| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
5,238.0 |
5,287.0 |
49.0 |
0.9% |
5,170.0 |
| High |
5,238.0 |
5,287.0 |
49.0 |
0.9% |
5,260.0 |
| Low |
5,216.0 |
5,253.0 |
37.0 |
0.7% |
5,153.0 |
| Close |
5,231.0 |
5,258.0 |
27.0 |
0.5% |
5,231.0 |
| Range |
22.0 |
34.0 |
12.0 |
54.5% |
107.0 |
| ATR |
36.1 |
37.5 |
1.4 |
3.9% |
0.0 |
| Volume |
12,264 |
72,156 |
59,892 |
488.4% |
24,718 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,368.0 |
5,347.0 |
5,276.7 |
|
| R3 |
5,334.0 |
5,313.0 |
5,267.4 |
|
| R2 |
5,300.0 |
5,300.0 |
5,264.2 |
|
| R1 |
5,279.0 |
5,279.0 |
5,261.1 |
5,272.5 |
| PP |
5,266.0 |
5,266.0 |
5,266.0 |
5,262.8 |
| S1 |
5,245.0 |
5,245.0 |
5,254.9 |
5,238.5 |
| S2 |
5,232.0 |
5,232.0 |
5,251.8 |
|
| S3 |
5,198.0 |
5,211.0 |
5,248.7 |
|
| S4 |
5,164.0 |
5,177.0 |
5,239.3 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,535.7 |
5,490.3 |
5,289.9 |
|
| R3 |
5,428.7 |
5,383.3 |
5,260.4 |
|
| R2 |
5,321.7 |
5,321.7 |
5,250.6 |
|
| R1 |
5,276.3 |
5,276.3 |
5,240.8 |
5,299.0 |
| PP |
5,214.7 |
5,214.7 |
5,214.7 |
5,226.0 |
| S1 |
5,169.3 |
5,169.3 |
5,221.2 |
5,192.0 |
| S2 |
5,107.7 |
5,107.7 |
5,211.4 |
|
| S3 |
5,000.7 |
5,062.3 |
5,201.6 |
|
| S4 |
4,893.7 |
4,955.3 |
5,172.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,287.0 |
5,202.0 |
85.0 |
1.6% |
22.4 |
0.4% |
66% |
True |
False |
19,296 |
| 10 |
5,287.0 |
5,115.0 |
172.0 |
3.3% |
22.0 |
0.4% |
83% |
True |
False |
9,912 |
| 20 |
5,287.0 |
5,000.0 |
287.0 |
5.5% |
24.5 |
0.5% |
90% |
True |
False |
5,000 |
| 40 |
5,287.0 |
4,963.0 |
324.0 |
6.2% |
21.6 |
0.4% |
91% |
True |
False |
2,548 |
| 60 |
5,287.0 |
4,621.0 |
666.0 |
12.7% |
18.3 |
0.3% |
96% |
True |
False |
1,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,431.5 |
|
2.618 |
5,376.0 |
|
1.618 |
5,342.0 |
|
1.000 |
5,321.0 |
|
0.618 |
5,308.0 |
|
HIGH |
5,287.0 |
|
0.618 |
5,274.0 |
|
0.500 |
5,270.0 |
|
0.382 |
5,266.0 |
|
LOW |
5,253.0 |
|
0.618 |
5,232.0 |
|
1.000 |
5,219.0 |
|
1.618 |
5,198.0 |
|
2.618 |
5,164.0 |
|
4.250 |
5,108.5 |
|
|