| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,668.00 |
1,676.00 |
8.00 |
0.5% |
1,625.00 |
| High |
1,675.75 |
1,676.00 |
0.25 |
0.0% |
1,650.50 |
| Low |
1,665.00 |
1,669.00 |
4.00 |
0.2% |
1,620.25 |
| Close |
1,675.75 |
1,671.75 |
-4.00 |
-0.2% |
1,640.25 |
| Range |
10.75 |
7.00 |
-3.75 |
-34.9% |
30.25 |
| ATR |
14.62 |
14.07 |
-0.54 |
-3.7% |
0.00 |
| Volume |
183 |
491 |
308 |
168.3% |
160 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,693.25 |
1,689.50 |
1,675.50 |
|
| R3 |
1,686.25 |
1,682.50 |
1,673.75 |
|
| R2 |
1,679.25 |
1,679.25 |
1,673.00 |
|
| R1 |
1,675.50 |
1,675.50 |
1,672.50 |
1,674.00 |
| PP |
1,672.25 |
1,672.25 |
1,672.25 |
1,671.50 |
| S1 |
1,668.50 |
1,668.50 |
1,671.00 |
1,667.00 |
| S2 |
1,665.25 |
1,665.25 |
1,670.50 |
|
| S3 |
1,658.25 |
1,661.50 |
1,669.75 |
|
| S4 |
1,651.25 |
1,654.50 |
1,668.00 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,727.75 |
1,714.25 |
1,657.00 |
|
| R3 |
1,697.50 |
1,684.00 |
1,648.50 |
|
| R2 |
1,667.25 |
1,667.25 |
1,645.75 |
|
| R1 |
1,653.75 |
1,653.75 |
1,643.00 |
1,660.50 |
| PP |
1,637.00 |
1,637.00 |
1,637.00 |
1,640.50 |
| S1 |
1,623.50 |
1,623.50 |
1,637.50 |
1,630.25 |
| S2 |
1,606.75 |
1,606.75 |
1,634.75 |
|
| S3 |
1,576.50 |
1,593.25 |
1,632.00 |
|
| S4 |
1,546.25 |
1,563.00 |
1,623.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,676.00 |
1,626.50 |
49.50 |
3.0% |
13.75 |
0.8% |
91% |
True |
False |
186 |
| 10 |
1,676.00 |
1,613.00 |
63.00 |
3.8% |
13.50 |
0.8% |
93% |
True |
False |
114 |
| 20 |
1,676.00 |
1,613.00 |
63.00 |
3.8% |
15.00 |
0.9% |
93% |
True |
False |
92 |
| 40 |
1,691.50 |
1,613.00 |
78.50 |
4.7% |
12.50 |
0.7% |
75% |
False |
False |
76 |
| 60 |
1,691.50 |
1,542.25 |
149.25 |
8.9% |
13.75 |
0.8% |
87% |
False |
False |
79 |
| 80 |
1,691.50 |
1,542.25 |
149.25 |
8.9% |
13.75 |
0.8% |
87% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,705.75 |
|
2.618 |
1,694.25 |
|
1.618 |
1,687.25 |
|
1.000 |
1,683.00 |
|
0.618 |
1,680.25 |
|
HIGH |
1,676.00 |
|
0.618 |
1,673.25 |
|
0.500 |
1,672.50 |
|
0.382 |
1,671.75 |
|
LOW |
1,669.00 |
|
0.618 |
1,664.75 |
|
1.000 |
1,662.00 |
|
1.618 |
1,657.75 |
|
2.618 |
1,650.75 |
|
4.250 |
1,639.25 |
|
|