| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,701.00 |
2,712.25 |
11.25 |
0.4% |
2,669.25 |
| High |
2,713.50 |
2,721.75 |
8.25 |
0.3% |
2,713.50 |
| Low |
2,701.00 |
2,702.75 |
1.75 |
0.1% |
2,669.25 |
| Close |
2,713.50 |
2,720.50 |
7.00 |
0.3% |
2,713.50 |
| Range |
12.50 |
19.00 |
6.50 |
52.0% |
44.25 |
| ATR |
30.52 |
29.69 |
-0.82 |
-2.7% |
0.00 |
| Volume |
10 |
4 |
-6 |
-60.0% |
47 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.00 |
2,765.25 |
2,731.00 |
|
| R3 |
2,753.00 |
2,746.25 |
2,725.75 |
|
| R2 |
2,734.00 |
2,734.00 |
2,724.00 |
|
| R1 |
2,727.25 |
2,727.25 |
2,722.25 |
2,730.50 |
| PP |
2,715.00 |
2,715.00 |
2,715.00 |
2,716.75 |
| S1 |
2,708.25 |
2,708.25 |
2,718.75 |
2,711.50 |
| S2 |
2,696.00 |
2,696.00 |
2,717.00 |
|
| S3 |
2,677.00 |
2,689.25 |
2,715.25 |
|
| S4 |
2,658.00 |
2,670.25 |
2,710.00 |
|
|
| 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 |
2,721.75 |
2,695.75 |
26.00 |
1.0% |
13.00 |
0.5% |
95% |
True |
False |
8 |
| 10 |
2,721.75 |
2,599.75 |
122.00 |
4.5% |
18.00 |
0.7% |
99% |
True |
False |
8 |
| 20 |
2,721.75 |
2,513.25 |
208.50 |
7.7% |
28.75 |
1.1% |
99% |
True |
False |
27 |
| 40 |
2,721.75 |
2,506.00 |
215.75 |
7.9% |
27.75 |
1.0% |
99% |
True |
False |
18 |
| 60 |
2,721.75 |
2,442.50 |
279.25 |
10.3% |
21.25 |
0.8% |
100% |
True |
False |
13 |
| 80 |
2,732.00 |
2,442.50 |
289.50 |
10.6% |
19.50 |
0.7% |
96% |
False |
False |
10 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.0% |
17.75 |
0.7% |
85% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,802.50 |
|
2.618 |
2,771.50 |
|
1.618 |
2,752.50 |
|
1.000 |
2,740.75 |
|
0.618 |
2,733.50 |
|
HIGH |
2,721.75 |
|
0.618 |
2,714.50 |
|
0.500 |
2,712.25 |
|
0.382 |
2,710.00 |
|
LOW |
2,702.75 |
|
0.618 |
2,691.00 |
|
1.000 |
2,683.75 |
|
1.618 |
2,672.00 |
|
2.618 |
2,653.00 |
|
4.250 |
2,622.00 |
|
|