| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,099.25 |
3,070.00 |
-29.25 |
-0.9% |
3,105.50 |
| High |
3,099.25 |
3,082.75 |
-16.50 |
-0.5% |
3,139.25 |
| Low |
3,061.25 |
3,062.75 |
1.50 |
0.0% |
3,061.25 |
| Close |
3,064.00 |
3,062.75 |
-1.25 |
0.0% |
3,062.75 |
| Range |
38.00 |
20.00 |
-18.00 |
-47.4% |
78.00 |
| ATR |
25.75 |
25.34 |
-0.41 |
-1.6% |
0.00 |
| Volume |
384 |
281 |
-103 |
-26.8% |
1,080 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,129.50 |
3,116.00 |
3,073.75 |
|
| R3 |
3,109.50 |
3,096.00 |
3,068.25 |
|
| R2 |
3,089.50 |
3,089.50 |
3,066.50 |
|
| R1 |
3,076.00 |
3,076.00 |
3,064.50 |
3,072.75 |
| PP |
3,069.50 |
3,069.50 |
3,069.50 |
3,067.75 |
| S1 |
3,056.00 |
3,056.00 |
3,061.00 |
3,052.75 |
| S2 |
3,049.50 |
3,049.50 |
3,059.00 |
|
| S3 |
3,029.50 |
3,036.00 |
3,057.25 |
|
| S4 |
3,009.50 |
3,016.00 |
3,051.75 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,321.75 |
3,270.25 |
3,105.75 |
|
| R3 |
3,243.75 |
3,192.25 |
3,084.25 |
|
| R2 |
3,165.75 |
3,165.75 |
3,077.00 |
|
| R1 |
3,114.25 |
3,114.25 |
3,070.00 |
3,101.00 |
| PP |
3,087.75 |
3,087.75 |
3,087.75 |
3,081.00 |
| S1 |
3,036.25 |
3,036.25 |
3,055.50 |
3,023.00 |
| S2 |
3,009.75 |
3,009.75 |
3,048.50 |
|
| S3 |
2,931.75 |
2,958.25 |
3,041.25 |
|
| S4 |
2,853.75 |
2,880.25 |
3,019.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,139.25 |
3,061.25 |
78.00 |
2.5% |
27.50 |
0.9% |
2% |
False |
False |
216 |
| 10 |
3,139.25 |
3,061.25 |
78.00 |
2.5% |
24.50 |
0.8% |
2% |
False |
False |
219 |
| 20 |
3,139.25 |
3,016.75 |
122.50 |
4.0% |
20.50 |
0.7% |
38% |
False |
False |
172 |
| 40 |
3,139.25 |
2,813.00 |
326.25 |
10.7% |
20.00 |
0.7% |
77% |
False |
False |
96 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.7% |
16.50 |
0.5% |
77% |
False |
False |
64 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.7% |
14.25 |
0.5% |
77% |
False |
False |
49 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.5% |
11.50 |
0.4% |
81% |
False |
False |
39 |
| 120 |
3,139.25 |
2,720.00 |
419.25 |
13.7% |
9.75 |
0.3% |
82% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,167.75 |
|
2.618 |
3,135.00 |
|
1.618 |
3,115.00 |
|
1.000 |
3,102.75 |
|
0.618 |
3,095.00 |
|
HIGH |
3,082.75 |
|
0.618 |
3,075.00 |
|
0.500 |
3,072.75 |
|
0.382 |
3,070.50 |
|
LOW |
3,062.75 |
|
0.618 |
3,050.50 |
|
1.000 |
3,042.75 |
|
1.618 |
3,030.50 |
|
2.618 |
3,010.50 |
|
4.250 |
2,977.75 |
|
|