| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,163.77 |
3,179.60 |
15.83 |
0.5% |
3,097.65 |
| High |
3,180.37 |
3,186.30 |
5.93 |
0.2% |
3,148.99 |
| Low |
3,159.31 |
3,170.14 |
10.83 |
0.3% |
3,077.13 |
| Close |
3,179.86 |
3,175.57 |
-4.29 |
-0.1% |
3,133.38 |
| Range |
21.06 |
16.16 |
-4.90 |
-23.3% |
71.86 |
| ATR |
32.59 |
31.41 |
-1.17 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,225.82 |
3,216.85 |
3,184.46 |
|
| R3 |
3,209.66 |
3,200.69 |
3,180.01 |
|
| R2 |
3,193.50 |
3,193.50 |
3,178.53 |
|
| R1 |
3,184.53 |
3,184.53 |
3,177.05 |
3,180.94 |
| PP |
3,177.34 |
3,177.34 |
3,177.34 |
3,175.54 |
| S1 |
3,168.37 |
3,168.37 |
3,174.09 |
3,164.78 |
| S2 |
3,161.18 |
3,161.18 |
3,172.61 |
|
| S3 |
3,145.02 |
3,152.21 |
3,171.13 |
|
| S4 |
3,128.86 |
3,136.05 |
3,166.68 |
|
|
| 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% |
26.63 |
0.8% |
85% |
False |
False |
|
| 10 |
3,189.24 |
3,063.07 |
126.17 |
4.0% |
29.26 |
0.9% |
89% |
False |
False |
|
| 20 |
3,189.24 |
3,053.26 |
135.98 |
4.3% |
28.25 |
0.9% |
90% |
False |
False |
|
| 40 |
3,189.24 |
3,029.07 |
160.17 |
5.0% |
26.09 |
0.8% |
91% |
False |
False |
|
| 60 |
3,189.24 |
2,825.18 |
364.06 |
11.5% |
27.09 |
0.9% |
96% |
False |
False |
|
| 80 |
3,189.24 |
2,825.18 |
364.06 |
11.5% |
29.58 |
0.9% |
96% |
False |
False |
|
| 100 |
3,189.24 |
2,811.01 |
378.23 |
11.9% |
28.24 |
0.9% |
96% |
False |
False |
|
| 120 |
3,189.24 |
2,730.97 |
458.27 |
14.4% |
28.91 |
0.9% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,254.98 |
|
2.618 |
3,228.61 |
|
1.618 |
3,212.45 |
|
1.000 |
3,202.46 |
|
0.618 |
3,196.29 |
|
HIGH |
3,186.30 |
|
0.618 |
3,180.13 |
|
0.500 |
3,178.22 |
|
0.382 |
3,176.31 |
|
LOW |
3,170.14 |
|
0.618 |
3,160.15 |
|
1.000 |
3,153.98 |
|
1.618 |
3,143.99 |
|
2.618 |
3,127.83 |
|
4.250 |
3,101.46 |
|
|