| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,780.25 |
2,770.75 |
-9.50 |
-0.3% |
2,773.00 |
| High |
2,787.75 |
2,782.00 |
-5.75 |
-0.2% |
2,794.75 |
| Low |
2,770.50 |
2,765.00 |
-5.50 |
-0.2% |
2,744.50 |
| Close |
2,775.25 |
2,773.25 |
-2.00 |
-0.1% |
2,767.75 |
| Range |
17.25 |
17.00 |
-0.25 |
-1.4% |
50.25 |
| ATR |
28.04 |
27.25 |
-0.79 |
-2.8% |
0.00 |
| Volume |
43 |
531 |
488 |
1,134.9% |
348 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.50 |
2,815.75 |
2,782.50 |
|
| R3 |
2,807.50 |
2,798.75 |
2,778.00 |
|
| R2 |
2,790.50 |
2,790.50 |
2,776.25 |
|
| R1 |
2,781.75 |
2,781.75 |
2,774.75 |
2,786.00 |
| PP |
2,773.50 |
2,773.50 |
2,773.50 |
2,775.50 |
| S1 |
2,764.75 |
2,764.75 |
2,771.75 |
2,769.00 |
| S2 |
2,756.50 |
2,756.50 |
2,770.25 |
|
| S3 |
2,739.50 |
2,747.75 |
2,768.50 |
|
| S4 |
2,722.50 |
2,730.75 |
2,764.00 |
|
|
| 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 |
2,787.75 |
2,744.50 |
43.25 |
1.6% |
26.00 |
0.9% |
66% |
False |
False |
160 |
| 10 |
2,794.75 |
2,713.00 |
81.75 |
2.9% |
25.00 |
0.9% |
74% |
False |
False |
149 |
| 20 |
2,794.75 |
2,599.75 |
195.00 |
7.0% |
22.00 |
0.8% |
89% |
False |
False |
79 |
| 40 |
2,794.75 |
2,510.25 |
284.50 |
10.3% |
26.25 |
0.9% |
92% |
False |
False |
53 |
| 60 |
2,794.75 |
2,475.50 |
319.25 |
11.5% |
24.25 |
0.9% |
93% |
False |
False |
37 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
21.25 |
0.8% |
94% |
False |
False |
28 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
19.75 |
0.7% |
94% |
False |
False |
23 |
| 120 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
17.50 |
0.6% |
94% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.25 |
|
2.618 |
2,826.50 |
|
1.618 |
2,809.50 |
|
1.000 |
2,799.00 |
|
0.618 |
2,792.50 |
|
HIGH |
2,782.00 |
|
0.618 |
2,775.50 |
|
0.500 |
2,773.50 |
|
0.382 |
2,771.50 |
|
LOW |
2,765.00 |
|
0.618 |
2,754.50 |
|
1.000 |
2,748.00 |
|
1.618 |
2,737.50 |
|
2.618 |
2,720.50 |
|
4.250 |
2,692.75 |
|
|