| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
5,589.0 |
5,699.5 |
110.5 |
2.0% |
5,555.0 |
| High |
5,718.0 |
5,751.5 |
33.5 |
0.6% |
5,718.0 |
| Low |
5,589.0 |
5,699.5 |
110.5 |
2.0% |
5,550.5 |
| Close |
5,712.0 |
5,738.5 |
26.5 |
0.5% |
5,712.0 |
| Range |
129.0 |
52.0 |
-77.0 |
-59.7% |
167.5 |
| ATR |
70.0 |
68.7 |
-1.3 |
-1.8% |
0.0 |
| Volume |
44 |
6 |
-38 |
-86.4% |
92 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,886.0 |
5,864.0 |
5,767.0 |
|
| R3 |
5,834.0 |
5,812.0 |
5,753.0 |
|
| R2 |
5,782.0 |
5,782.0 |
5,748.0 |
|
| R1 |
5,760.0 |
5,760.0 |
5,743.5 |
5,771.0 |
| PP |
5,730.0 |
5,730.0 |
5,730.0 |
5,735.0 |
| S1 |
5,708.0 |
5,708.0 |
5,733.5 |
5,719.0 |
| S2 |
5,678.0 |
5,678.0 |
5,729.0 |
|
| S3 |
5,626.0 |
5,656.0 |
5,724.0 |
|
| S4 |
5,574.0 |
5,604.0 |
5,710.0 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,162.5 |
6,105.0 |
5,804.0 |
|
| R3 |
5,995.0 |
5,937.5 |
5,758.0 |
|
| R2 |
5,827.5 |
5,827.5 |
5,742.5 |
|
| R1 |
5,770.0 |
5,770.0 |
5,727.5 |
5,799.0 |
| PP |
5,660.0 |
5,660.0 |
5,660.0 |
5,674.5 |
| S1 |
5,602.5 |
5,602.5 |
5,696.5 |
5,631.0 |
| S2 |
5,492.5 |
5,492.5 |
5,681.5 |
|
| S3 |
5,325.0 |
5,435.0 |
5,666.0 |
|
| S4 |
5,157.5 |
5,267.5 |
5,620.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,751.5 |
5,550.5 |
201.0 |
3.5% |
99.5 |
1.7% |
94% |
True |
False |
19 |
| 10 |
5,751.5 |
5,420.5 |
331.0 |
5.8% |
63.5 |
1.1% |
96% |
True |
False |
14 |
| 20 |
5,751.5 |
5,420.5 |
331.0 |
5.8% |
52.0 |
0.9% |
96% |
True |
False |
13 |
| 40 |
5,751.5 |
5,367.0 |
384.5 |
6.7% |
37.5 |
0.7% |
97% |
True |
False |
25 |
| 60 |
5,751.5 |
5,174.5 |
577.0 |
10.1% |
26.0 |
0.5% |
98% |
True |
False |
36 |
| 80 |
5,751.5 |
5,174.5 |
577.0 |
10.1% |
20.5 |
0.4% |
98% |
True |
False |
35 |
| 100 |
5,854.0 |
5,174.5 |
679.5 |
11.8% |
17.5 |
0.3% |
83% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,972.5 |
|
2.618 |
5,887.5 |
|
1.618 |
5,835.5 |
|
1.000 |
5,803.5 |
|
0.618 |
5,783.5 |
|
HIGH |
5,751.5 |
|
0.618 |
5,731.5 |
|
0.500 |
5,725.5 |
|
0.382 |
5,719.5 |
|
LOW |
5,699.5 |
|
0.618 |
5,667.5 |
|
1.000 |
5,647.5 |
|
1.618 |
5,615.5 |
|
2.618 |
5,563.5 |
|
4.250 |
5,478.5 |
|
|