| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,812.0 |
2,821.0 |
9.0 |
0.3% |
2,807.0 |
| High |
2,821.0 |
2,836.0 |
15.0 |
0.5% |
2,823.0 |
| Low |
2,790.0 |
2,816.0 |
26.0 |
0.9% |
2,761.0 |
| Close |
2,814.0 |
2,827.0 |
13.0 |
0.5% |
2,809.0 |
| Range |
31.0 |
20.0 |
-11.0 |
-35.5% |
62.0 |
| ATR |
33.7 |
32.9 |
-0.8 |
-2.5% |
0.0 |
| Volume |
286 |
120 |
-166 |
-58.0% |
2,994 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.3 |
2,876.7 |
2,838.0 |
|
| R3 |
2,866.3 |
2,856.7 |
2,832.5 |
|
| R2 |
2,846.3 |
2,846.3 |
2,830.7 |
|
| R1 |
2,836.7 |
2,836.7 |
2,828.8 |
2,841.5 |
| PP |
2,826.3 |
2,826.3 |
2,826.3 |
2,828.8 |
| S1 |
2,816.7 |
2,816.7 |
2,825.2 |
2,821.5 |
| S2 |
2,806.3 |
2,806.3 |
2,823.3 |
|
| S3 |
2,786.3 |
2,796.7 |
2,821.5 |
|
| S4 |
2,766.3 |
2,776.7 |
2,816.0 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.7 |
2,958.3 |
2,843.1 |
|
| R3 |
2,921.7 |
2,896.3 |
2,826.1 |
|
| R2 |
2,859.7 |
2,859.7 |
2,820.4 |
|
| R1 |
2,834.3 |
2,834.3 |
2,814.7 |
2,847.0 |
| PP |
2,797.7 |
2,797.7 |
2,797.7 |
2,804.0 |
| S1 |
2,772.3 |
2,772.3 |
2,803.3 |
2,785.0 |
| S2 |
2,735.7 |
2,735.7 |
2,797.6 |
|
| S3 |
2,673.7 |
2,710.3 |
2,792.0 |
|
| S4 |
2,611.7 |
2,648.3 |
2,774.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.0 |
2,761.0 |
75.0 |
2.7% |
26.6 |
0.9% |
88% |
True |
False |
588 |
| 10 |
2,836.0 |
2,738.0 |
98.0 |
3.5% |
28.6 |
1.0% |
91% |
True |
False |
495 |
| 20 |
2,836.0 |
2,634.0 |
202.0 |
7.1% |
28.3 |
1.0% |
96% |
True |
False |
297 |
| 40 |
2,836.0 |
2,481.0 |
355.0 |
12.6% |
35.3 |
1.2% |
97% |
True |
False |
451 |
| 60 |
2,836.0 |
2,481.0 |
355.0 |
12.6% |
35.4 |
1.3% |
97% |
True |
False |
351 |
| 80 |
2,836.0 |
2,481.0 |
355.0 |
12.6% |
33.3 |
1.2% |
97% |
True |
False |
285 |
| 100 |
2,836.0 |
2,477.0 |
359.0 |
12.7% |
32.1 |
1.1% |
97% |
True |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.0 |
|
2.618 |
2,888.4 |
|
1.618 |
2,868.4 |
|
1.000 |
2,856.0 |
|
0.618 |
2,848.4 |
|
HIGH |
2,836.0 |
|
0.618 |
2,828.4 |
|
0.500 |
2,826.0 |
|
0.382 |
2,823.6 |
|
LOW |
2,816.0 |
|
0.618 |
2,803.6 |
|
1.000 |
2,796.0 |
|
1.618 |
2,783.6 |
|
2.618 |
2,763.6 |
|
4.250 |
2,731.0 |
|
|