| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,056.25 |
3,098.00 |
41.75 |
1.4% |
3,067.00 |
| High |
3,104.75 |
3,118.00 |
13.25 |
0.4% |
3,118.00 |
| Low |
3,049.25 |
3,098.00 |
48.75 |
1.6% |
3,049.25 |
| Close |
3,094.75 |
3,114.25 |
19.50 |
0.6% |
3,114.25 |
| Range |
55.50 |
20.00 |
-35.50 |
-64.0% |
68.75 |
| ATR |
28.48 |
28.11 |
-0.37 |
-1.3% |
0.00 |
| Volume |
905 |
586 |
-319 |
-35.2% |
1,969 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.00 |
3,162.25 |
3,125.25 |
|
| R3 |
3,150.00 |
3,142.25 |
3,119.75 |
|
| R2 |
3,130.00 |
3,130.00 |
3,118.00 |
|
| R1 |
3,122.25 |
3,122.25 |
3,116.00 |
3,126.00 |
| PP |
3,110.00 |
3,110.00 |
3,110.00 |
3,112.00 |
| S1 |
3,102.25 |
3,102.25 |
3,112.50 |
3,106.00 |
| S2 |
3,090.00 |
3,090.00 |
3,110.50 |
|
| S3 |
3,070.00 |
3,082.25 |
3,108.75 |
|
| S4 |
3,050.00 |
3,062.25 |
3,103.25 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.00 |
3,276.00 |
3,152.00 |
|
| R3 |
3,231.25 |
3,207.25 |
3,133.25 |
|
| R2 |
3,162.50 |
3,162.50 |
3,126.75 |
|
| R1 |
3,138.50 |
3,138.50 |
3,120.50 |
3,150.50 |
| PP |
3,093.75 |
3,093.75 |
3,093.75 |
3,100.00 |
| S1 |
3,069.75 |
3,069.75 |
3,108.00 |
3,081.75 |
| S2 |
3,025.00 |
3,025.00 |
3,101.75 |
|
| S3 |
2,956.25 |
3,001.00 |
3,095.25 |
|
| S4 |
2,887.50 |
2,932.25 |
3,076.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,118.00 |
3,049.25 |
68.75 |
2.2% |
33.25 |
1.1% |
95% |
True |
False |
393 |
| 10 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
30.50 |
1.0% |
72% |
False |
False |
304 |
| 20 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
24.00 |
0.8% |
72% |
False |
False |
252 |
| 40 |
3,139.25 |
2,887.00 |
252.25 |
8.1% |
21.00 |
0.7% |
90% |
False |
False |
144 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
19.25 |
0.6% |
92% |
False |
False |
97 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
16.25 |
0.5% |
92% |
False |
False |
73 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
13.00 |
0.4% |
94% |
False |
False |
59 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
11.00 |
0.4% |
94% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,203.00 |
|
2.618 |
3,170.25 |
|
1.618 |
3,150.25 |
|
1.000 |
3,138.00 |
|
0.618 |
3,130.25 |
|
HIGH |
3,118.00 |
|
0.618 |
3,110.25 |
|
0.500 |
3,108.00 |
|
0.382 |
3,105.75 |
|
LOW |
3,098.00 |
|
0.618 |
3,085.75 |
|
1.000 |
3,078.00 |
|
1.618 |
3,065.75 |
|
2.618 |
3,045.75 |
|
4.250 |
3,013.00 |
|
|