| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,130.08 |
3,141.98 |
11.90 |
0.4% |
3,136.77 |
| High |
3,149.24 |
3,144.43 |
-4.81 |
-0.2% |
3,145.25 |
| Low |
3,106.27 |
3,125.41 |
19.14 |
0.6% |
3,096.41 |
| Close |
3,141.06 |
3,129.45 |
-11.61 |
-0.4% |
3,118.57 |
| Range |
42.97 |
19.02 |
-23.95 |
-55.7% |
48.84 |
| ATR |
28.98 |
28.27 |
-0.71 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,190.16 |
3,178.82 |
3,139.91 |
|
| R3 |
3,171.14 |
3,159.80 |
3,134.68 |
|
| R2 |
3,152.12 |
3,152.12 |
3,132.94 |
|
| R1 |
3,140.78 |
3,140.78 |
3,131.19 |
3,136.94 |
| PP |
3,133.10 |
3,133.10 |
3,133.10 |
3,131.18 |
| S1 |
3,121.76 |
3,121.76 |
3,127.71 |
3,117.92 |
| S2 |
3,114.08 |
3,114.08 |
3,125.96 |
|
| S3 |
3,095.06 |
3,102.74 |
3,124.22 |
|
| S4 |
3,076.04 |
3,083.72 |
3,118.99 |
|
|
| 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 |
3,149.24 |
3,106.25 |
42.99 |
1.4% |
27.90 |
0.9% |
54% |
False |
False |
|
| 10 |
3,149.24 |
3,096.41 |
52.83 |
1.7% |
25.12 |
0.8% |
63% |
False |
False |
|
| 20 |
3,149.24 |
3,029.07 |
120.17 |
3.8% |
23.93 |
0.8% |
84% |
False |
False |
|
| 40 |
3,149.24 |
2,825.18 |
324.06 |
10.4% |
26.52 |
0.8% |
94% |
False |
False |
|
| 60 |
3,149.24 |
2,825.18 |
324.06 |
10.4% |
30.03 |
1.0% |
94% |
False |
False |
|
| 80 |
3,149.24 |
2,811.01 |
338.23 |
10.8% |
28.23 |
0.9% |
94% |
False |
False |
|
| 100 |
3,149.24 |
2,730.97 |
418.27 |
13.4% |
29.05 |
0.9% |
95% |
False |
False |
|
| 120 |
3,149.24 |
2,689.83 |
459.41 |
14.7% |
28.63 |
0.9% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,225.27 |
|
2.618 |
3,194.22 |
|
1.618 |
3,175.20 |
|
1.000 |
3,163.45 |
|
0.618 |
3,156.18 |
|
HIGH |
3,144.43 |
|
0.618 |
3,137.16 |
|
0.500 |
3,134.92 |
|
0.382 |
3,132.68 |
|
LOW |
3,125.41 |
|
0.618 |
3,113.66 |
|
1.000 |
3,106.39 |
|
1.618 |
3,094.64 |
|
2.618 |
3,075.62 |
|
4.250 |
3,044.58 |
|
|