| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,177.78 |
3,198.45 |
20.67 |
0.7% |
3,146.02 |
| High |
3,195.15 |
3,235.72 |
40.57 |
1.3% |
3,189.24 |
| Low |
3,176.58 |
3,190.01 |
13.43 |
0.4% |
3,146.02 |
| Close |
3,190.83 |
3,231.31 |
40.48 |
1.3% |
3,178.27 |
| Range |
18.57 |
45.71 |
27.14 |
146.1% |
43.22 |
| ATR |
31.05 |
32.10 |
1.05 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,356.14 |
3,339.44 |
3,256.45 |
|
| R3 |
3,310.43 |
3,293.73 |
3,243.88 |
|
| R2 |
3,264.72 |
3,264.72 |
3,239.69 |
|
| R1 |
3,248.02 |
3,248.02 |
3,235.50 |
3,256.37 |
| PP |
3,219.01 |
3,219.01 |
3,219.01 |
3,223.19 |
| S1 |
3,202.31 |
3,202.31 |
3,227.12 |
3,210.66 |
| S2 |
3,173.30 |
3,173.30 |
3,222.93 |
|
| S3 |
3,127.59 |
3,156.60 |
3,218.74 |
|
| S4 |
3,081.88 |
3,110.89 |
3,206.17 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.84 |
3,282.77 |
3,202.04 |
|
| R3 |
3,257.62 |
3,239.55 |
3,190.16 |
|
| R2 |
3,214.40 |
3,214.40 |
3,186.19 |
|
| R1 |
3,196.33 |
3,196.33 |
3,182.23 |
3,205.37 |
| PP |
3,171.18 |
3,171.18 |
3,171.18 |
3,175.69 |
| S1 |
3,153.11 |
3,153.11 |
3,174.31 |
3,162.15 |
| S2 |
3,127.96 |
3,127.96 |
3,170.35 |
|
| S3 |
3,084.74 |
3,109.89 |
3,166.38 |
|
| S4 |
3,041.52 |
3,066.67 |
3,154.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,235.72 |
3,161.65 |
74.07 |
2.3% |
28.47 |
0.9% |
94% |
True |
False |
|
| 10 |
3,235.72 |
3,098.02 |
137.70 |
4.3% |
27.21 |
0.8% |
97% |
True |
False |
|
| 20 |
3,235.72 |
3,053.26 |
182.46 |
5.6% |
29.59 |
0.9% |
98% |
True |
False |
|
| 40 |
3,235.72 |
3,034.62 |
201.10 |
6.2% |
27.24 |
0.8% |
98% |
True |
False |
|
| 60 |
3,235.72 |
2,851.99 |
383.73 |
11.9% |
26.10 |
0.8% |
99% |
True |
False |
|
| 80 |
3,235.72 |
2,825.18 |
410.54 |
12.7% |
29.21 |
0.9% |
99% |
True |
False |
|
| 100 |
3,235.72 |
2,825.18 |
410.54 |
12.7% |
28.53 |
0.9% |
99% |
True |
False |
|
| 120 |
3,235.72 |
2,730.97 |
504.75 |
15.6% |
29.19 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,429.99 |
|
2.618 |
3,355.39 |
|
1.618 |
3,309.68 |
|
1.000 |
3,281.43 |
|
0.618 |
3,263.97 |
|
HIGH |
3,235.72 |
|
0.618 |
3,218.26 |
|
0.500 |
3,212.87 |
|
0.382 |
3,207.47 |
|
LOW |
3,190.01 |
|
0.618 |
3,161.76 |
|
1.000 |
3,144.30 |
|
1.618 |
3,116.05 |
|
2.618 |
3,070.34 |
|
4.250 |
2,995.74 |
|
|