| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,127.01 |
3,086.17 |
-40.84 |
-1.3% |
3,074.38 |
| High |
3,147.87 |
3,102.27 |
-45.60 |
-1.4% |
3,127.05 |
| Low |
3,118.52 |
3,053.26 |
-65.26 |
-2.1% |
3,061.42 |
| Close |
3,122.67 |
3,059.58 |
-63.09 |
-2.0% |
3,124.27 |
| Range |
29.35 |
49.01 |
19.66 |
67.0% |
65.63 |
| ATR |
30.01 |
32.83 |
2.81 |
9.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,218.73 |
3,188.17 |
3,086.54 |
|
| R3 |
3,169.72 |
3,139.16 |
3,073.06 |
|
| R2 |
3,120.71 |
3,120.71 |
3,068.57 |
|
| R1 |
3,090.15 |
3,090.15 |
3,064.07 |
3,080.93 |
| PP |
3,071.70 |
3,071.70 |
3,071.70 |
3,067.09 |
| S1 |
3,041.14 |
3,041.14 |
3,055.09 |
3,031.92 |
| S2 |
3,022.69 |
3,022.69 |
3,050.59 |
|
| S3 |
2,973.68 |
2,992.13 |
3,046.10 |
|
| S4 |
2,924.67 |
2,943.12 |
3,032.62 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,301.14 |
3,278.33 |
3,160.37 |
|
| R3 |
3,235.51 |
3,212.70 |
3,142.32 |
|
| R2 |
3,169.88 |
3,169.88 |
3,136.30 |
|
| R1 |
3,147.07 |
3,147.07 |
3,130.29 |
3,158.48 |
| PP |
3,104.25 |
3,104.25 |
3,104.25 |
3,109.95 |
| S1 |
3,081.44 |
3,081.44 |
3,118.25 |
3,092.85 |
| S2 |
3,038.62 |
3,038.62 |
3,112.24 |
|
| S3 |
2,972.99 |
3,015.81 |
3,106.22 |
|
| S4 |
2,907.36 |
2,950.18 |
3,088.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,147.87 |
3,053.26 |
94.61 |
3.1% |
29.59 |
1.0% |
7% |
False |
True |
|
| 10 |
3,147.87 |
3,053.26 |
94.61 |
3.1% |
26.64 |
0.9% |
7% |
False |
True |
|
| 20 |
3,149.24 |
3,053.26 |
95.98 |
3.1% |
26.05 |
0.9% |
7% |
False |
True |
|
| 40 |
3,149.24 |
2,913.48 |
235.76 |
7.7% |
24.90 |
0.8% |
62% |
False |
False |
|
| 60 |
3,149.24 |
2,825.18 |
324.06 |
10.6% |
28.71 |
0.9% |
72% |
False |
False |
|
| 80 |
3,149.24 |
2,825.18 |
324.06 |
10.6% |
28.44 |
0.9% |
72% |
False |
False |
|
| 100 |
3,149.24 |
2,730.97 |
418.27 |
13.7% |
29.18 |
1.0% |
79% |
False |
False |
|
| 120 |
3,149.24 |
2,730.97 |
418.27 |
13.7% |
28.33 |
0.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,310.56 |
|
2.618 |
3,230.58 |
|
1.618 |
3,181.57 |
|
1.000 |
3,151.28 |
|
0.618 |
3,132.56 |
|
HIGH |
3,102.27 |
|
0.618 |
3,083.55 |
|
0.500 |
3,077.77 |
|
0.382 |
3,071.98 |
|
LOW |
3,053.26 |
|
0.618 |
3,022.97 |
|
1.000 |
3,004.25 |
|
1.618 |
2,973.96 |
|
2.618 |
2,924.95 |
|
4.250 |
2,844.97 |
|
|