| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,821.0 |
2,836.0 |
15.0 |
0.5% |
2,807.0 |
| High |
2,836.0 |
2,842.0 |
6.0 |
0.2% |
2,823.0 |
| Low |
2,816.0 |
2,825.0 |
9.0 |
0.3% |
2,761.0 |
| Close |
2,827.0 |
2,838.0 |
11.0 |
0.4% |
2,809.0 |
| Range |
20.0 |
17.0 |
-3.0 |
-15.0% |
62.0 |
| ATR |
32.9 |
31.8 |
-1.1 |
-3.5% |
0.0 |
| Volume |
120 |
92 |
-28 |
-23.3% |
2,994 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.0 |
2,879.0 |
2,847.4 |
|
| R3 |
2,869.0 |
2,862.0 |
2,842.7 |
|
| R2 |
2,852.0 |
2,852.0 |
2,841.1 |
|
| R1 |
2,845.0 |
2,845.0 |
2,839.6 |
2,848.5 |
| PP |
2,835.0 |
2,835.0 |
2,835.0 |
2,836.8 |
| S1 |
2,828.0 |
2,828.0 |
2,836.4 |
2,831.5 |
| S2 |
2,818.0 |
2,818.0 |
2,834.9 |
|
| S3 |
2,801.0 |
2,811.0 |
2,833.3 |
|
| S4 |
2,784.0 |
2,794.0 |
2,828.7 |
|
|
| 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 |
2,842.0 |
2,782.0 |
60.0 |
2.1% |
25.2 |
0.9% |
93% |
True |
False |
555 |
| 10 |
2,842.0 |
2,761.0 |
81.0 |
2.9% |
28.1 |
1.0% |
95% |
True |
False |
401 |
| 20 |
2,842.0 |
2,658.0 |
184.0 |
6.5% |
27.1 |
1.0% |
98% |
True |
False |
298 |
| 40 |
2,842.0 |
2,481.0 |
361.0 |
12.7% |
34.9 |
1.2% |
99% |
True |
False |
452 |
| 60 |
2,842.0 |
2,481.0 |
361.0 |
12.7% |
34.9 |
1.2% |
99% |
True |
False |
350 |
| 80 |
2,842.0 |
2,481.0 |
361.0 |
12.7% |
32.4 |
1.1% |
99% |
True |
False |
286 |
| 100 |
2,842.0 |
2,477.0 |
365.0 |
12.9% |
32.2 |
1.1% |
99% |
True |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.3 |
|
2.618 |
2,886.5 |
|
1.618 |
2,869.5 |
|
1.000 |
2,859.0 |
|
0.618 |
2,852.5 |
|
HIGH |
2,842.0 |
|
0.618 |
2,835.5 |
|
0.500 |
2,833.5 |
|
0.382 |
2,831.5 |
|
LOW |
2,825.0 |
|
0.618 |
2,814.5 |
|
1.000 |
2,808.0 |
|
1.618 |
2,797.5 |
|
2.618 |
2,780.5 |
|
4.250 |
2,752.8 |
|
|