| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,905.5 |
6,953.0 |
47.5 |
0.7% |
6,757.5 |
| High |
6,988.5 |
6,968.5 |
-20.0 |
-0.3% |
6,885.0 |
| Low |
6,902.0 |
6,918.5 |
16.5 |
0.2% |
6,554.5 |
| Close |
6,963.5 |
6,961.0 |
-2.5 |
0.0% |
6,867.0 |
| Range |
86.5 |
50.0 |
-36.5 |
-42.2% |
330.5 |
| ATR |
145.1 |
138.3 |
-6.8 |
-4.7% |
0.0 |
| Volume |
182 |
106 |
-76 |
-41.8% |
2,394 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,099.3 |
7,080.2 |
6,988.5 |
|
| R3 |
7,049.3 |
7,030.2 |
6,974.8 |
|
| R2 |
6,999.3 |
6,999.3 |
6,970.2 |
|
| R1 |
6,980.2 |
6,980.2 |
6,965.6 |
6,989.8 |
| PP |
6,949.3 |
6,949.3 |
6,949.3 |
6,954.1 |
| S1 |
6,930.2 |
6,930.2 |
6,956.4 |
6,939.8 |
| S2 |
6,899.3 |
6,899.3 |
6,951.8 |
|
| S3 |
6,849.3 |
6,880.2 |
6,947.3 |
|
| S4 |
6,799.3 |
6,830.2 |
6,933.5 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,760.3 |
7,644.2 |
7,048.8 |
|
| R3 |
7,429.8 |
7,313.7 |
6,957.9 |
|
| R2 |
7,099.3 |
7,099.3 |
6,927.6 |
|
| R1 |
6,983.2 |
6,983.2 |
6,897.3 |
7,041.3 |
| PP |
6,768.8 |
6,768.8 |
6,768.8 |
6,797.9 |
| S1 |
6,652.7 |
6,652.7 |
6,836.7 |
6,710.8 |
| S2 |
6,438.3 |
6,438.3 |
6,806.4 |
|
| S3 |
6,107.8 |
6,322.2 |
6,776.1 |
|
| S4 |
5,777.3 |
5,991.7 |
6,685.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,988.5 |
6,554.5 |
434.0 |
6.2% |
158.9 |
2.3% |
94% |
False |
False |
294 |
| 10 |
6,988.5 |
6,337.5 |
651.0 |
9.4% |
157.8 |
2.3% |
96% |
False |
False |
425 |
| 20 |
6,988.5 |
6,320.0 |
668.5 |
9.6% |
137.3 |
2.0% |
96% |
False |
False |
519 |
| 40 |
6,988.5 |
6,086.0 |
902.5 |
13.0% |
122.5 |
1.8% |
97% |
False |
False |
996 |
| 60 |
6,988.5 |
5,924.0 |
1,064.5 |
15.3% |
121.9 |
1.8% |
97% |
False |
False |
1,178 |
| 80 |
6,988.5 |
5,924.0 |
1,064.5 |
15.3% |
117.1 |
1.7% |
97% |
False |
False |
900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,181.0 |
|
2.618 |
7,099.4 |
|
1.618 |
7,049.4 |
|
1.000 |
7,018.5 |
|
0.618 |
6,999.4 |
|
HIGH |
6,968.5 |
|
0.618 |
6,949.4 |
|
0.500 |
6,943.5 |
|
0.382 |
6,937.6 |
|
LOW |
6,918.5 |
|
0.618 |
6,887.6 |
|
1.000 |
6,868.5 |
|
1.618 |
6,837.6 |
|
2.618 |
6,787.6 |
|
4.250 |
6,706.0 |
|
|