| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,734.75 |
2,757.50 |
22.75 |
0.8% |
2,712.25 |
| High |
2,765.00 |
2,773.00 |
8.00 |
0.3% |
2,773.00 |
| Low |
2,734.75 |
2,757.50 |
22.75 |
0.8% |
2,702.75 |
| Close |
2,756.25 |
2,768.75 |
12.50 |
0.5% |
2,768.75 |
| Range |
30.25 |
15.50 |
-14.75 |
-48.8% |
70.25 |
| ATR |
28.50 |
27.67 |
-0.84 |
-2.9% |
0.00 |
| Volume |
227 |
48 |
-179 |
-78.9% |
595 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.00 |
2,806.25 |
2,777.25 |
|
| R3 |
2,797.50 |
2,790.75 |
2,773.00 |
|
| R2 |
2,782.00 |
2,782.00 |
2,771.50 |
|
| R1 |
2,775.25 |
2,775.25 |
2,770.25 |
2,778.50 |
| PP |
2,766.50 |
2,766.50 |
2,766.50 |
2,768.00 |
| S1 |
2,759.75 |
2,759.75 |
2,767.25 |
2,763.00 |
| S2 |
2,751.00 |
2,751.00 |
2,766.00 |
|
| S3 |
2,735.50 |
2,744.25 |
2,764.50 |
|
| S4 |
2,720.00 |
2,728.75 |
2,760.25 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.00 |
2,934.00 |
2,807.50 |
|
| R3 |
2,888.75 |
2,863.75 |
2,788.00 |
|
| R2 |
2,818.50 |
2,818.50 |
2,781.75 |
|
| R1 |
2,793.50 |
2,793.50 |
2,775.25 |
2,806.00 |
| PP |
2,748.25 |
2,748.25 |
2,748.25 |
2,754.50 |
| S1 |
2,723.25 |
2,723.25 |
2,762.25 |
2,735.75 |
| S2 |
2,678.00 |
2,678.00 |
2,755.75 |
|
| S3 |
2,607.75 |
2,653.00 |
2,749.50 |
|
| S4 |
2,537.50 |
2,582.75 |
2,730.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,773.00 |
2,702.75 |
70.25 |
2.5% |
20.25 |
0.7% |
94% |
True |
False |
119 |
| 10 |
2,773.00 |
2,669.25 |
103.75 |
3.7% |
17.00 |
0.6% |
96% |
True |
False |
64 |
| 20 |
2,773.00 |
2,513.25 |
259.75 |
9.4% |
25.75 |
0.9% |
98% |
True |
False |
44 |
| 40 |
2,773.00 |
2,506.00 |
267.00 |
9.6% |
26.25 |
0.9% |
98% |
True |
False |
32 |
| 60 |
2,773.00 |
2,442.50 |
330.50 |
11.9% |
21.75 |
0.8% |
99% |
True |
False |
22 |
| 80 |
2,773.00 |
2,442.50 |
330.50 |
11.9% |
20.50 |
0.7% |
99% |
True |
False |
17 |
| 100 |
2,773.00 |
2,442.50 |
330.50 |
11.9% |
18.25 |
0.7% |
99% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,839.00 |
|
2.618 |
2,813.50 |
|
1.618 |
2,798.00 |
|
1.000 |
2,788.50 |
|
0.618 |
2,782.50 |
|
HIGH |
2,773.00 |
|
0.618 |
2,767.00 |
|
0.500 |
2,765.25 |
|
0.382 |
2,763.50 |
|
LOW |
2,757.50 |
|
0.618 |
2,748.00 |
|
1.000 |
2,742.00 |
|
1.618 |
2,732.50 |
|
2.618 |
2,717.00 |
|
4.250 |
2,691.50 |
|
|