| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,722.00 |
2,713.00 |
-9.00 |
-0.3% |
2,669.25 |
| High |
2,735.50 |
2,731.25 |
-4.25 |
-0.2% |
2,713.50 |
| Low |
2,717.50 |
2,713.00 |
-4.50 |
-0.2% |
2,669.25 |
| Close |
2,719.50 |
2,731.25 |
11.75 |
0.4% |
2,713.50 |
| Range |
18.00 |
18.25 |
0.25 |
1.4% |
44.25 |
| ATR |
28.86 |
28.10 |
-0.76 |
-2.6% |
0.00 |
| Volume |
18 |
298 |
280 |
1,555.6% |
47 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.00 |
2,773.75 |
2,741.25 |
|
| R3 |
2,761.75 |
2,755.50 |
2,736.25 |
|
| R2 |
2,743.50 |
2,743.50 |
2,734.50 |
|
| R1 |
2,737.25 |
2,737.25 |
2,733.00 |
2,740.50 |
| PP |
2,725.25 |
2,725.25 |
2,725.25 |
2,726.75 |
| S1 |
2,719.00 |
2,719.00 |
2,729.50 |
2,722.00 |
| S2 |
2,707.00 |
2,707.00 |
2,728.00 |
|
| S3 |
2,688.75 |
2,700.75 |
2,726.25 |
|
| S4 |
2,670.50 |
2,682.50 |
2,721.25 |
|
|
| 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 |
2,701.00 |
34.50 |
1.3% |
15.50 |
0.6% |
88% |
False |
False |
66 |
| 10 |
2,735.50 |
2,599.75 |
135.75 |
5.0% |
20.25 |
0.7% |
97% |
False |
False |
39 |
| 20 |
2,735.50 |
2,513.25 |
222.25 |
8.1% |
26.25 |
1.0% |
98% |
False |
False |
42 |
| 40 |
2,735.50 |
2,506.00 |
229.50 |
8.4% |
27.00 |
1.0% |
98% |
False |
False |
25 |
| 60 |
2,735.50 |
2,442.50 |
293.00 |
10.7% |
21.50 |
0.8% |
99% |
False |
False |
18 |
| 80 |
2,735.50 |
2,442.50 |
293.00 |
10.7% |
20.00 |
0.7% |
99% |
False |
False |
14 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
11.9% |
18.00 |
0.7% |
89% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.75 |
|
2.618 |
2,779.00 |
|
1.618 |
2,760.75 |
|
1.000 |
2,749.50 |
|
0.618 |
2,742.50 |
|
HIGH |
2,731.25 |
|
0.618 |
2,724.25 |
|
0.500 |
2,722.00 |
|
0.382 |
2,720.00 |
|
LOW |
2,713.00 |
|
0.618 |
2,701.75 |
|
1.000 |
2,694.75 |
|
1.618 |
2,683.50 |
|
2.618 |
2,665.25 |
|
4.250 |
2,635.50 |
|
|