| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,114.00 |
3,060.00 |
-54.00 |
-1.7% |
3,067.00 |
| High |
3,115.25 |
3,077.25 |
-38.00 |
-1.2% |
3,118.00 |
| Low |
3,050.00 |
3,050.00 |
0.00 |
0.0% |
3,049.25 |
| Close |
3,052.50 |
3,061.25 |
8.75 |
0.3% |
3,114.25 |
| Range |
65.25 |
27.25 |
-38.00 |
-58.2% |
68.75 |
| ATR |
30.69 |
30.44 |
-0.25 |
-0.8% |
0.00 |
| Volume |
495 |
721 |
226 |
45.7% |
1,969 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.50 |
3,130.25 |
3,076.25 |
|
| R3 |
3,117.25 |
3,103.00 |
3,068.75 |
|
| R2 |
3,090.00 |
3,090.00 |
3,066.25 |
|
| R1 |
3,075.75 |
3,075.75 |
3,063.75 |
3,083.00 |
| PP |
3,062.75 |
3,062.75 |
3,062.75 |
3,066.50 |
| S1 |
3,048.50 |
3,048.50 |
3,058.75 |
3,055.50 |
| S2 |
3,035.50 |
3,035.50 |
3,056.25 |
|
| S3 |
3,008.25 |
3,021.25 |
3,053.75 |
|
| S4 |
2,981.00 |
2,994.00 |
3,046.25 |
|
|
| 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% |
39.00 |
1.3% |
13% |
False |
False |
555 |
| 10 |
3,139.00 |
3,049.25 |
89.75 |
2.9% |
34.50 |
1.1% |
13% |
False |
False |
392 |
| 20 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
28.50 |
0.9% |
13% |
False |
False |
284 |
| 40 |
3,139.25 |
2,899.25 |
240.00 |
7.8% |
22.00 |
0.7% |
68% |
False |
False |
176 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.7% |
21.00 |
0.7% |
76% |
False |
False |
119 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.7% |
17.00 |
0.6% |
76% |
False |
False |
89 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.5% |
14.25 |
0.5% |
81% |
False |
False |
71 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.5% |
12.00 |
0.4% |
81% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,193.00 |
|
2.618 |
3,148.50 |
|
1.618 |
3,121.25 |
|
1.000 |
3,104.50 |
|
0.618 |
3,094.00 |
|
HIGH |
3,077.25 |
|
0.618 |
3,066.75 |
|
0.500 |
3,063.50 |
|
0.382 |
3,060.50 |
|
LOW |
3,050.00 |
|
0.618 |
3,033.25 |
|
1.000 |
3,022.75 |
|
1.618 |
3,006.00 |
|
2.618 |
2,978.75 |
|
4.250 |
2,934.25 |
|
|