| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,770.75 |
2,779.50 |
8.75 |
0.3% |
2,773.00 |
| High |
2,782.00 |
2,782.00 |
0.00 |
0.0% |
2,794.75 |
| Low |
2,765.00 |
2,765.25 |
0.25 |
0.0% |
2,744.50 |
| Close |
2,773.25 |
2,774.00 |
0.75 |
0.0% |
2,767.75 |
| Range |
17.00 |
16.75 |
-0.25 |
-1.5% |
50.25 |
| ATR |
27.25 |
26.50 |
-0.75 |
-2.8% |
0.00 |
| Volume |
531 |
188 |
-343 |
-64.6% |
348 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.00 |
2,815.75 |
2,783.25 |
|
| R3 |
2,807.25 |
2,799.00 |
2,778.50 |
|
| R2 |
2,790.50 |
2,790.50 |
2,777.00 |
|
| R1 |
2,782.25 |
2,782.25 |
2,775.50 |
2,778.00 |
| PP |
2,773.75 |
2,773.75 |
2,773.75 |
2,771.50 |
| S1 |
2,765.50 |
2,765.50 |
2,772.50 |
2,761.25 |
| S2 |
2,757.00 |
2,757.00 |
2,771.00 |
|
| S3 |
2,740.25 |
2,748.75 |
2,769.50 |
|
| S4 |
2,723.50 |
2,732.00 |
2,764.75 |
|
|
| 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% |
23.50 |
0.9% |
68% |
False |
False |
184 |
| 10 |
2,794.75 |
2,734.75 |
60.00 |
2.2% |
25.00 |
0.9% |
65% |
False |
False |
138 |
| 20 |
2,794.75 |
2,599.75 |
195.00 |
7.0% |
22.75 |
0.8% |
89% |
False |
False |
88 |
| 40 |
2,794.75 |
2,510.25 |
284.50 |
10.3% |
26.25 |
0.9% |
93% |
False |
False |
57 |
| 60 |
2,794.75 |
2,503.75 |
291.00 |
10.5% |
24.50 |
0.9% |
93% |
False |
False |
40 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
21.50 |
0.8% |
94% |
False |
False |
31 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
20.00 |
0.7% |
94% |
False |
False |
25 |
| 120 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
17.50 |
0.6% |
94% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,853.25 |
|
2.618 |
2,825.75 |
|
1.618 |
2,809.00 |
|
1.000 |
2,798.75 |
|
0.618 |
2,792.25 |
|
HIGH |
2,782.00 |
|
0.618 |
2,775.50 |
|
0.500 |
2,773.50 |
|
0.382 |
2,771.75 |
|
LOW |
2,765.25 |
|
0.618 |
2,755.00 |
|
1.000 |
2,748.50 |
|
1.618 |
2,738.25 |
|
2.618 |
2,721.50 |
|
4.250 |
2,694.00 |
|
|