| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,186.53 |
3,163.77 |
-22.76 |
-0.7% |
3,097.65 |
| High |
3,189.24 |
3,180.37 |
-8.87 |
-0.3% |
3,148.99 |
| Low |
3,173.11 |
3,159.31 |
-13.80 |
-0.4% |
3,077.13 |
| Close |
3,185.07 |
3,179.86 |
-5.21 |
-0.2% |
3,133.38 |
| Range |
16.13 |
21.06 |
4.93 |
30.6% |
71.86 |
| ATR |
33.11 |
32.59 |
-0.53 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.36 |
3,229.17 |
3,191.44 |
|
| R3 |
3,215.30 |
3,208.11 |
3,185.65 |
|
| R2 |
3,194.24 |
3,194.24 |
3,183.72 |
|
| R1 |
3,187.05 |
3,187.05 |
3,181.79 |
3,190.65 |
| PP |
3,173.18 |
3,173.18 |
3,173.18 |
3,174.98 |
| S1 |
3,165.99 |
3,165.99 |
3,177.93 |
3,169.59 |
| S2 |
3,152.12 |
3,152.12 |
3,176.00 |
|
| S3 |
3,131.06 |
3,144.93 |
3,174.07 |
|
| S4 |
3,110.00 |
3,123.87 |
3,168.28 |
|
|
| 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 |
3,098.02 |
91.22 |
2.9% |
25.94 |
0.8% |
90% |
False |
False |
|
| 10 |
3,189.24 |
3,060.54 |
128.70 |
4.0% |
30.15 |
0.9% |
93% |
False |
False |
|
| 20 |
3,189.24 |
3,053.26 |
135.98 |
4.3% |
28.39 |
0.9% |
93% |
False |
False |
|
| 40 |
3,189.24 |
3,029.07 |
160.17 |
5.0% |
26.06 |
0.8% |
94% |
False |
False |
|
| 60 |
3,189.24 |
2,825.18 |
364.06 |
11.4% |
27.28 |
0.9% |
97% |
False |
False |
|
| 80 |
3,189.24 |
2,825.18 |
364.06 |
11.4% |
29.64 |
0.9% |
97% |
False |
False |
|
| 100 |
3,189.24 |
2,780.82 |
408.42 |
12.8% |
28.45 |
0.9% |
98% |
False |
False |
|
| 120 |
3,189.24 |
2,730.97 |
458.27 |
14.4% |
28.95 |
0.9% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.88 |
|
2.618 |
3,235.51 |
|
1.618 |
3,214.45 |
|
1.000 |
3,201.43 |
|
0.618 |
3,193.39 |
|
HIGH |
3,180.37 |
|
0.618 |
3,172.33 |
|
0.500 |
3,169.84 |
|
0.382 |
3,167.35 |
|
LOW |
3,159.31 |
|
0.618 |
3,146.29 |
|
1.000 |
3,138.25 |
|
1.618 |
3,125.23 |
|
2.618 |
3,104.17 |
|
4.250 |
3,069.81 |
|
|