| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
4,269.0 |
4,266.0 |
-3.0 |
-0.1% |
4,245.0 |
| High |
4,269.0 |
4,266.0 |
-3.0 |
-0.1% |
4,277.0 |
| Low |
4,252.0 |
4,266.0 |
14.0 |
0.3% |
4,239.0 |
| Close |
4,252.0 |
4,249.0 |
-3.0 |
-0.1% |
4,252.0 |
| Range |
17.0 |
0.0 |
-17.0 |
-100.0% |
38.0 |
| ATR |
26.8 |
25.9 |
-0.9 |
-3.4% |
0.0 |
| Volume |
154 |
6 |
-148 |
-96.1% |
538 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,260.3 |
4,254.7 |
4,249.0 |
|
| R3 |
4,260.3 |
4,254.7 |
4,249.0 |
|
| R2 |
4,260.3 |
4,260.3 |
4,249.0 |
|
| R1 |
4,254.7 |
4,254.7 |
4,249.0 |
4,257.5 |
| PP |
4,260.3 |
4,260.3 |
4,260.3 |
4,261.8 |
| S1 |
4,254.7 |
4,254.7 |
4,249.0 |
4,257.5 |
| S2 |
4,260.3 |
4,260.3 |
4,249.0 |
|
| S3 |
4,260.3 |
4,254.7 |
4,249.0 |
|
| S4 |
4,260.3 |
4,254.7 |
4,249.0 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,370.0 |
4,349.0 |
4,272.9 |
|
| R3 |
4,332.0 |
4,311.0 |
4,262.5 |
|
| R2 |
4,294.0 |
4,294.0 |
4,259.0 |
|
| R1 |
4,273.0 |
4,273.0 |
4,255.5 |
4,283.5 |
| PP |
4,256.0 |
4,256.0 |
4,256.0 |
4,261.3 |
| S1 |
4,235.0 |
4,235.0 |
4,248.5 |
4,245.5 |
| S2 |
4,218.0 |
4,218.0 |
4,245.0 |
|
| S3 |
4,180.0 |
4,197.0 |
4,241.6 |
|
| S4 |
4,142.0 |
4,159.0 |
4,231.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,277.0 |
4,239.0 |
38.0 |
0.9% |
3.4 |
0.1% |
26% |
False |
False |
99 |
| 10 |
4,277.0 |
4,172.0 |
105.0 |
2.5% |
2.5 |
0.1% |
73% |
False |
False |
70 |
| 20 |
4,277.0 |
4,077.0 |
200.0 |
4.7% |
5.0 |
0.1% |
86% |
False |
False |
86 |
| 40 |
4,277.0 |
3,982.0 |
295.0 |
6.9% |
4.3 |
0.1% |
91% |
False |
False |
89 |
| 60 |
4,277.0 |
3,950.0 |
327.0 |
7.7% |
3.6 |
0.1% |
91% |
False |
False |
69 |
| 80 |
4,397.0 |
3,950.0 |
447.0 |
10.5% |
3.8 |
0.1% |
67% |
False |
False |
69 |
| 100 |
4,397.0 |
3,950.0 |
447.0 |
10.5% |
3.1 |
0.1% |
67% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,266.0 |
|
2.618 |
4,266.0 |
|
1.618 |
4,266.0 |
|
1.000 |
4,266.0 |
|
0.618 |
4,266.0 |
|
HIGH |
4,266.0 |
|
0.618 |
4,266.0 |
|
0.500 |
4,266.0 |
|
0.382 |
4,266.0 |
|
LOW |
4,266.0 |
|
0.618 |
4,266.0 |
|
1.000 |
4,266.0 |
|
1.618 |
4,266.0 |
|
2.618 |
4,266.0 |
|
4.250 |
4,266.0 |
|
|