| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,754.43 |
2,792.00 |
37.57 |
1.4% |
2,777.71 |
| High |
2,785.34 |
2,794.27 |
8.93 |
0.3% |
2,802.91 |
| Low |
2,750.64 |
2,777.36 |
26.72 |
1.0% |
2,750.64 |
| Close |
2,778.05 |
2,782.55 |
4.50 |
0.2% |
2,778.05 |
| Range |
34.70 |
16.91 |
-17.79 |
-51.3% |
52.27 |
| ATR |
31.27 |
30.24 |
-1.03 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.46 |
2,825.91 |
2,791.85 |
|
| R3 |
2,818.55 |
2,809.00 |
2,787.20 |
|
| R2 |
2,801.64 |
2,801.64 |
2,785.65 |
|
| R1 |
2,792.09 |
2,792.09 |
2,784.10 |
2,788.41 |
| PP |
2,784.73 |
2,784.73 |
2,784.73 |
2,782.89 |
| S1 |
2,775.18 |
2,775.18 |
2,781.00 |
2,771.50 |
| S2 |
2,767.82 |
2,767.82 |
2,779.45 |
|
| S3 |
2,750.91 |
2,758.27 |
2,777.90 |
|
| S4 |
2,734.00 |
2,741.36 |
2,773.25 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.01 |
2,908.30 |
2,806.80 |
|
| R3 |
2,881.74 |
2,856.03 |
2,792.42 |
|
| R2 |
2,829.47 |
2,829.47 |
2,787.63 |
|
| R1 |
2,803.76 |
2,803.76 |
2,782.84 |
2,816.62 |
| PP |
2,777.20 |
2,777.20 |
2,777.20 |
2,783.63 |
| S1 |
2,751.49 |
2,751.49 |
2,773.26 |
2,764.35 |
| S2 |
2,724.93 |
2,724.93 |
2,768.47 |
|
| S3 |
2,672.66 |
2,699.22 |
2,763.68 |
|
| S4 |
2,620.39 |
2,646.95 |
2,749.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,802.91 |
2,750.64 |
52.27 |
1.9% |
29.67 |
1.1% |
61% |
False |
False |
|
| 10 |
2,802.91 |
2,721.12 |
81.79 |
2.9% |
24.65 |
0.9% |
75% |
False |
False |
|
| 20 |
2,802.91 |
2,606.87 |
196.04 |
7.0% |
24.56 |
0.9% |
90% |
False |
False |
|
| 40 |
2,802.91 |
2,522.89 |
280.02 |
10.1% |
30.41 |
1.1% |
93% |
False |
False |
|
| 60 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
32.97 |
1.2% |
94% |
False |
False |
|
| 80 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
34.85 |
1.3% |
94% |
False |
False |
|
| 100 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
34.83 |
1.3% |
94% |
False |
False |
|
| 120 |
2,802.91 |
2,443.92 |
358.99 |
12.9% |
33.28 |
1.2% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.14 |
|
2.618 |
2,838.54 |
|
1.618 |
2,821.63 |
|
1.000 |
2,811.18 |
|
0.618 |
2,804.72 |
|
HIGH |
2,794.27 |
|
0.618 |
2,787.81 |
|
0.500 |
2,785.82 |
|
0.382 |
2,783.82 |
|
LOW |
2,777.36 |
|
0.618 |
2,766.91 |
|
1.000 |
2,760.45 |
|
1.618 |
2,750.00 |
|
2.618 |
2,733.09 |
|
4.250 |
2,705.49 |
|
|