| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,773.75 |
2,755.50 |
-18.25 |
-0.7% |
2,773.00 |
| High |
2,786.75 |
2,773.00 |
-13.75 |
-0.5% |
2,794.75 |
| Low |
2,748.25 |
2,744.50 |
-3.75 |
-0.1% |
2,744.50 |
| Close |
2,753.75 |
2,767.75 |
14.00 |
0.5% |
2,767.75 |
| Range |
38.50 |
28.50 |
-10.00 |
-26.0% |
50.25 |
| ATR |
28.67 |
28.66 |
-0.01 |
0.0% |
0.00 |
| Volume |
59 |
99 |
40 |
67.8% |
348 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.25 |
2,836.00 |
2,783.50 |
|
| R3 |
2,818.75 |
2,807.50 |
2,775.50 |
|
| R2 |
2,790.25 |
2,790.25 |
2,773.00 |
|
| R1 |
2,779.00 |
2,779.00 |
2,770.25 |
2,784.50 |
| PP |
2,761.75 |
2,761.75 |
2,761.75 |
2,764.50 |
| S1 |
2,750.50 |
2,750.50 |
2,765.25 |
2,756.00 |
| S2 |
2,733.25 |
2,733.25 |
2,762.50 |
|
| S3 |
2,704.75 |
2,722.00 |
2,760.00 |
|
| S4 |
2,676.25 |
2,693.50 |
2,752.00 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.75 |
2,894.00 |
2,795.50 |
|
| R3 |
2,869.50 |
2,843.75 |
2,781.50 |
|
| R2 |
2,819.25 |
2,819.25 |
2,777.00 |
|
| R1 |
2,793.50 |
2,793.50 |
2,772.25 |
2,781.25 |
| PP |
2,769.00 |
2,769.00 |
2,769.00 |
2,763.00 |
| S1 |
2,743.25 |
2,743.25 |
2,763.25 |
2,731.00 |
| S2 |
2,718.75 |
2,718.75 |
2,758.50 |
|
| S3 |
2,668.50 |
2,693.00 |
2,754.00 |
|
| S4 |
2,618.25 |
2,642.75 |
2,740.00 |
|
|
| 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 |
2,744.50 |
50.25 |
1.8% |
30.50 |
1.1% |
46% |
False |
True |
69 |
| 10 |
2,794.75 |
2,702.75 |
92.00 |
3.3% |
25.50 |
0.9% |
71% |
False |
False |
94 |
| 20 |
2,794.75 |
2,599.75 |
195.00 |
7.0% |
21.75 |
0.8% |
86% |
False |
False |
52 |
| 40 |
2,794.75 |
2,510.25 |
284.50 |
10.3% |
27.50 |
1.0% |
91% |
False |
False |
40 |
| 60 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
23.75 |
0.9% |
92% |
False |
False |
28 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
21.75 |
0.8% |
92% |
False |
False |
21 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
19.50 |
0.7% |
92% |
False |
False |
17 |
| 120 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
17.25 |
0.6% |
92% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,894.00 |
|
2.618 |
2,847.50 |
|
1.618 |
2,819.00 |
|
1.000 |
2,801.50 |
|
0.618 |
2,790.50 |
|
HIGH |
2,773.00 |
|
0.618 |
2,762.00 |
|
0.500 |
2,758.75 |
|
0.382 |
2,755.50 |
|
LOW |
2,744.50 |
|
0.618 |
2,727.00 |
|
1.000 |
2,716.00 |
|
1.618 |
2,698.50 |
|
2.618 |
2,670.00 |
|
4.250 |
2,623.50 |
|
|