| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,060.50 |
3,087.00 |
26.50 |
0.9% |
3,118.00 |
| High |
3,101.25 |
3,096.25 |
-5.00 |
-0.2% |
3,139.00 |
| Low |
3,060.50 |
3,060.00 |
-0.50 |
0.0% |
3,050.00 |
| Close |
3,082.50 |
3,066.50 |
-16.00 |
-0.5% |
3,066.50 |
| Range |
40.75 |
36.25 |
-4.50 |
-11.0% |
89.00 |
| ATR |
31.18 |
31.54 |
0.36 |
1.2% |
0.00 |
| Volume |
610 |
899 |
289 |
47.4% |
2,796 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,183.00 |
3,161.00 |
3,086.50 |
|
| R3 |
3,146.75 |
3,124.75 |
3,076.50 |
|
| R2 |
3,110.50 |
3,110.50 |
3,073.25 |
|
| R1 |
3,088.50 |
3,088.50 |
3,069.75 |
3,081.50 |
| PP |
3,074.25 |
3,074.25 |
3,074.25 |
3,070.75 |
| S1 |
3,052.25 |
3,052.25 |
3,063.25 |
3,045.00 |
| S2 |
3,038.00 |
3,038.00 |
3,059.75 |
|
| S3 |
3,001.75 |
3,016.00 |
3,056.50 |
|
| S4 |
2,965.50 |
2,979.75 |
3,046.50 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,352.25 |
3,298.25 |
3,115.50 |
|
| R3 |
3,263.25 |
3,209.25 |
3,091.00 |
|
| R2 |
3,174.25 |
3,174.25 |
3,082.75 |
|
| R1 |
3,120.25 |
3,120.25 |
3,074.75 |
3,102.75 |
| PP |
3,085.25 |
3,085.25 |
3,085.25 |
3,076.50 |
| S1 |
3,031.25 |
3,031.25 |
3,058.25 |
3,013.75 |
| S2 |
2,996.25 |
2,996.25 |
3,050.25 |
|
| S3 |
2,907.25 |
2,942.25 |
3,042.00 |
|
| S4 |
2,818.25 |
2,853.25 |
3,017.50 |
|
|
| 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 |
3,050.00 |
89.00 |
2.9% |
39.25 |
1.3% |
19% |
False |
False |
559 |
| 10 |
3,139.00 |
3,049.25 |
89.75 |
2.9% |
36.25 |
1.2% |
19% |
False |
False |
476 |
| 20 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
30.25 |
1.0% |
19% |
False |
False |
347 |
| 40 |
3,139.25 |
2,952.75 |
186.50 |
6.1% |
22.25 |
0.7% |
61% |
False |
False |
213 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.6% |
22.25 |
0.7% |
78% |
False |
False |
144 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.6% |
17.75 |
0.6% |
78% |
False |
False |
108 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.5% |
15.00 |
0.5% |
82% |
False |
False |
87 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.5% |
12.50 |
0.4% |
82% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,250.25 |
|
2.618 |
3,191.25 |
|
1.618 |
3,155.00 |
|
1.000 |
3,132.50 |
|
0.618 |
3,118.75 |
|
HIGH |
3,096.25 |
|
0.618 |
3,082.50 |
|
0.500 |
3,078.00 |
|
0.382 |
3,073.75 |
|
LOW |
3,060.00 |
|
0.618 |
3,037.50 |
|
1.000 |
3,023.75 |
|
1.618 |
3,001.25 |
|
2.618 |
2,965.00 |
|
4.250 |
2,906.00 |
|
|