| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,124.74 |
3,107.06 |
-17.68 |
-0.6% |
3,136.77 |
| High |
3,136.70 |
3,130.61 |
-6.09 |
-0.2% |
3,145.25 |
| Low |
3,109.86 |
3,106.25 |
-3.61 |
-0.1% |
3,096.41 |
| Close |
3,118.57 |
3,125.92 |
7.35 |
0.2% |
3,118.57 |
| Range |
26.84 |
24.36 |
-2.48 |
-9.2% |
48.84 |
| ATR |
28.18 |
27.91 |
-0.27 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,194.01 |
3,184.32 |
3,139.32 |
|
| R3 |
3,169.65 |
3,159.96 |
3,132.62 |
|
| R2 |
3,145.29 |
3,145.29 |
3,130.39 |
|
| R1 |
3,135.60 |
3,135.60 |
3,128.15 |
3,140.45 |
| PP |
3,120.93 |
3,120.93 |
3,120.93 |
3,123.35 |
| S1 |
3,111.24 |
3,111.24 |
3,123.69 |
3,116.09 |
| S2 |
3,096.57 |
3,096.57 |
3,121.45 |
|
| S3 |
3,072.21 |
3,086.88 |
3,119.22 |
|
| S4 |
3,047.85 |
3,062.52 |
3,112.52 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.60 |
3,241.42 |
3,145.43 |
|
| R3 |
3,217.76 |
3,192.58 |
3,132.00 |
|
| R2 |
3,168.92 |
3,168.92 |
3,127.52 |
|
| R1 |
3,143.74 |
3,143.74 |
3,123.05 |
3,131.91 |
| PP |
3,120.08 |
3,120.08 |
3,120.08 |
3,114.16 |
| S1 |
3,094.90 |
3,094.90 |
3,114.09 |
3,083.07 |
| S2 |
3,071.24 |
3,071.24 |
3,109.62 |
|
| S3 |
3,022.40 |
3,046.06 |
3,105.14 |
|
| S4 |
2,973.56 |
2,997.22 |
3,091.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,141.05 |
3,096.41 |
44.64 |
1.4% |
26.91 |
0.9% |
66% |
False |
False |
|
| 10 |
3,145.25 |
3,076.39 |
68.86 |
2.2% |
23.47 |
0.8% |
72% |
False |
False |
|
| 20 |
3,145.25 |
3,029.07 |
116.18 |
3.7% |
22.38 |
0.7% |
83% |
False |
False |
|
| 40 |
3,145.25 |
2,825.18 |
320.07 |
10.2% |
26.44 |
0.8% |
94% |
False |
False |
|
| 60 |
3,145.25 |
2,825.18 |
320.07 |
10.2% |
29.74 |
1.0% |
94% |
False |
False |
|
| 80 |
3,145.25 |
2,743.40 |
401.85 |
12.9% |
28.46 |
0.9% |
95% |
False |
False |
|
| 100 |
3,145.25 |
2,730.97 |
414.28 |
13.3% |
28.82 |
0.9% |
95% |
False |
False |
|
| 120 |
3,145.25 |
2,689.83 |
455.42 |
14.6% |
28.56 |
0.9% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,234.14 |
|
2.618 |
3,194.38 |
|
1.618 |
3,170.02 |
|
1.000 |
3,154.97 |
|
0.618 |
3,145.66 |
|
HIGH |
3,130.61 |
|
0.618 |
3,121.30 |
|
0.500 |
3,118.43 |
|
0.382 |
3,115.56 |
|
LOW |
3,106.25 |
|
0.618 |
3,091.20 |
|
1.000 |
3,081.89 |
|
1.618 |
3,066.84 |
|
2.618 |
3,042.48 |
|
4.250 |
3,002.72 |
|
|