| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,225.00 |
3,209.25 |
-15.75 |
-0.5% |
3,160.00 |
| High |
3,225.00 |
3,229.75 |
4.75 |
0.1% |
3,225.75 |
| Low |
3,209.00 |
3,195.00 |
-14.00 |
-0.4% |
3,154.00 |
| Close |
3,209.75 |
3,202.00 |
-7.75 |
-0.2% |
3,209.75 |
| Range |
16.00 |
34.75 |
18.75 |
117.2% |
71.75 |
| ATR |
18.35 |
19.52 |
1.17 |
6.4% |
0.00 |
| Volume |
13 |
55 |
42 |
323.1% |
21 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,313.25 |
3,292.25 |
3,221.00 |
|
| R3 |
3,278.50 |
3,257.50 |
3,211.50 |
|
| R2 |
3,243.75 |
3,243.75 |
3,208.25 |
|
| R1 |
3,222.75 |
3,222.75 |
3,205.25 |
3,216.00 |
| PP |
3,209.00 |
3,209.00 |
3,209.00 |
3,205.50 |
| S1 |
3,188.00 |
3,188.00 |
3,198.75 |
3,181.00 |
| S2 |
3,174.25 |
3,174.25 |
3,195.75 |
|
| S3 |
3,139.50 |
3,153.25 |
3,192.50 |
|
| S4 |
3,104.75 |
3,118.50 |
3,183.00 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,411.75 |
3,382.50 |
3,249.25 |
|
| R3 |
3,340.00 |
3,310.75 |
3,229.50 |
|
| R2 |
3,268.25 |
3,268.25 |
3,223.00 |
|
| R1 |
3,239.00 |
3,239.00 |
3,216.25 |
3,253.50 |
| PP |
3,196.50 |
3,196.50 |
3,196.50 |
3,203.75 |
| S1 |
3,167.25 |
3,167.25 |
3,203.25 |
3,182.00 |
| S2 |
3,124.75 |
3,124.75 |
3,196.50 |
|
| S3 |
3,053.00 |
3,095.50 |
3,190.00 |
|
| S4 |
2,981.25 |
3,023.75 |
3,170.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,229.75 |
3,176.00 |
53.75 |
1.7% |
12.25 |
0.4% |
48% |
True |
False |
15 |
| 10 |
3,229.75 |
3,154.00 |
75.75 |
2.4% |
8.25 |
0.3% |
63% |
True |
False |
10 |
| 20 |
3,229.75 |
3,045.00 |
184.75 |
5.8% |
6.25 |
0.2% |
85% |
True |
False |
6 |
| 40 |
3,229.75 |
3,045.00 |
184.75 |
5.8% |
4.25 |
0.1% |
85% |
True |
False |
3 |
| 60 |
3,229.75 |
2,883.75 |
346.00 |
10.8% |
3.75 |
0.1% |
92% |
True |
False |
4 |
| 80 |
3,229.75 |
2,831.25 |
398.50 |
12.4% |
4.00 |
0.1% |
93% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,377.50 |
|
2.618 |
3,320.75 |
|
1.618 |
3,286.00 |
|
1.000 |
3,264.50 |
|
0.618 |
3,251.25 |
|
HIGH |
3,229.75 |
|
0.618 |
3,216.50 |
|
0.500 |
3,212.50 |
|
0.382 |
3,208.25 |
|
LOW |
3,195.00 |
|
0.618 |
3,173.50 |
|
1.000 |
3,160.25 |
|
1.618 |
3,138.75 |
|
2.618 |
3,104.00 |
|
4.250 |
3,047.25 |
|
|