| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,779.50 |
2,770.00 |
-9.50 |
-0.3% |
2,773.00 |
| High |
2,782.00 |
2,770.00 |
-12.00 |
-0.4% |
2,794.75 |
| Low |
2,765.25 |
2,744.00 |
-21.25 |
-0.8% |
2,744.50 |
| Close |
2,774.00 |
2,746.50 |
-27.50 |
-1.0% |
2,767.75 |
| Range |
16.75 |
26.00 |
9.25 |
55.2% |
50.25 |
| ATR |
26.50 |
26.75 |
0.25 |
0.9% |
0.00 |
| Volume |
188 |
693 |
505 |
268.6% |
348 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.50 |
2,815.00 |
2,760.75 |
|
| R3 |
2,805.50 |
2,789.00 |
2,753.75 |
|
| R2 |
2,779.50 |
2,779.50 |
2,751.25 |
|
| R1 |
2,763.00 |
2,763.00 |
2,749.00 |
2,758.25 |
| PP |
2,753.50 |
2,753.50 |
2,753.50 |
2,751.00 |
| S1 |
2,737.00 |
2,737.00 |
2,744.00 |
2,732.25 |
| S2 |
2,727.50 |
2,727.50 |
2,741.75 |
|
| S3 |
2,701.50 |
2,711.00 |
2,739.25 |
|
| S4 |
2,675.50 |
2,685.00 |
2,732.25 |
|
|
| 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 |
2,744.00 |
43.75 |
1.6% |
21.00 |
0.8% |
6% |
False |
True |
310 |
| 10 |
2,794.75 |
2,744.00 |
50.75 |
1.8% |
24.50 |
0.9% |
5% |
False |
True |
185 |
| 20 |
2,794.75 |
2,628.50 |
166.25 |
6.1% |
22.25 |
0.8% |
71% |
False |
False |
123 |
| 40 |
2,794.75 |
2,510.25 |
284.50 |
10.4% |
26.50 |
1.0% |
83% |
False |
False |
74 |
| 60 |
2,794.75 |
2,503.75 |
291.00 |
10.6% |
24.75 |
0.9% |
83% |
False |
False |
52 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
21.50 |
0.8% |
86% |
False |
False |
39 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
19.75 |
0.7% |
86% |
False |
False |
32 |
| 120 |
2,794.75 |
2,442.50 |
352.25 |
12.8% |
17.75 |
0.6% |
86% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,880.50 |
|
2.618 |
2,838.00 |
|
1.618 |
2,812.00 |
|
1.000 |
2,796.00 |
|
0.618 |
2,786.00 |
|
HIGH |
2,770.00 |
|
0.618 |
2,760.00 |
|
0.500 |
2,757.00 |
|
0.382 |
2,754.00 |
|
LOW |
2,744.00 |
|
0.618 |
2,728.00 |
|
1.000 |
2,718.00 |
|
1.618 |
2,702.00 |
|
2.618 |
2,676.00 |
|
4.250 |
2,633.50 |
|
|