| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,713.00 |
2,734.75 |
21.75 |
0.8% |
2,669.25 |
| High |
2,731.25 |
2,765.00 |
33.75 |
1.2% |
2,713.50 |
| Low |
2,713.00 |
2,734.75 |
21.75 |
0.8% |
2,669.25 |
| Close |
2,731.25 |
2,756.25 |
25.00 |
0.9% |
2,713.50 |
| Range |
18.25 |
30.25 |
12.00 |
65.8% |
44.25 |
| ATR |
28.10 |
28.50 |
0.40 |
1.4% |
0.00 |
| Volume |
298 |
227 |
-71 |
-23.8% |
47 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.75 |
2,829.75 |
2,773.00 |
|
| R3 |
2,812.50 |
2,799.50 |
2,764.50 |
|
| R2 |
2,782.25 |
2,782.25 |
2,761.75 |
|
| R1 |
2,769.25 |
2,769.25 |
2,759.00 |
2,775.75 |
| PP |
2,752.00 |
2,752.00 |
2,752.00 |
2,755.25 |
| S1 |
2,739.00 |
2,739.00 |
2,753.50 |
2,745.50 |
| S2 |
2,721.75 |
2,721.75 |
2,750.75 |
|
| S3 |
2,691.50 |
2,708.75 |
2,748.00 |
|
| S4 |
2,661.25 |
2,678.50 |
2,739.50 |
|
|
| 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 |
2,765.00 |
2,701.00 |
64.00 |
2.3% |
19.50 |
0.7% |
86% |
True |
False |
111 |
| 10 |
2,765.00 |
2,628.50 |
136.50 |
5.0% |
20.00 |
0.7% |
94% |
True |
False |
61 |
| 20 |
2,765.00 |
2,513.25 |
251.75 |
9.1% |
27.00 |
1.0% |
97% |
True |
False |
42 |
| 40 |
2,765.00 |
2,506.00 |
259.00 |
9.4% |
27.25 |
1.0% |
97% |
True |
False |
31 |
| 60 |
2,765.00 |
2,442.50 |
322.50 |
11.7% |
21.50 |
0.8% |
97% |
True |
False |
21 |
| 80 |
2,765.00 |
2,442.50 |
322.50 |
11.7% |
20.25 |
0.7% |
97% |
True |
False |
17 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
11.8% |
18.25 |
0.7% |
96% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.50 |
|
2.618 |
2,844.25 |
|
1.618 |
2,814.00 |
|
1.000 |
2,795.25 |
|
0.618 |
2,783.75 |
|
HIGH |
2,765.00 |
|
0.618 |
2,753.50 |
|
0.500 |
2,750.00 |
|
0.382 |
2,746.25 |
|
LOW |
2,734.75 |
|
0.618 |
2,716.00 |
|
1.000 |
2,704.50 |
|
1.618 |
2,685.75 |
|
2.618 |
2,655.50 |
|
4.250 |
2,606.25 |
|
|