| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,708.00 |
2,701.50 |
-6.50 |
-0.2% |
2,644.00 |
| High |
2,708.00 |
2,711.25 |
3.25 |
0.1% |
2,674.50 |
| Low |
2,699.25 |
2,701.50 |
2.25 |
0.1% |
2,599.75 |
| Close |
2,699.25 |
2,710.25 |
11.00 |
0.4% |
2,663.50 |
| Range |
8.75 |
9.75 |
1.00 |
11.4% |
74.75 |
| ATR |
33.43 |
31.90 |
-1.53 |
-4.6% |
0.00 |
| Volume |
6 |
2 |
-4 |
-66.7% |
69 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.00 |
2,733.25 |
2,715.50 |
|
| R3 |
2,727.25 |
2,723.50 |
2,713.00 |
|
| R2 |
2,717.50 |
2,717.50 |
2,712.00 |
|
| R1 |
2,713.75 |
2,713.75 |
2,711.25 |
2,715.50 |
| PP |
2,707.75 |
2,707.75 |
2,707.75 |
2,708.50 |
| S1 |
2,704.00 |
2,704.00 |
2,709.25 |
2,706.00 |
| S2 |
2,698.00 |
2,698.00 |
2,708.50 |
|
| S3 |
2,688.25 |
2,694.25 |
2,707.50 |
|
| S4 |
2,678.50 |
2,684.50 |
2,705.00 |
|
|
| 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 |
2,711.25 |
2,628.50 |
82.75 |
3.1% |
20.75 |
0.8% |
99% |
True |
False |
11 |
| 10 |
2,711.25 |
2,570.50 |
140.75 |
5.2% |
23.50 |
0.9% |
99% |
True |
False |
13 |
| 20 |
2,711.25 |
2,513.25 |
198.00 |
7.3% |
30.00 |
1.1% |
99% |
True |
False |
27 |
| 40 |
2,711.25 |
2,506.00 |
205.25 |
7.6% |
27.25 |
1.0% |
100% |
True |
False |
17 |
| 60 |
2,711.25 |
2,442.50 |
268.75 |
9.9% |
21.50 |
0.8% |
100% |
True |
False |
12 |
| 80 |
2,732.00 |
2,442.50 |
289.50 |
10.7% |
19.50 |
0.7% |
92% |
False |
False |
10 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.0% |
17.75 |
0.7% |
82% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.75 |
|
2.618 |
2,736.75 |
|
1.618 |
2,727.00 |
|
1.000 |
2,721.00 |
|
0.618 |
2,717.25 |
|
HIGH |
2,711.25 |
|
0.618 |
2,707.50 |
|
0.500 |
2,706.50 |
|
0.382 |
2,705.25 |
|
LOW |
2,701.50 |
|
0.618 |
2,695.50 |
|
1.000 |
2,691.75 |
|
1.618 |
2,685.75 |
|
2.618 |
2,676.00 |
|
4.250 |
2,660.00 |
|
|