| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,058.25 |
3,077.00 |
18.75 |
0.6% |
3,105.50 |
| High |
3,087.25 |
3,090.75 |
3.50 |
0.1% |
3,139.25 |
| Low |
3,058.00 |
3,055.00 |
-3.00 |
-0.1% |
3,061.25 |
| Close |
3,074.25 |
3,055.75 |
-18.50 |
-0.6% |
3,062.75 |
| Range |
29.25 |
35.75 |
6.50 |
22.2% |
78.00 |
| ATR |
25.68 |
26.40 |
0.72 |
2.8% |
0.00 |
| Volume |
212 |
176 |
-36 |
-17.0% |
1,080 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,174.50 |
3,150.75 |
3,075.50 |
|
| R3 |
3,138.75 |
3,115.00 |
3,065.50 |
|
| R2 |
3,103.00 |
3,103.00 |
3,062.25 |
|
| R1 |
3,079.25 |
3,079.25 |
3,059.00 |
3,073.25 |
| PP |
3,067.25 |
3,067.25 |
3,067.25 |
3,064.00 |
| S1 |
3,043.50 |
3,043.50 |
3,052.50 |
3,037.50 |
| S2 |
3,031.50 |
3,031.50 |
3,049.25 |
|
| S3 |
2,995.75 |
3,007.75 |
3,046.00 |
|
| S4 |
2,960.00 |
2,972.00 |
3,036.00 |
|
|
| 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 |
3,099.25 |
3,055.00 |
44.25 |
1.4% |
29.75 |
1.0% |
2% |
False |
True |
228 |
| 10 |
3,139.25 |
3,055.00 |
84.25 |
2.8% |
27.25 |
0.9% |
1% |
False |
True |
230 |
| 20 |
3,139.25 |
3,025.75 |
113.50 |
3.7% |
22.50 |
0.7% |
26% |
False |
False |
187 |
| 40 |
3,139.25 |
2,873.00 |
266.25 |
8.7% |
19.50 |
0.6% |
69% |
False |
False |
107 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.7% |
18.00 |
0.6% |
74% |
False |
False |
72 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.7% |
15.50 |
0.5% |
74% |
False |
False |
55 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.5% |
12.25 |
0.4% |
80% |
False |
False |
44 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.5% |
10.50 |
0.3% |
80% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,242.75 |
|
2.618 |
3,184.25 |
|
1.618 |
3,148.50 |
|
1.000 |
3,126.50 |
|
0.618 |
3,112.75 |
|
HIGH |
3,090.75 |
|
0.618 |
3,077.00 |
|
0.500 |
3,073.00 |
|
0.382 |
3,068.75 |
|
LOW |
3,055.00 |
|
0.618 |
3,033.00 |
|
1.000 |
3,019.25 |
|
1.618 |
2,997.25 |
|
2.618 |
2,961.50 |
|
4.250 |
2,903.00 |
|
|