| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,710.00 |
1,698.75 |
-11.25 |
-0.7% |
1,683.25 |
| High |
1,712.75 |
1,700.50 |
-12.25 |
-0.7% |
1,719.50 |
| Low |
1,694.50 |
1,682.75 |
-11.75 |
-0.7% |
1,681.25 |
| Close |
1,695.50 |
1,686.00 |
-9.50 |
-0.6% |
1,695.50 |
| Range |
18.25 |
17.75 |
-0.50 |
-2.7% |
38.25 |
| ATR |
15.14 |
15.32 |
0.19 |
1.2% |
0.00 |
| Volume |
889 |
3,309 |
2,420 |
272.2% |
2,615 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,743.00 |
1,732.25 |
1,695.75 |
|
| R3 |
1,725.25 |
1,714.50 |
1,691.00 |
|
| R2 |
1,707.50 |
1,707.50 |
1,689.25 |
|
| R1 |
1,696.75 |
1,696.75 |
1,687.75 |
1,693.25 |
| PP |
1,689.75 |
1,689.75 |
1,689.75 |
1,688.00 |
| S1 |
1,679.00 |
1,679.00 |
1,684.25 |
1,675.50 |
| S2 |
1,672.00 |
1,672.00 |
1,682.75 |
|
| S3 |
1,654.25 |
1,661.25 |
1,681.00 |
|
| S4 |
1,636.50 |
1,643.50 |
1,676.25 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,813.50 |
1,792.75 |
1,716.50 |
|
| R3 |
1,775.25 |
1,754.50 |
1,706.00 |
|
| R2 |
1,737.00 |
1,737.00 |
1,702.50 |
|
| R1 |
1,716.25 |
1,716.25 |
1,699.00 |
1,726.50 |
| PP |
1,698.75 |
1,698.75 |
1,698.75 |
1,704.00 |
| S1 |
1,678.00 |
1,678.00 |
1,692.00 |
1,688.50 |
| S2 |
1,660.50 |
1,660.50 |
1,688.50 |
|
| S3 |
1,622.25 |
1,639.75 |
1,685.00 |
|
| S4 |
1,584.00 |
1,601.50 |
1,674.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,719.50 |
1,681.25 |
38.25 |
2.3% |
18.00 |
1.1% |
12% |
False |
False |
1,163 |
| 10 |
1,719.50 |
1,657.25 |
62.25 |
3.7% |
14.25 |
0.8% |
46% |
False |
False |
676 |
| 20 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
14.75 |
0.9% |
69% |
False |
False |
368 |
| 40 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
13.25 |
0.8% |
69% |
False |
False |
211 |
| 60 |
1,719.50 |
1,581.25 |
138.25 |
8.2% |
12.50 |
0.7% |
76% |
False |
False |
171 |
| 80 |
1,719.50 |
1,542.25 |
177.25 |
10.5% |
14.00 |
0.8% |
81% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,776.00 |
|
2.618 |
1,747.00 |
|
1.618 |
1,729.25 |
|
1.000 |
1,718.25 |
|
0.618 |
1,711.50 |
|
HIGH |
1,700.50 |
|
0.618 |
1,693.75 |
|
0.500 |
1,691.50 |
|
0.382 |
1,689.50 |
|
LOW |
1,682.75 |
|
0.618 |
1,671.75 |
|
1.000 |
1,665.00 |
|
1.618 |
1,654.00 |
|
2.618 |
1,636.25 |
|
4.250 |
1,607.25 |
|
|