Day Change Summary |
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Previous |
Current |
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07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
5,743.0 |
5,755.0 |
12.0 |
0.2% |
5,555.0 |
High |
5,775.0 |
5,800.0 |
25.0 |
0.4% |
5,718.0 |
Low |
5,726.5 |
5,749.0 |
22.5 |
0.4% |
5,550.5 |
Close |
5,763.5 |
5,792.0 |
28.5 |
0.5% |
5,712.0 |
Range |
48.5 |
51.0 |
2.5 |
5.2% |
167.5 |
ATR |
67.2 |
66.1 |
-1.2 |
-1.7% |
0.0 |
Volume |
64 |
72 |
8 |
12.5% |
92 |
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Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,933.5 |
5,913.5 |
5,820.0 |
|
R3 |
5,882.5 |
5,862.5 |
5,806.0 |
|
R2 |
5,831.5 |
5,831.5 |
5,801.5 |
|
R1 |
5,811.5 |
5,811.5 |
5,796.5 |
5,821.5 |
PP |
5,780.5 |
5,780.5 |
5,780.5 |
5,785.0 |
S1 |
5,760.5 |
5,760.5 |
5,787.5 |
5,770.5 |
S2 |
5,729.5 |
5,729.5 |
5,782.5 |
|
S3 |
5,678.5 |
5,709.5 |
5,778.0 |
|
S4 |
5,627.5 |
5,658.5 |
5,764.0 |
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Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,162.5 |
6,105.0 |
5,804.0 |
|
R3 |
5,995.0 |
5,937.5 |
5,758.0 |
|
R2 |
5,827.5 |
5,827.5 |
5,742.5 |
|
R1 |
5,770.0 |
5,770.0 |
5,727.5 |
5,799.0 |
PP |
5,660.0 |
5,660.0 |
5,660.0 |
5,674.5 |
S1 |
5,602.5 |
5,602.5 |
5,696.5 |
5,631.0 |
S2 |
5,492.5 |
5,492.5 |
5,681.5 |
|
S3 |
5,325.0 |
5,435.0 |
5,666.0 |
|
S4 |
5,157.5 |
5,267.5 |
5,620.0 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,800.0 |
5,555.0 |
245.0 |
4.2% |
85.0 |
1.5% |
97% |
True |
False |
41 |
10 |
5,800.0 |
5,494.0 |
306.0 |
5.3% |
67.0 |
1.2% |
97% |
True |
False |
25 |
20 |
5,800.0 |
5,420.5 |
379.5 |
6.6% |
54.0 |
0.9% |
98% |
True |
False |
19 |
40 |
5,800.0 |
5,380.0 |
420.0 |
7.3% |
38.5 |
0.7% |
98% |
True |
False |
19 |
60 |
5,800.0 |
5,174.5 |
625.5 |
10.8% |
28.0 |
0.5% |
99% |
True |
False |
37 |
80 |
5,800.0 |
5,174.5 |
625.5 |
10.8% |
21.5 |
0.4% |
99% |
True |
False |
36 |
100 |
5,854.0 |
5,174.5 |
679.5 |
11.7% |
18.5 |
0.3% |
91% |
False |
False |
34 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,017.0 |
2.618 |
5,933.5 |
1.618 |
5,882.5 |
1.000 |
5,851.0 |
0.618 |
5,831.5 |
HIGH |
5,800.0 |
0.618 |
5,780.5 |
0.500 |
5,774.5 |
0.382 |
5,768.5 |
LOW |
5,749.0 |
0.618 |
5,717.5 |
1.000 |
5,698.0 |
1.618 |
5,666.5 |
2.618 |
5,615.5 |
4.250 |
5,532.0 |
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