| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,146.02 |
3,186.53 |
40.51 |
1.3% |
3,097.65 |
| High |
3,174.87 |
3,189.24 |
14.37 |
0.5% |
3,148.99 |
| Low |
3,146.02 |
3,173.11 |
27.09 |
0.9% |
3,077.13 |
| Close |
3,169.93 |
3,185.07 |
15.14 |
0.5% |
3,133.38 |
| Range |
28.85 |
16.13 |
-12.72 |
-44.1% |
71.86 |
| ATR |
34.18 |
33.11 |
-1.06 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.86 |
3,224.10 |
3,193.94 |
|
| R3 |
3,214.73 |
3,207.97 |
3,189.51 |
|
| R2 |
3,198.60 |
3,198.60 |
3,188.03 |
|
| R1 |
3,191.84 |
3,191.84 |
3,186.55 |
3,187.16 |
| PP |
3,182.47 |
3,182.47 |
3,182.47 |
3,180.13 |
| S1 |
3,175.71 |
3,175.71 |
3,183.59 |
3,171.03 |
| S2 |
3,166.34 |
3,166.34 |
3,182.11 |
|
| S3 |
3,150.21 |
3,159.58 |
3,180.63 |
|
| S4 |
3,134.08 |
3,143.45 |
3,176.20 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,335.41 |
3,306.26 |
3,172.90 |
|
| R3 |
3,263.55 |
3,234.40 |
3,153.14 |
|
| R2 |
3,191.69 |
3,191.69 |
3,146.55 |
|
| R1 |
3,162.54 |
3,162.54 |
3,139.97 |
3,177.12 |
| PP |
3,119.83 |
3,119.83 |
3,119.83 |
3,127.12 |
| S1 |
3,090.68 |
3,090.68 |
3,126.79 |
3,105.26 |
| S2 |
3,047.97 |
3,047.97 |
3,120.21 |
|
| S3 |
2,976.11 |
3,018.82 |
3,113.62 |
|
| S4 |
2,904.25 |
2,946.96 |
3,093.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,189.24 |
3,092.96 |
96.28 |
3.0% |
28.89 |
0.9% |
96% |
True |
False |
|
| 10 |
3,189.24 |
3,053.26 |
135.98 |
4.3% |
32.95 |
1.0% |
97% |
True |
False |
|
| 20 |
3,189.24 |
3,053.26 |
135.98 |
4.3% |
29.49 |
0.9% |
97% |
True |
False |
|
| 40 |
3,189.24 |
3,029.07 |
160.17 |
5.0% |
25.94 |
0.8% |
97% |
True |
False |
|
| 60 |
3,189.24 |
2,825.18 |
364.06 |
11.4% |
27.46 |
0.9% |
99% |
True |
False |
|
| 80 |
3,189.24 |
2,825.18 |
364.06 |
11.4% |
29.68 |
0.9% |
99% |
True |
False |
|
| 100 |
3,189.24 |
2,743.40 |
445.84 |
14.0% |
28.67 |
0.9% |
99% |
True |
False |
|
| 120 |
3,189.24 |
2,730.97 |
458.27 |
14.4% |
28.93 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,257.79 |
|
2.618 |
3,231.47 |
|
1.618 |
3,215.34 |
|
1.000 |
3,205.37 |
|
0.618 |
3,199.21 |
|
HIGH |
3,189.24 |
|
0.618 |
3,183.08 |
|
0.500 |
3,181.18 |
|
0.382 |
3,179.27 |
|
LOW |
3,173.11 |
|
0.618 |
3,163.14 |
|
1.000 |
3,156.98 |
|
1.618 |
3,147.01 |
|
2.618 |
3,130.88 |
|
4.250 |
3,104.56 |
|
|