
|
| R1 |
2,448.3 |
2,448.3 |
2,429.4 |
2,460.5 |
| PP |
2,413.7 |
2,413.7 |
2,413.7 |
2,419.8 |
| S1 |
2,389.3 |
2,389.3 |
2,418.6 |
2,401.5 |
| S2 |
2,354.7 |
2,354.7 |
2,413.2 |
|
| S3 |
2,295.7 |
2,330.3 |
2,407.8 |
|
| S4 |
2,236.7 |
2,271.3 |
2,391.6 |
|
|
| 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 |
2,438.0 |
2,235.0 |
203.0 |
8.4% |
72.2 |
3.0% |
93% |
True |
False |
310 |
| 10 |
2,438.0 |
2,125.0 |
313.0 |
12.9% |
67.8 |
2.8% |
96% |
True |
False |
13,332 |
| 20 |
2,438.0 |
2,115.0 |
323.0 |
13.3% |
52.0 |
2.1% |
96% |
True |
False |
7,745 |
| 40 |
2,438.0 |
2,098.0 |
340.0 |
14.0% |
47.8 |
2.0% |
96% |
True |
False |
9,066 |
| 60 |
2,438.0 |
2,016.0 |
422.0 |
17.4% |
46.7 |
1.9% |
97% |
True |
False |
7,932 |
| 80 |
2,438.0 |
2,016.0 |
422.0 |
17.4% |
47.2 |
1.9% |
97% |
True |
False |
6,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,688.8 |
|
2.618 |
2,592.5 |
|
1.618 |
2,533.5 |
|
1.000 |
2,497.0 |
|
0.618 |
2,474.5 |
|
HIGH |
2,438.0 |
|
0.618 |
2,415.5 |
|
0.500 |
2,408.5 |
|
0.382 |
2,401.5 |
|
LOW |
2,379.0 |
|
0.618 |
2,342.5 |
|
1.000 |
2,320.0 |
|
1.618 |
2,283.5 |
|
2.618 |
2,224.5 |
|
4.250 |
2,128.3 |
|
|