| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
4,350.0 |
4,347.0 |
-3.0 |
-0.1% |
4,326.0 |
| High |
4,350.0 |
4,349.0 |
-1.0 |
0.0% |
4,378.0 |
| Low |
4,350.0 |
4,345.0 |
-5.0 |
-0.1% |
4,326.0 |
| Close |
4,349.0 |
4,354.0 |
5.0 |
0.1% |
4,333.0 |
| Range |
0.0 |
4.0 |
4.0 |
|
52.0 |
| ATR |
25.4 |
23.9 |
-1.5 |
-6.0% |
0.0 |
| Volume |
1 |
227 |
226 |
22,600.0% |
404 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,361.3 |
4,361.7 |
4,356.2 |
|
| R3 |
4,357.3 |
4,357.7 |
4,355.1 |
|
| R2 |
4,353.3 |
4,353.3 |
4,354.7 |
|
| R1 |
4,353.7 |
4,353.7 |
4,354.4 |
4,353.5 |
| PP |
4,349.3 |
4,349.3 |
4,349.3 |
4,349.3 |
| S1 |
4,349.7 |
4,349.7 |
4,353.6 |
4,349.5 |
| S2 |
4,345.3 |
4,345.3 |
4,353.3 |
|
| S3 |
4,341.3 |
4,345.7 |
4,352.9 |
|
| S4 |
4,337.3 |
4,341.7 |
4,351.8 |
|
|
| 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 |
4,337.0 |
41.0 |
0.9% |
1.6 |
0.0% |
41% |
False |
False |
113 |
| 10 |
4,378.0 |
4,235.0 |
143.0 |
3.3% |
8.1 |
0.2% |
83% |
False |
False |
83 |
| 20 |
4,378.0 |
4,172.0 |
206.0 |
4.7% |
5.3 |
0.1% |
88% |
False |
False |
77 |
| 40 |
4,378.0 |
4,031.0 |
347.0 |
8.0% |
5.3 |
0.1% |
93% |
False |
False |
88 |
| 60 |
4,378.0 |
3,950.0 |
428.0 |
9.8% |
4.2 |
0.1% |
94% |
False |
False |
77 |
| 80 |
4,378.0 |
3,950.0 |
428.0 |
9.8% |
4.7 |
0.1% |
94% |
False |
False |
79 |
| 100 |
4,397.0 |
3,950.0 |
447.0 |
10.3% |
3.9 |
0.1% |
90% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,366.0 |
|
2.618 |
4,359.5 |
|
1.618 |
4,355.5 |
|
1.000 |
4,353.0 |
|
0.618 |
4,351.5 |
|
HIGH |
4,349.0 |
|
0.618 |
4,347.5 |
|
0.500 |
4,347.0 |
|
0.382 |
4,346.5 |
|
LOW |
4,345.0 |
|
0.618 |
4,342.5 |
|
1.000 |
4,341.0 |
|
1.618 |
4,338.5 |
|
2.618 |
4,334.5 |
|
4.250 |
4,328.0 |
|
|