| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,712.97 |
2,710.55 |
-2.42 |
-0.1% |
2,686.38 |
| High |
2,724.43 |
2,722.96 |
-1.47 |
-0.1% |
2,727.31 |
| Low |
2,708.24 |
2,704.91 |
-3.33 |
-0.1% |
2,681.72 |
| Close |
2,719.61 |
2,722.96 |
3.35 |
0.1% |
2,722.96 |
| Range |
16.19 |
18.05 |
1.86 |
11.5% |
45.59 |
| ATR |
37.33 |
35.95 |
-1.38 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.09 |
2,765.08 |
2,732.89 |
|
| R3 |
2,753.04 |
2,747.03 |
2,727.92 |
|
| R2 |
2,734.99 |
2,734.99 |
2,726.27 |
|
| R1 |
2,728.98 |
2,728.98 |
2,724.61 |
2,731.99 |
| PP |
2,716.94 |
2,716.94 |
2,716.94 |
2,718.45 |
| S1 |
2,710.93 |
2,710.93 |
2,721.31 |
2,713.94 |
| S2 |
2,698.89 |
2,698.89 |
2,719.65 |
|
| S3 |
2,680.84 |
2,692.88 |
2,718.00 |
|
| S4 |
2,662.79 |
2,674.83 |
2,713.03 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.43 |
2,830.79 |
2,748.03 |
|
| R3 |
2,801.84 |
2,785.20 |
2,735.50 |
|
| R2 |
2,756.25 |
2,756.25 |
2,731.32 |
|
| R1 |
2,739.61 |
2,739.61 |
2,727.14 |
2,747.93 |
| PP |
2,710.66 |
2,710.66 |
2,710.66 |
2,714.83 |
| S1 |
2,694.02 |
2,694.02 |
2,718.78 |
2,702.34 |
| S2 |
2,665.07 |
2,665.07 |
2,714.60 |
|
| S3 |
2,619.48 |
2,648.43 |
2,710.42 |
|
| S4 |
2,573.89 |
2,602.84 |
2,697.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,727.31 |
2,681.72 |
45.59 |
1.7% |
19.84 |
0.7% |
90% |
False |
False |
|
| 10 |
2,727.31 |
2,606.87 |
120.44 |
4.4% |
25.23 |
0.9% |
96% |
False |
False |
|
| 20 |
2,727.31 |
2,535.04 |
192.27 |
7.1% |
31.71 |
1.2% |
98% |
False |
False |
|
| 40 |
2,727.31 |
2,510.37 |
216.94 |
8.0% |
33.98 |
1.2% |
98% |
False |
False |
|
| 60 |
2,727.31 |
2,443.92 |
283.39 |
10.4% |
36.36 |
1.3% |
98% |
False |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.5% |
35.98 |
1.3% |
89% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
35.18 |
1.3% |
79% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.9% |
33.05 |
1.2% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.67 |
|
2.618 |
2,770.21 |
|
1.618 |
2,752.16 |
|
1.000 |
2,741.01 |
|
0.618 |
2,734.11 |
|
HIGH |
2,722.96 |
|
0.618 |
2,716.06 |
|
0.500 |
2,713.94 |
|
0.382 |
2,711.81 |
|
LOW |
2,704.91 |
|
0.618 |
2,693.76 |
|
1.000 |
2,686.86 |
|
1.618 |
2,675.71 |
|
2.618 |
2,657.66 |
|
4.250 |
2,628.20 |
|
|