| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,100.28 |
3,127.07 |
26.79 |
0.9% |
3,127.01 |
| High |
3,128.80 |
3,138.06 |
9.26 |
0.3% |
3,147.87 |
| Low |
3,092.96 |
3,125.38 |
32.42 |
1.0% |
3,053.26 |
| Close |
3,124.54 |
3,129.94 |
5.40 |
0.2% |
3,073.81 |
| Range |
35.84 |
12.68 |
-23.16 |
-64.6% |
94.61 |
| ATR |
33.72 |
32.28 |
-1.44 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,169.17 |
3,162.23 |
3,136.91 |
|
| R3 |
3,156.49 |
3,149.55 |
3,133.43 |
|
| R2 |
3,143.81 |
3,143.81 |
3,132.26 |
|
| R1 |
3,136.87 |
3,136.87 |
3,131.10 |
3,140.34 |
| PP |
3,131.13 |
3,131.13 |
3,131.13 |
3,132.86 |
| S1 |
3,124.19 |
3,124.19 |
3,128.78 |
3,127.66 |
| S2 |
3,118.45 |
3,118.45 |
3,127.62 |
|
| S3 |
3,105.77 |
3,111.51 |
3,126.45 |
|
| S4 |
3,093.09 |
3,098.83 |
3,122.97 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,375.48 |
3,319.25 |
3,125.85 |
|
| R3 |
3,280.87 |
3,224.64 |
3,099.83 |
|
| R2 |
3,186.26 |
3,186.26 |
3,091.16 |
|
| R1 |
3,130.03 |
3,130.03 |
3,082.48 |
3,110.84 |
| PP |
3,091.65 |
3,091.65 |
3,091.65 |
3,082.05 |
| S1 |
3,035.42 |
3,035.42 |
3,065.14 |
3,016.23 |
| S2 |
2,997.04 |
2,997.04 |
3,056.46 |
|
| S3 |
2,902.43 |
2,940.81 |
3,047.79 |
|
| S4 |
2,807.82 |
2,846.20 |
3,021.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,138.06 |
3,063.07 |
74.99 |
2.4% |
31.88 |
1.0% |
89% |
True |
False |
|
| 10 |
3,147.87 |
3,053.26 |
94.61 |
3.0% |
29.53 |
0.9% |
81% |
False |
False |
|
| 20 |
3,149.24 |
3,053.26 |
95.98 |
3.1% |
28.57 |
0.9% |
80% |
False |
False |
|
| 40 |
3,149.24 |
3,029.07 |
120.17 |
3.8% |
25.28 |
0.8% |
84% |
False |
False |
|
| 60 |
3,149.24 |
2,825.18 |
324.06 |
10.4% |
28.16 |
0.9% |
94% |
False |
False |
|
| 80 |
3,149.24 |
2,825.18 |
324.06 |
10.4% |
29.31 |
0.9% |
94% |
False |
False |
|
| 100 |
3,149.24 |
2,730.97 |
418.27 |
13.4% |
29.04 |
0.9% |
95% |
False |
False |
|
| 120 |
3,149.24 |
2,730.97 |
418.27 |
13.4% |
28.94 |
0.9% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,191.95 |
|
2.618 |
3,171.26 |
|
1.618 |
3,158.58 |
|
1.000 |
3,150.74 |
|
0.618 |
3,145.90 |
|
HIGH |
3,138.06 |
|
0.618 |
3,133.22 |
|
0.500 |
3,131.72 |
|
0.382 |
3,130.22 |
|
LOW |
3,125.38 |
|
0.618 |
3,117.54 |
|
1.000 |
3,112.70 |
|
1.618 |
3,104.86 |
|
2.618 |
3,092.18 |
|
4.250 |
3,071.49 |
|
|