| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,392.0 |
2,429.0 |
37.0 |
1.5% |
2,305.0 |
| High |
2,438.0 |
2,429.0 |
-9.0 |
-0.4% |
2,361.0 |
| Low |
2,379.0 |
2,401.0 |
22.0 |
0.9% |
2,235.0 |
| Close |
2,424.0 |
2,419.0 |
-5.0 |
-0.2% |
2,354.0 |
| Range |
59.0 |
28.0 |
-31.0 |
-52.5% |
126.0 |
| ATR |
57.8 |
55.6 |
-2.1 |
-3.7% |
0.0 |
| Volume |
299 |
133 |
-166 |
-55.5% |
10,689 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.3 |
2,487.7 |
2,434.4 |
|
| R3 |
2,472.3 |
2,459.7 |
2,426.7 |
|
| R2 |
2,444.3 |
2,444.3 |
2,424.1 |
|
| R1 |
2,431.7 |
2,431.7 |
2,421.6 |
2,424.0 |
| PP |
2,416.3 |
2,416.3 |
2,416.3 |
2,412.5 |
| S1 |
2,403.7 |
2,403.7 |
2,416.4 |
2,396.0 |
| S2 |
2,388.3 |
2,388.3 |
2,413.9 |
|
| S3 |
2,360.3 |
2,375.7 |
2,411.3 |
|
| S4 |
2,332.3 |
2,347.7 |
2,403.6 |
|
|
| 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% |
74.4 |
3.1% |
91% |
False |
False |
319 |
| 10 |
2,438.0 |
2,130.0 |
308.0 |
12.7% |
67.0 |
2.8% |
94% |
False |
False |
2,932 |
| 20 |
2,438.0 |
2,115.0 |
323.0 |
13.4% |
51.9 |
2.1% |
94% |
False |
False |
7,746 |
| 40 |
2,438.0 |
2,098.0 |
340.0 |
14.1% |
47.7 |
2.0% |
94% |
False |
False |
8,224 |
| 60 |
2,438.0 |
2,016.0 |
422.0 |
17.4% |
46.3 |
1.9% |
95% |
False |
False |
7,912 |
| 80 |
2,438.0 |
2,016.0 |
422.0 |
17.4% |
46.9 |
1.9% |
95% |
False |
False |
6,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,548.0 |
|
2.618 |
2,502.3 |
|
1.618 |
2,474.3 |
|
1.000 |
2,457.0 |
|
0.618 |
2,446.3 |
|
HIGH |
2,429.0 |
|
0.618 |
2,418.3 |
|
0.500 |
2,415.0 |
|
0.382 |
2,411.7 |
|
LOW |
2,401.0 |
|
0.618 |
2,383.7 |
|
1.000 |
2,373.0 |
|
1.618 |
2,355.7 |
|
2.618 |
2,327.7 |
|
4.250 |
2,282.0 |
|
|