| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,098.00 |
3,118.00 |
20.00 |
0.6% |
3,067.00 |
| High |
3,118.00 |
3,139.00 |
21.00 |
0.7% |
3,118.00 |
| Low |
3,098.00 |
3,112.00 |
14.00 |
0.5% |
3,049.25 |
| Close |
3,114.25 |
3,114.00 |
-0.25 |
0.0% |
3,114.25 |
| Range |
20.00 |
27.00 |
7.00 |
35.0% |
68.75 |
| ATR |
28.11 |
28.03 |
-0.08 |
-0.3% |
0.00 |
| Volume |
586 |
71 |
-515 |
-87.9% |
1,969 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,202.75 |
3,185.25 |
3,128.75 |
|
| R3 |
3,175.75 |
3,158.25 |
3,121.50 |
|
| R2 |
3,148.75 |
3,148.75 |
3,119.00 |
|
| R1 |
3,131.25 |
3,131.25 |
3,116.50 |
3,126.50 |
| PP |
3,121.75 |
3,121.75 |
3,121.75 |
3,119.25 |
| S1 |
3,104.25 |
3,104.25 |
3,111.50 |
3,099.50 |
| S2 |
3,094.75 |
3,094.75 |
3,109.00 |
|
| S3 |
3,067.75 |
3,077.25 |
3,106.50 |
|
| S4 |
3,040.75 |
3,050.25 |
3,099.25 |
|
|
| 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 |
3,139.00 |
3,049.25 |
89.75 |
2.9% |
33.50 |
1.1% |
72% |
True |
False |
390 |
| 10 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
30.75 |
1.0% |
72% |
False |
False |
309 |
| 20 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
25.00 |
0.8% |
72% |
False |
False |
229 |
| 40 |
3,139.25 |
2,887.00 |
252.25 |
8.1% |
21.25 |
0.7% |
90% |
False |
False |
146 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
19.75 |
0.6% |
92% |
False |
False |
98 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
16.00 |
0.5% |
92% |
False |
False |
74 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
13.50 |
0.4% |
94% |
False |
False |
59 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
11.25 |
0.4% |
94% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,253.75 |
|
2.618 |
3,209.75 |
|
1.618 |
3,182.75 |
|
1.000 |
3,166.00 |
|
0.618 |
3,155.75 |
|
HIGH |
3,139.00 |
|
0.618 |
3,128.75 |
|
0.500 |
3,125.50 |
|
0.382 |
3,122.25 |
|
LOW |
3,112.00 |
|
0.618 |
3,095.25 |
|
1.000 |
3,085.00 |
|
1.618 |
3,068.25 |
|
2.618 |
3,041.25 |
|
4.250 |
2,997.25 |
|
|