| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,779.50 |
2,764.00 |
-15.50 |
-0.6% |
2,712.25 |
| High |
2,794.75 |
2,782.75 |
-12.00 |
-0.4% |
2,773.00 |
| Low |
2,755.00 |
2,754.25 |
-0.75 |
0.0% |
2,702.75 |
| Close |
2,766.75 |
2,774.00 |
7.25 |
0.3% |
2,768.75 |
| Range |
39.75 |
28.50 |
-11.25 |
-28.3% |
70.25 |
| ATR |
27.87 |
27.92 |
0.04 |
0.2% |
0.00 |
| Volume |
38 |
71 |
33 |
86.8% |
595 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.75 |
2,843.50 |
2,789.75 |
|
| R3 |
2,827.25 |
2,815.00 |
2,781.75 |
|
| R2 |
2,798.75 |
2,798.75 |
2,779.25 |
|
| R1 |
2,786.50 |
2,786.50 |
2,776.50 |
2,792.50 |
| PP |
2,770.25 |
2,770.25 |
2,770.25 |
2,773.50 |
| S1 |
2,758.00 |
2,758.00 |
2,771.50 |
2,764.00 |
| S2 |
2,741.75 |
2,741.75 |
2,768.75 |
|
| S3 |
2,713.25 |
2,729.50 |
2,766.25 |
|
| S4 |
2,684.75 |
2,701.00 |
2,758.25 |
|
|
| 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 |
2,794.75 |
2,734.75 |
60.00 |
2.2% |
26.25 |
0.9% |
65% |
False |
False |
93 |
| 10 |
2,794.75 |
2,701.00 |
93.75 |
3.4% |
21.00 |
0.8% |
78% |
False |
False |
79 |
| 20 |
2,794.75 |
2,538.75 |
256.00 |
9.2% |
24.00 |
0.9% |
92% |
False |
False |
48 |
| 40 |
2,794.75 |
2,506.00 |
288.75 |
10.4% |
27.00 |
1.0% |
93% |
False |
False |
36 |
| 60 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
23.25 |
0.8% |
94% |
False |
False |
25 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
21.00 |
0.8% |
94% |
False |
False |
19 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
19.00 |
0.7% |
94% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.00 |
|
2.618 |
2,857.25 |
|
1.618 |
2,828.75 |
|
1.000 |
2,811.25 |
|
0.618 |
2,800.25 |
|
HIGH |
2,782.75 |
|
0.618 |
2,771.75 |
|
0.500 |
2,768.50 |
|
0.382 |
2,765.25 |
|
LOW |
2,754.25 |
|
0.618 |
2,736.75 |
|
1.000 |
2,725.75 |
|
1.618 |
2,708.25 |
|
2.618 |
2,679.75 |
|
4.250 |
2,633.00 |
|
|