| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,701.50 |
2,701.00 |
-0.50 |
0.0% |
2,669.25 |
| High |
2,711.25 |
2,713.50 |
2.25 |
0.1% |
2,713.50 |
| Low |
2,701.50 |
2,701.00 |
-0.50 |
0.0% |
2,669.25 |
| Close |
2,710.25 |
2,713.50 |
3.25 |
0.1% |
2,713.50 |
| Range |
9.75 |
12.50 |
2.75 |
28.2% |
44.25 |
| ATR |
31.90 |
30.52 |
-1.39 |
-4.3% |
0.00 |
| Volume |
2 |
10 |
8 |
400.0% |
47 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.75 |
2,742.75 |
2,720.50 |
|
| R3 |
2,734.25 |
2,730.25 |
2,717.00 |
|
| R2 |
2,721.75 |
2,721.75 |
2,715.75 |
|
| R1 |
2,717.75 |
2,717.75 |
2,714.75 |
2,719.75 |
| PP |
2,709.25 |
2,709.25 |
2,709.25 |
2,710.50 |
| S1 |
2,705.25 |
2,705.25 |
2,712.25 |
2,707.25 |
| S2 |
2,696.75 |
2,696.75 |
2,711.25 |
|
| S3 |
2,684.25 |
2,692.75 |
2,710.00 |
|
| S4 |
2,671.75 |
2,680.25 |
2,706.50 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.50 |
2,816.75 |
2,737.75 |
|
| R3 |
2,787.25 |
2,772.50 |
2,725.75 |
|
| R2 |
2,743.00 |
2,743.00 |
2,721.50 |
|
| R1 |
2,728.25 |
2,728.25 |
2,717.50 |
2,735.50 |
| PP |
2,698.75 |
2,698.75 |
2,698.75 |
2,702.50 |
| S1 |
2,684.00 |
2,684.00 |
2,709.50 |
2,691.50 |
| S2 |
2,654.50 |
2,654.50 |
2,705.50 |
|
| S3 |
2,610.25 |
2,639.75 |
2,701.25 |
|
| S4 |
2,566.00 |
2,595.50 |
2,689.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,713.50 |
2,669.25 |
44.25 |
1.6% |
14.00 |
0.5% |
100% |
True |
False |
9 |
| 10 |
2,713.50 |
2,599.75 |
113.75 |
4.2% |
18.25 |
0.7% |
100% |
True |
False |
11 |
| 20 |
2,713.50 |
2,513.25 |
200.25 |
7.4% |
29.00 |
1.1% |
100% |
True |
False |
27 |
| 40 |
2,713.50 |
2,506.00 |
207.50 |
7.6% |
27.50 |
1.0% |
100% |
True |
False |
18 |
| 60 |
2,713.50 |
2,442.50 |
271.00 |
10.0% |
21.75 |
0.8% |
100% |
True |
False |
12 |
| 80 |
2,732.00 |
2,442.50 |
289.50 |
10.7% |
19.25 |
0.7% |
94% |
False |
False |
10 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.0% |
17.50 |
0.6% |
83% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.50 |
|
2.618 |
2,746.25 |
|
1.618 |
2,733.75 |
|
1.000 |
2,726.00 |
|
0.618 |
2,721.25 |
|
HIGH |
2,713.50 |
|
0.618 |
2,708.75 |
|
0.500 |
2,707.25 |
|
0.382 |
2,705.75 |
|
LOW |
2,701.00 |
|
0.618 |
2,693.25 |
|
1.000 |
2,688.50 |
|
1.618 |
2,680.75 |
|
2.618 |
2,668.25 |
|
4.250 |
2,648.00 |
|
|