| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,757.50 |
2,773.00 |
15.50 |
0.6% |
2,712.25 |
| High |
2,773.00 |
2,777.00 |
4.00 |
0.1% |
2,773.00 |
| Low |
2,757.50 |
2,759.25 |
1.75 |
0.1% |
2,702.75 |
| Close |
2,768.75 |
2,772.75 |
4.00 |
0.1% |
2,768.75 |
| Range |
15.50 |
17.75 |
2.25 |
14.5% |
70.25 |
| ATR |
27.67 |
26.96 |
-0.71 |
-2.6% |
0.00 |
| Volume |
48 |
81 |
33 |
68.8% |
595 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.00 |
2,815.50 |
2,782.50 |
|
| R3 |
2,805.25 |
2,797.75 |
2,777.75 |
|
| R2 |
2,787.50 |
2,787.50 |
2,776.00 |
|
| R1 |
2,780.00 |
2,780.00 |
2,774.50 |
2,775.00 |
| PP |
2,769.75 |
2,769.75 |
2,769.75 |
2,767.00 |
| S1 |
2,762.25 |
2,762.25 |
2,771.00 |
2,757.00 |
| S2 |
2,752.00 |
2,752.00 |
2,769.50 |
|
| S3 |
2,734.25 |
2,744.50 |
2,767.75 |
|
| S4 |
2,716.50 |
2,726.75 |
2,763.00 |
|
|
| 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 |
2,777.00 |
2,713.00 |
64.00 |
2.3% |
20.00 |
0.7% |
93% |
True |
False |
134 |
| 10 |
2,777.00 |
2,695.75 |
81.25 |
2.9% |
16.50 |
0.6% |
95% |
True |
False |
71 |
| 20 |
2,777.00 |
2,513.25 |
263.75 |
9.5% |
23.50 |
0.8% |
98% |
True |
False |
47 |
| 40 |
2,777.00 |
2,506.00 |
271.00 |
9.8% |
26.25 |
1.0% |
98% |
True |
False |
34 |
| 60 |
2,777.00 |
2,442.50 |
334.50 |
12.1% |
22.00 |
0.8% |
99% |
True |
False |
23 |
| 80 |
2,777.00 |
2,442.50 |
334.50 |
12.1% |
20.50 |
0.7% |
99% |
True |
False |
18 |
| 100 |
2,777.00 |
2,442.50 |
334.50 |
12.1% |
18.50 |
0.7% |
99% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,852.50 |
|
2.618 |
2,823.50 |
|
1.618 |
2,805.75 |
|
1.000 |
2,794.75 |
|
0.618 |
2,788.00 |
|
HIGH |
2,777.00 |
|
0.618 |
2,770.25 |
|
0.500 |
2,768.00 |
|
0.382 |
2,766.00 |
|
LOW |
2,759.25 |
|
0.618 |
2,748.25 |
|
1.000 |
2,741.50 |
|
1.618 |
2,730.50 |
|
2.618 |
2,712.75 |
|
4.250 |
2,683.75 |
|
|