| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,770.00 |
2,758.75 |
-11.25 |
-0.4% |
2,780.25 |
| High |
2,770.00 |
2,777.50 |
7.50 |
0.3% |
2,787.75 |
| Low |
2,744.00 |
2,739.50 |
-4.50 |
-0.2% |
2,739.50 |
| Close |
2,746.50 |
2,763.50 |
17.00 |
0.6% |
2,763.50 |
| Range |
26.00 |
38.00 |
12.00 |
46.2% |
48.25 |
| ATR |
26.75 |
27.56 |
0.80 |
3.0% |
0.00 |
| Volume |
693 |
425 |
-268 |
-38.7% |
1,880 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.25 |
2,856.75 |
2,784.50 |
|
| R3 |
2,836.25 |
2,818.75 |
2,774.00 |
|
| R2 |
2,798.25 |
2,798.25 |
2,770.50 |
|
| R1 |
2,780.75 |
2,780.75 |
2,767.00 |
2,789.50 |
| PP |
2,760.25 |
2,760.25 |
2,760.25 |
2,764.50 |
| S1 |
2,742.75 |
2,742.75 |
2,760.00 |
2,751.50 |
| S2 |
2,722.25 |
2,722.25 |
2,756.50 |
|
| S3 |
2,684.25 |
2,704.75 |
2,753.00 |
|
| S4 |
2,646.25 |
2,666.75 |
2,742.50 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.25 |
2,884.25 |
2,790.00 |
|
| R3 |
2,860.00 |
2,836.00 |
2,776.75 |
|
| R2 |
2,811.75 |
2,811.75 |
2,772.25 |
|
| R1 |
2,787.75 |
2,787.75 |
2,768.00 |
2,775.50 |
| PP |
2,763.50 |
2,763.50 |
2,763.50 |
2,757.50 |
| S1 |
2,739.50 |
2,739.50 |
2,759.00 |
2,727.50 |
| S2 |
2,715.25 |
2,715.25 |
2,754.75 |
|
| S3 |
2,667.00 |
2,691.25 |
2,750.25 |
|
| S4 |
2,618.75 |
2,643.00 |
2,737.00 |
|
|
| 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 |
2,739.50 |
48.25 |
1.7% |
23.00 |
0.8% |
50% |
False |
True |
376 |
| 10 |
2,794.75 |
2,739.50 |
55.25 |
2.0% |
26.75 |
1.0% |
43% |
False |
True |
222 |
| 20 |
2,794.75 |
2,669.25 |
125.50 |
4.5% |
22.00 |
0.8% |
75% |
False |
False |
143 |
| 40 |
2,794.75 |
2,510.25 |
284.50 |
10.3% |
27.25 |
1.0% |
89% |
False |
False |
84 |
| 60 |
2,794.75 |
2,503.75 |
291.00 |
10.5% |
25.50 |
0.9% |
89% |
False |
False |
59 |
| 80 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
21.75 |
0.8% |
91% |
False |
False |
45 |
| 100 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
20.00 |
0.7% |
91% |
False |
False |
36 |
| 120 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
18.00 |
0.7% |
91% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.00 |
|
2.618 |
2,877.00 |
|
1.618 |
2,839.00 |
|
1.000 |
2,815.50 |
|
0.618 |
2,801.00 |
|
HIGH |
2,777.50 |
|
0.618 |
2,763.00 |
|
0.500 |
2,758.50 |
|
0.382 |
2,754.00 |
|
LOW |
2,739.50 |
|
0.618 |
2,716.00 |
|
1.000 |
2,701.50 |
|
1.618 |
2,678.00 |
|
2.618 |
2,640.00 |
|
4.250 |
2,578.00 |
|
|