| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,125.50 |
3,105.50 |
-20.00 |
-0.6% |
3,134.25 |
| High |
3,125.50 |
3,118.50 |
-7.00 |
-0.2% |
3,134.25 |
| Low |
3,104.75 |
3,095.00 |
-9.75 |
-0.3% |
3,094.00 |
| Close |
3,106.25 |
3,117.25 |
11.00 |
0.4% |
3,106.25 |
| Range |
20.75 |
23.50 |
2.75 |
13.3% |
40.25 |
| ATR |
22.74 |
22.80 |
0.05 |
0.2% |
0.00 |
| Volume |
413 |
21 |
-392 |
-94.9% |
1,111 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,180.75 |
3,172.50 |
3,130.25 |
|
| R3 |
3,157.25 |
3,149.00 |
3,123.75 |
|
| R2 |
3,133.75 |
3,133.75 |
3,121.50 |
|
| R1 |
3,125.50 |
3,125.50 |
3,119.50 |
3,129.50 |
| PP |
3,110.25 |
3,110.25 |
3,110.25 |
3,112.25 |
| S1 |
3,102.00 |
3,102.00 |
3,115.00 |
3,106.00 |
| S2 |
3,086.75 |
3,086.75 |
3,113.00 |
|
| S3 |
3,063.25 |
3,078.50 |
3,110.75 |
|
| S4 |
3,039.75 |
3,055.00 |
3,104.25 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,232.25 |
3,209.50 |
3,128.50 |
|
| R3 |
3,192.00 |
3,169.25 |
3,117.25 |
|
| R2 |
3,151.75 |
3,151.75 |
3,113.75 |
|
| R1 |
3,129.00 |
3,129.00 |
3,110.00 |
3,120.25 |
| PP |
3,111.50 |
3,111.50 |
3,111.50 |
3,107.00 |
| S1 |
3,088.75 |
3,088.75 |
3,102.50 |
3,080.00 |
| S2 |
3,071.25 |
3,071.25 |
3,098.75 |
|
| S3 |
3,031.00 |
3,048.50 |
3,095.25 |
|
| S4 |
2,990.75 |
3,008.25 |
3,084.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,129.75 |
3,094.00 |
35.75 |
1.1% |
23.75 |
0.8% |
65% |
False |
False |
223 |
| 10 |
3,134.25 |
3,068.75 |
65.50 |
2.1% |
19.50 |
0.6% |
74% |
False |
False |
149 |
| 20 |
3,134.25 |
3,016.75 |
117.50 |
3.8% |
17.50 |
0.6% |
86% |
False |
False |
129 |
| 40 |
3,134.25 |
2,813.00 |
321.25 |
10.3% |
17.50 |
0.6% |
95% |
False |
False |
70 |
| 60 |
3,134.25 |
2,813.00 |
321.25 |
10.3% |
15.25 |
0.5% |
95% |
False |
False |
47 |
| 80 |
3,134.25 |
2,755.50 |
378.75 |
12.2% |
12.75 |
0.4% |
96% |
False |
False |
35 |
| 100 |
3,134.25 |
2,726.75 |
407.50 |
13.1% |
10.25 |
0.3% |
96% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.50 |
|
2.618 |
3,180.00 |
|
1.618 |
3,156.50 |
|
1.000 |
3,142.00 |
|
0.618 |
3,133.00 |
|
HIGH |
3,118.50 |
|
0.618 |
3,109.50 |
|
0.500 |
3,106.75 |
|
0.382 |
3,104.00 |
|
LOW |
3,095.00 |
|
0.618 |
3,080.50 |
|
1.000 |
3,071.50 |
|
1.618 |
3,057.00 |
|
2.618 |
3,033.50 |
|
4.250 |
2,995.00 |
|
|