| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,724.71 |
2,743.88 |
19.17 |
0.7% |
2,686.38 |
| High |
2,739.14 |
2,774.22 |
35.08 |
1.3% |
2,727.31 |
| Low |
2,724.71 |
2,742.82 |
18.11 |
0.7% |
2,681.72 |
| Close |
2,735.47 |
2,768.09 |
32.62 |
1.2% |
2,722.96 |
| Range |
14.43 |
31.40 |
16.97 |
117.6% |
45.59 |
| ATR |
32.52 |
32.97 |
0.44 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.91 |
2,843.40 |
2,785.36 |
|
| R3 |
2,824.51 |
2,812.00 |
2,776.73 |
|
| R2 |
2,793.11 |
2,793.11 |
2,773.85 |
|
| R1 |
2,780.60 |
2,780.60 |
2,770.97 |
2,786.86 |
| PP |
2,761.71 |
2,761.71 |
2,761.71 |
2,764.84 |
| S1 |
2,749.20 |
2,749.20 |
2,765.21 |
2,755.46 |
| S2 |
2,730.31 |
2,730.31 |
2,762.33 |
|
| S3 |
2,698.91 |
2,717.80 |
2,759.46 |
|
| S4 |
2,667.51 |
2,686.40 |
2,750.82 |
|
|
| 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 |
2,774.22 |
2,704.91 |
69.31 |
2.5% |
21.22 |
0.8% |
91% |
True |
False |
|
| 10 |
2,774.22 |
2,657.50 |
116.72 |
4.2% |
21.43 |
0.8% |
95% |
True |
False |
|
| 20 |
2,774.22 |
2,535.04 |
239.18 |
8.6% |
29.24 |
1.1% |
97% |
True |
False |
|
| 40 |
2,774.22 |
2,510.37 |
263.85 |
9.5% |
32.94 |
1.2% |
98% |
True |
False |
|
| 60 |
2,774.22 |
2,443.92 |
330.30 |
11.9% |
34.24 |
1.2% |
98% |
True |
False |
|
| 80 |
2,774.22 |
2,443.92 |
330.30 |
11.9% |
35.10 |
1.3% |
98% |
True |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
12.7% |
35.18 |
1.3% |
92% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
12.7% |
33.00 |
1.2% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,907.67 |
|
2.618 |
2,856.43 |
|
1.618 |
2,825.03 |
|
1.000 |
2,805.62 |
|
0.618 |
2,793.63 |
|
HIGH |
2,774.22 |
|
0.618 |
2,762.23 |
|
0.500 |
2,758.52 |
|
0.382 |
2,754.81 |
|
LOW |
2,742.82 |
|
0.618 |
2,723.41 |
|
1.000 |
2,711.42 |
|
1.618 |
2,692.01 |
|
2.618 |
2,660.61 |
|
4.250 |
2,609.37 |
|
|