| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,764.00 |
2,773.75 |
9.75 |
0.4% |
2,712.25 |
| High |
2,782.75 |
2,786.75 |
4.00 |
0.1% |
2,773.00 |
| Low |
2,754.25 |
2,748.25 |
-6.00 |
-0.2% |
2,702.75 |
| Close |
2,774.00 |
2,753.75 |
-20.25 |
-0.7% |
2,768.75 |
| Range |
28.50 |
38.50 |
10.00 |
35.1% |
70.25 |
| ATR |
27.92 |
28.67 |
0.76 |
2.7% |
0.00 |
| Volume |
71 |
59 |
-12 |
-16.9% |
595 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.50 |
2,854.50 |
2,775.00 |
|
| R3 |
2,840.00 |
2,816.00 |
2,764.25 |
|
| R2 |
2,801.50 |
2,801.50 |
2,760.75 |
|
| R1 |
2,777.50 |
2,777.50 |
2,757.25 |
2,770.25 |
| PP |
2,763.00 |
2,763.00 |
2,763.00 |
2,759.25 |
| S1 |
2,739.00 |
2,739.00 |
2,750.25 |
2,731.75 |
| S2 |
2,724.50 |
2,724.50 |
2,746.75 |
|
| S3 |
2,686.00 |
2,700.50 |
2,743.25 |
|
| S4 |
2,647.50 |
2,662.00 |
2,732.50 |
|
|
| 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 |
2,748.25 |
46.50 |
1.7% |
28.00 |
1.0% |
12% |
False |
True |
59 |
| 10 |
2,794.75 |
2,701.00 |
93.75 |
3.4% |
23.75 |
0.9% |
56% |
False |
False |
85 |
| 20 |
2,794.75 |
2,570.50 |
224.25 |
8.1% |
23.50 |
0.9% |
82% |
False |
False |
49 |
| 40 |
2,794.75 |
2,506.00 |
288.75 |
10.5% |
27.50 |
1.0% |
86% |
False |
False |
37 |
| 60 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
23.50 |
0.9% |
88% |
False |
False |
26 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
21.50 |
0.8% |
88% |
False |
False |
20 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
19.50 |
0.7% |
88% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.50 |
|
2.618 |
2,887.50 |
|
1.618 |
2,849.00 |
|
1.000 |
2,825.25 |
|
0.618 |
2,810.50 |
|
HIGH |
2,786.75 |
|
0.618 |
2,772.00 |
|
0.500 |
2,767.50 |
|
0.382 |
2,763.00 |
|
LOW |
2,748.25 |
|
0.618 |
2,724.50 |
|
1.000 |
2,709.75 |
|
1.618 |
2,686.00 |
|
2.618 |
2,647.50 |
|
4.250 |
2,584.50 |
|
|