Day Change Summary |
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Previous |
Current |
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20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,244.44 |
3,242.32 |
-2.12 |
-0.1% |
3,203.19 |
High |
3,248.52 |
3,243.43 |
-5.09 |
-0.2% |
3,248.52 |
Low |
3,224.73 |
3,205.50 |
-19.23 |
-0.6% |
3,163.13 |
Close |
3,224.73 |
3,219.34 |
-5.39 |
-0.2% |
3,224.73 |
Range |
23.79 |
37.93 |
14.14 |
59.4% |
85.39 |
ATR |
30.29 |
30.84 |
0.55 |
1.8% |
0.00 |
Volume |
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|
|
|
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Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,336.55 |
3,315.87 |
3,240.20 |
|
R3 |
3,298.62 |
3,277.94 |
3,229.77 |
|
R2 |
3,260.69 |
3,260.69 |
3,226.29 |
|
R1 |
3,240.01 |
3,240.01 |
3,222.82 |
3,231.39 |
PP |
3,222.76 |
3,222.76 |
3,222.76 |
3,218.44 |
S1 |
3,202.08 |
3,202.08 |
3,215.86 |
3,193.46 |
S2 |
3,184.83 |
3,184.83 |
3,212.39 |
|
S3 |
3,146.90 |
3,164.15 |
3,208.91 |
|
S4 |
3,108.97 |
3,126.22 |
3,198.48 |
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|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,468.30 |
3,431.90 |
3,271.69 |
|
R3 |
3,382.91 |
3,346.51 |
3,248.21 |
|
R2 |
3,297.52 |
3,297.52 |
3,240.38 |
|
R1 |
3,261.12 |
3,261.12 |
3,232.56 |
3,279.32 |
PP |
3,212.13 |
3,212.13 |
3,212.13 |
3,221.23 |
S1 |
3,175.73 |
3,175.73 |
3,216.90 |
3,193.93 |
S2 |
3,126.74 |
3,126.74 |
3,209.08 |
|
S3 |
3,041.35 |
3,090.34 |
3,201.25 |
|
S4 |
2,955.96 |
3,004.95 |
3,177.77 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,248.52 |
3,176.58 |
71.94 |
2.2% |
27.89 |
0.9% |
59% |
False |
False |
|
10 |
3,248.52 |
3,159.31 |
89.21 |
2.8% |
25.47 |
0.8% |
67% |
False |
False |
|
20 |
3,248.52 |
3,053.26 |
195.26 |
6.1% |
29.87 |
0.9% |
85% |
False |
False |
|
40 |
3,248.52 |
3,053.26 |
195.26 |
6.1% |
27.09 |
0.8% |
85% |
False |
False |
|
60 |
3,248.52 |
2,891.57 |
356.95 |
11.1% |
26.29 |
0.8% |
92% |
False |
False |
|
80 |
3,248.52 |
2,825.18 |
423.34 |
13.1% |
29.04 |
0.9% |
93% |
False |
False |
|
100 |
3,248.52 |
2,825.18 |
423.34 |
13.1% |
28.49 |
0.9% |
93% |
False |
False |
|
120 |
3,248.52 |
2,730.97 |
517.55 |
16.1% |
29.07 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,404.63 |
2.618 |
3,342.73 |
1.618 |
3,304.80 |
1.000 |
3,281.36 |
0.618 |
3,266.87 |
HIGH |
3,243.43 |
0.618 |
3,228.94 |
0.500 |
3,224.47 |
0.382 |
3,219.99 |
LOW |
3,205.50 |
0.618 |
3,182.06 |
1.000 |
3,167.57 |
1.618 |
3,144.13 |
2.618 |
3,106.20 |
4.250 |
3,044.30 |
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