| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,712.25 |
2,722.00 |
9.75 |
0.4% |
2,669.25 |
| High |
2,721.75 |
2,735.50 |
13.75 |
0.5% |
2,713.50 |
| Low |
2,702.75 |
2,717.50 |
14.75 |
0.5% |
2,669.25 |
| Close |
2,720.50 |
2,719.50 |
-1.00 |
0.0% |
2,713.50 |
| Range |
19.00 |
18.00 |
-1.00 |
-5.3% |
44.25 |
| ATR |
29.69 |
28.86 |
-0.84 |
-2.8% |
0.00 |
| Volume |
4 |
18 |
14 |
350.0% |
47 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.25 |
2,766.75 |
2,729.50 |
|
| R3 |
2,760.25 |
2,748.75 |
2,724.50 |
|
| R2 |
2,742.25 |
2,742.25 |
2,722.75 |
|
| R1 |
2,730.75 |
2,730.75 |
2,721.25 |
2,727.50 |
| PP |
2,724.25 |
2,724.25 |
2,724.25 |
2,722.50 |
| S1 |
2,712.75 |
2,712.75 |
2,717.75 |
2,709.50 |
| S2 |
2,706.25 |
2,706.25 |
2,716.25 |
|
| S3 |
2,688.25 |
2,694.75 |
2,714.50 |
|
| S4 |
2,670.25 |
2,676.75 |
2,709.50 |
|
|
| 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 |
2,735.50 |
2,699.25 |
36.25 |
1.3% |
13.50 |
0.5% |
56% |
True |
False |
8 |
| 10 |
2,735.50 |
2,599.75 |
135.75 |
5.0% |
18.75 |
0.7% |
88% |
True |
False |
10 |
| 20 |
2,735.50 |
2,513.25 |
222.25 |
8.2% |
27.50 |
1.0% |
93% |
True |
False |
28 |
| 40 |
2,735.50 |
2,506.00 |
229.50 |
8.4% |
27.00 |
1.0% |
93% |
True |
False |
18 |
| 60 |
2,735.50 |
2,442.50 |
293.00 |
10.8% |
21.00 |
0.8% |
95% |
True |
False |
13 |
| 80 |
2,735.50 |
2,442.50 |
293.00 |
10.8% |
19.75 |
0.7% |
95% |
True |
False |
10 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.0% |
18.00 |
0.7% |
85% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.00 |
|
2.618 |
2,782.50 |
|
1.618 |
2,764.50 |
|
1.000 |
2,753.50 |
|
0.618 |
2,746.50 |
|
HIGH |
2,735.50 |
|
0.618 |
2,728.50 |
|
0.500 |
2,726.50 |
|
0.382 |
2,724.50 |
|
LOW |
2,717.50 |
|
0.618 |
2,706.50 |
|
1.000 |
2,699.50 |
|
1.618 |
2,688.50 |
|
2.618 |
2,670.50 |
|
4.250 |
2,641.00 |
|
|