| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,669.25 |
2,695.75 |
26.50 |
1.0% |
2,644.00 |
| High |
2,692.75 |
2,711.00 |
18.25 |
0.7% |
2,674.50 |
| Low |
2,669.25 |
2,695.75 |
26.50 |
1.0% |
2,599.75 |
| Close |
2,679.00 |
2,702.50 |
23.50 |
0.9% |
2,663.50 |
| Range |
23.50 |
15.25 |
-8.25 |
-35.1% |
74.75 |
| ATR |
35.59 |
35.33 |
-0.26 |
-0.7% |
0.00 |
| Volume |
10 |
19 |
9 |
90.0% |
69 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.75 |
2,741.00 |
2,711.00 |
|
| R3 |
2,733.50 |
2,725.75 |
2,706.75 |
|
| R2 |
2,718.25 |
2,718.25 |
2,705.25 |
|
| R1 |
2,710.50 |
2,710.50 |
2,704.00 |
2,714.50 |
| PP |
2,703.00 |
2,703.00 |
2,703.00 |
2,705.00 |
| S1 |
2,695.25 |
2,695.25 |
2,701.00 |
2,699.00 |
| S2 |
2,687.75 |
2,687.75 |
2,699.75 |
|
| S3 |
2,672.50 |
2,680.00 |
2,698.25 |
|
| S4 |
2,657.25 |
2,664.75 |
2,694.00 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.25 |
2,841.50 |
2,704.50 |
|
| R3 |
2,795.50 |
2,766.75 |
2,684.00 |
|
| R2 |
2,720.75 |
2,720.75 |
2,677.25 |
|
| R1 |
2,692.00 |
2,692.00 |
2,670.25 |
2,706.50 |
| PP |
2,646.00 |
2,646.00 |
2,646.00 |
2,653.00 |
| S1 |
2,617.25 |
2,617.25 |
2,656.75 |
2,631.50 |
| S2 |
2,571.25 |
2,571.25 |
2,649.75 |
|
| S3 |
2,496.50 |
2,542.50 |
2,643.00 |
|
| S4 |
2,421.75 |
2,467.75 |
2,622.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,711.00 |
2,599.75 |
111.25 |
4.1% |
24.00 |
0.9% |
92% |
True |
False |
12 |
| 10 |
2,711.00 |
2,513.25 |
197.75 |
7.3% |
28.50 |
1.1% |
96% |
True |
False |
20 |
| 20 |
2,711.00 |
2,510.25 |
200.75 |
7.4% |
31.25 |
1.2% |
96% |
True |
False |
27 |
| 40 |
2,711.00 |
2,506.00 |
205.00 |
7.6% |
27.00 |
1.0% |
96% |
True |
False |
17 |
| 60 |
2,711.00 |
2,442.50 |
268.50 |
9.9% |
22.00 |
0.8% |
97% |
True |
False |
12 |
| 80 |
2,732.00 |
2,442.50 |
289.50 |
10.7% |
20.00 |
0.7% |
90% |
False |
False |
10 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.0% |
17.50 |
0.7% |
80% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,775.75 |
|
2.618 |
2,751.00 |
|
1.618 |
2,735.75 |
|
1.000 |
2,726.25 |
|
0.618 |
2,720.50 |
|
HIGH |
2,711.00 |
|
0.618 |
2,705.25 |
|
0.500 |
2,703.50 |
|
0.382 |
2,701.50 |
|
LOW |
2,695.75 |
|
0.618 |
2,686.25 |
|
1.000 |
2,680.50 |
|
1.618 |
2,671.00 |
|
2.618 |
2,655.75 |
|
4.250 |
2,631.00 |
|
|