| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,198.45 |
3,240.93 |
42.48 |
1.3% |
3,146.02 |
| High |
3,235.72 |
3,245.12 |
9.40 |
0.3% |
3,189.24 |
| Low |
3,190.01 |
3,231.68 |
41.67 |
1.3% |
3,146.02 |
| Close |
3,231.31 |
3,237.61 |
6.30 |
0.2% |
3,178.27 |
| Range |
45.71 |
13.44 |
-32.27 |
-70.6% |
43.22 |
| ATR |
32.10 |
30.79 |
-1.31 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,278.46 |
3,271.47 |
3,245.00 |
|
| R3 |
3,265.02 |
3,258.03 |
3,241.31 |
|
| R2 |
3,251.58 |
3,251.58 |
3,240.07 |
|
| R1 |
3,244.59 |
3,244.59 |
3,238.84 |
3,241.37 |
| PP |
3,238.14 |
3,238.14 |
3,238.14 |
3,236.52 |
| S1 |
3,231.15 |
3,231.15 |
3,236.38 |
3,227.93 |
| S2 |
3,224.70 |
3,224.70 |
3,235.15 |
|
| S3 |
3,211.26 |
3,217.71 |
3,233.91 |
|
| S4 |
3,197.82 |
3,204.27 |
3,230.22 |
|
|
| 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 |
3,245.12 |
3,161.65 |
83.47 |
2.6% |
27.93 |
0.9% |
91% |
True |
False |
|
| 10 |
3,245.12 |
3,098.02 |
147.10 |
4.5% |
27.28 |
0.8% |
95% |
True |
False |
|
| 20 |
3,245.12 |
3,053.26 |
191.86 |
5.9% |
28.40 |
0.9% |
96% |
True |
False |
|
| 40 |
3,245.12 |
3,040.25 |
204.87 |
6.3% |
26.93 |
0.8% |
96% |
True |
False |
|
| 60 |
3,245.12 |
2,883.96 |
361.16 |
11.2% |
25.84 |
0.8% |
98% |
True |
False |
|
| 80 |
3,245.12 |
2,825.18 |
419.94 |
13.0% |
28.95 |
0.9% |
98% |
True |
False |
|
| 100 |
3,245.12 |
2,825.18 |
419.94 |
13.0% |
28.38 |
0.9% |
98% |
True |
False |
|
| 120 |
3,245.12 |
2,730.97 |
514.15 |
15.9% |
29.04 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,302.24 |
|
2.618 |
3,280.31 |
|
1.618 |
3,266.87 |
|
1.000 |
3,258.56 |
|
0.618 |
3,253.43 |
|
HIGH |
3,245.12 |
|
0.618 |
3,239.99 |
|
0.500 |
3,238.40 |
|
0.382 |
3,236.81 |
|
LOW |
3,231.68 |
|
0.618 |
3,223.37 |
|
1.000 |
3,218.24 |
|
1.618 |
3,209.93 |
|
2.618 |
3,196.49 |
|
4.250 |
3,174.56 |
|
|