| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
4,307.0 |
4,326.0 |
19.0 |
0.4% |
4,266.0 |
| High |
4,317.0 |
4,344.0 |
27.0 |
0.6% |
4,317.0 |
| Low |
4,307.0 |
4,326.0 |
19.0 |
0.4% |
4,235.0 |
| Close |
4,330.0 |
4,349.0 |
19.0 |
0.4% |
4,330.0 |
| Range |
10.0 |
18.0 |
8.0 |
80.0% |
82.0 |
| ATR |
25.9 |
25.3 |
-0.6 |
-2.2% |
0.0 |
| Volume |
36 |
71 |
35 |
97.2% |
204 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,393.7 |
4,389.3 |
4,358.9 |
|
| R3 |
4,375.7 |
4,371.3 |
4,354.0 |
|
| R2 |
4,357.7 |
4,357.7 |
4,352.3 |
|
| R1 |
4,353.3 |
4,353.3 |
4,350.7 |
4,355.5 |
| PP |
4,339.7 |
4,339.7 |
4,339.7 |
4,340.8 |
| S1 |
4,335.3 |
4,335.3 |
4,347.4 |
4,337.5 |
| S2 |
4,321.7 |
4,321.7 |
4,345.7 |
|
| S3 |
4,303.7 |
4,317.3 |
4,344.1 |
|
| S4 |
4,285.7 |
4,299.3 |
4,339.1 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,540.0 |
4,517.0 |
4,375.1 |
|
| R3 |
4,458.0 |
4,435.0 |
4,352.6 |
|
| R2 |
4,376.0 |
4,376.0 |
4,345.0 |
|
| R1 |
4,353.0 |
4,353.0 |
4,337.5 |
4,364.5 |
| PP |
4,294.0 |
4,294.0 |
4,294.0 |
4,299.8 |
| S1 |
4,271.0 |
4,271.0 |
4,322.5 |
4,282.5 |
| S2 |
4,212.0 |
4,212.0 |
4,315.0 |
|
| S3 |
4,130.0 |
4,189.0 |
4,307.5 |
|
| S4 |
4,048.0 |
4,107.0 |
4,284.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,344.0 |
4,235.0 |
109.0 |
2.5% |
14.6 |
0.3% |
105% |
True |
False |
53 |
| 10 |
4,344.0 |
4,235.0 |
109.0 |
2.5% |
9.0 |
0.2% |
105% |
True |
False |
76 |
| 20 |
4,344.0 |
4,077.0 |
267.0 |
6.1% |
6.9 |
0.2% |
102% |
True |
False |
64 |
| 40 |
4,344.0 |
3,982.0 |
362.0 |
8.3% |
6.1 |
0.1% |
101% |
True |
False |
87 |
| 60 |
4,344.0 |
3,950.0 |
394.0 |
9.1% |
4.6 |
0.1% |
101% |
True |
False |
71 |
| 80 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
4.6 |
0.1% |
89% |
False |
False |
71 |
| 100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
3.8 |
0.1% |
89% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,420.5 |
|
2.618 |
4,391.1 |
|
1.618 |
4,373.1 |
|
1.000 |
4,362.0 |
|
0.618 |
4,355.1 |
|
HIGH |
4,344.0 |
|
0.618 |
4,337.1 |
|
0.500 |
4,335.0 |
|
0.382 |
4,332.9 |
|
LOW |
4,326.0 |
|
0.618 |
4,314.9 |
|
1.000 |
4,308.0 |
|
1.618 |
4,296.9 |
|
2.618 |
4,278.9 |
|
4.250 |
4,249.5 |
|
|