| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
4,341.0 |
4,357.0 |
16.0 |
0.4% |
4,326.0 |
| High |
4,341.0 |
4,357.0 |
16.0 |
0.4% |
4,378.0 |
| Low |
4,337.0 |
4,357.0 |
20.0 |
0.5% |
4,326.0 |
| Close |
4,333.0 |
4,339.0 |
6.0 |
0.1% |
4,333.0 |
| Range |
4.0 |
0.0 |
-4.0 |
-100.0% |
52.0 |
| ATR |
26.7 |
26.5 |
-0.2 |
-0.7% |
0.0 |
| Volume |
333 |
8 |
-325 |
-97.6% |
404 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,351.0 |
4,345.0 |
4,339.0 |
|
| R3 |
4,351.0 |
4,345.0 |
4,339.0 |
|
| R2 |
4,351.0 |
4,351.0 |
4,339.0 |
|
| R1 |
4,345.0 |
4,345.0 |
4,339.0 |
4,348.0 |
| PP |
4,351.0 |
4,351.0 |
4,351.0 |
4,352.5 |
| S1 |
4,345.0 |
4,345.0 |
4,339.0 |
4,348.0 |
| S2 |
4,351.0 |
4,351.0 |
4,339.0 |
|
| S3 |
4,351.0 |
4,345.0 |
4,339.0 |
|
| S4 |
4,351.0 |
4,345.0 |
4,339.0 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,501.7 |
4,469.3 |
4,361.6 |
|
| R3 |
4,449.7 |
4,417.3 |
4,347.3 |
|
| R2 |
4,397.7 |
4,397.7 |
4,342.5 |
|
| R1 |
4,365.3 |
4,365.3 |
4,337.8 |
4,381.5 |
| PP |
4,345.7 |
4,345.7 |
4,345.7 |
4,353.8 |
| S1 |
4,313.3 |
4,313.3 |
4,328.2 |
4,329.5 |
| S2 |
4,293.7 |
4,293.7 |
4,323.5 |
|
| S3 |
4,241.7 |
4,261.3 |
4,318.7 |
|
| S4 |
4,189.7 |
4,209.3 |
4,304.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,378.0 |
4,307.0 |
71.0 |
1.6% |
6.4 |
0.1% |
45% |
False |
False |
89 |
| 10 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
9.4 |
0.2% |
73% |
False |
False |
77 |
| 20 |
4,378.0 |
4,141.0 |
237.0 |
5.5% |
7.1 |
0.2% |
84% |
False |
False |
67 |
| 40 |
4,378.0 |
4,023.0 |
355.0 |
8.2% |
6.2 |
0.1% |
89% |
False |
False |
95 |
| 60 |
4,378.0 |
3,950.0 |
428.0 |
9.9% |
4.2 |
0.1% |
91% |
False |
False |
74 |
| 80 |
4,394.0 |
3,950.0 |
444.0 |
10.2% |
4.6 |
0.1% |
88% |
False |
False |
76 |
| 100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
3.8 |
0.1% |
87% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,357.0 |
|
2.618 |
4,357.0 |
|
1.618 |
4,357.0 |
|
1.000 |
4,357.0 |
|
0.618 |
4,357.0 |
|
HIGH |
4,357.0 |
|
0.618 |
4,357.0 |
|
0.500 |
4,357.0 |
|
0.382 |
4,357.0 |
|
LOW |
4,357.0 |
|
0.618 |
4,357.0 |
|
1.000 |
4,357.0 |
|
1.618 |
4,357.0 |
|
2.618 |
4,357.0 |
|
4.250 |
4,357.0 |
|
|