Day Change Summary |
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Previous |
Current |
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23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
5,775.0 |
5,726.0 |
-49.0 |
-0.8% |
5,806.5 |
High |
5,775.0 |
5,743.0 |
-32.0 |
-0.6% |
5,822.0 |
Low |
5,723.0 |
5,707.0 |
-16.0 |
-0.3% |
5,707.0 |
Close |
5,747.5 |
5,742.0 |
-5.5 |
-0.1% |
5,742.0 |
Range |
52.0 |
36.0 |
-16.0 |
-30.8% |
115.0 |
ATR |
54.1 |
53.2 |
-1.0 |
-1.8% |
0.0 |
Volume |
16 |
38 |
22 |
137.5% |
195 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,838.5 |
5,826.5 |
5,762.0 |
|
R3 |
5,802.5 |
5,790.5 |
5,752.0 |
|
R2 |
5,766.5 |
5,766.5 |
5,748.5 |
|
R1 |
5,754.5 |
5,754.5 |
5,745.5 |
5,760.5 |
PP |
5,730.5 |
5,730.5 |
5,730.5 |
5,734.0 |
S1 |
5,718.5 |
5,718.5 |
5,738.5 |
5,724.5 |
S2 |
5,694.5 |
5,694.5 |
5,735.5 |
|
S3 |
5,658.5 |
5,682.5 |
5,732.0 |
|
S4 |
5,622.5 |
5,646.5 |
5,722.0 |
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|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,102.0 |
6,037.0 |
5,805.0 |
|
R3 |
5,987.0 |
5,922.0 |
5,773.5 |
|
R2 |
5,872.0 |
5,872.0 |
5,763.0 |
|
R1 |
5,807.0 |
5,807.0 |
5,752.5 |
5,782.0 |
PP |
5,757.0 |
5,757.0 |
5,757.0 |
5,744.5 |
S1 |
5,692.0 |
5,692.0 |
5,731.5 |
5,667.0 |
S2 |
5,642.0 |
5,642.0 |
5,721.0 |
|
S3 |
5,527.0 |
5,577.0 |
5,710.5 |
|
S4 |
5,412.0 |
5,462.0 |
5,679.0 |
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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 |
5,822.0 |
5,707.0 |
115.0 |
2.0% |
39.0 |
0.7% |
30% |
False |
True |
39 |
10 |
5,822.5 |
5,707.0 |
115.5 |
2.0% |
32.0 |
0.6% |
30% |
False |
True |
59 |
20 |
5,825.0 |
5,550.5 |
274.5 |
4.8% |
52.5 |
0.9% |
70% |
False |
False |
45 |
40 |
5,825.0 |
5,420.5 |
404.5 |
7.0% |
43.0 |
0.7% |
79% |
False |
False |
32 |
60 |
5,825.0 |
5,174.5 |
650.5 |
11.3% |
34.0 |
0.6% |
87% |
False |
False |
43 |
80 |
5,825.0 |
5,174.5 |
650.5 |
11.3% |
25.5 |
0.4% |
87% |
False |
False |
40 |
100 |
5,825.0 |
5,174.5 |
650.5 |
11.3% |
21.5 |
0.4% |
87% |
False |
False |
37 |
120 |
5,854.0 |
5,174.5 |
679.5 |
11.8% |
18.5 |
0.3% |
84% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,896.0 |
2.618 |
5,837.0 |
1.618 |
5,801.0 |
1.000 |
5,779.0 |
0.618 |
5,765.0 |
HIGH |
5,743.0 |
0.618 |
5,729.0 |
0.500 |
5,725.0 |
0.382 |
5,721.0 |
LOW |
5,707.0 |
0.618 |
5,685.0 |
1.000 |
5,671.0 |
1.618 |
5,649.0 |
2.618 |
5,613.0 |
4.250 |
5,554.0 |
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