| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,813.0 |
2,812.0 |
-1.0 |
0.0% |
2,807.0 |
| High |
2,823.0 |
2,821.0 |
-2.0 |
-0.1% |
2,823.0 |
| Low |
2,795.0 |
2,790.0 |
-5.0 |
-0.2% |
2,761.0 |
| Close |
2,809.0 |
2,814.0 |
5.0 |
0.2% |
2,809.0 |
| Range |
28.0 |
31.0 |
3.0 |
10.7% |
62.0 |
| ATR |
34.0 |
33.7 |
-0.2 |
-0.6% |
0.0 |
| Volume |
2,179 |
286 |
-1,893 |
-86.9% |
2,994 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.3 |
2,888.7 |
2,831.1 |
|
| R3 |
2,870.3 |
2,857.7 |
2,822.5 |
|
| R2 |
2,839.3 |
2,839.3 |
2,819.7 |
|
| R1 |
2,826.7 |
2,826.7 |
2,816.8 |
2,833.0 |
| PP |
2,808.3 |
2,808.3 |
2,808.3 |
2,811.5 |
| S1 |
2,795.7 |
2,795.7 |
2,811.2 |
2,802.0 |
| S2 |
2,777.3 |
2,777.3 |
2,808.3 |
|
| S3 |
2,746.3 |
2,764.7 |
2,805.5 |
|
| S4 |
2,715.3 |
2,733.7 |
2,797.0 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.7 |
2,958.3 |
2,843.1 |
|
| R3 |
2,921.7 |
2,896.3 |
2,826.1 |
|
| R2 |
2,859.7 |
2,859.7 |
2,820.4 |
|
| R1 |
2,834.3 |
2,834.3 |
2,814.7 |
2,847.0 |
| PP |
2,797.7 |
2,797.7 |
2,797.7 |
2,804.0 |
| S1 |
2,772.3 |
2,772.3 |
2,803.3 |
2,785.0 |
| S2 |
2,735.7 |
2,735.7 |
2,797.6 |
|
| S3 |
2,673.7 |
2,710.3 |
2,792.0 |
|
| S4 |
2,611.7 |
2,648.3 |
2,774.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,823.0 |
2,761.0 |
62.0 |
2.2% |
30.4 |
1.1% |
85% |
False |
False |
647 |
| 10 |
2,823.0 |
2,733.0 |
90.0 |
3.2% |
28.5 |
1.0% |
90% |
False |
False |
487 |
| 20 |
2,823.0 |
2,634.0 |
189.0 |
6.7% |
28.0 |
1.0% |
95% |
False |
False |
292 |
| 40 |
2,823.0 |
2,481.0 |
342.0 |
12.2% |
35.0 |
1.2% |
97% |
False |
False |
449 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.4% |
35.5 |
1.3% |
95% |
False |
False |
349 |
| 80 |
2,830.0 |
2,481.0 |
349.0 |
12.4% |
33.4 |
1.2% |
95% |
False |
False |
284 |
| 100 |
2,830.0 |
2,477.0 |
353.0 |
12.5% |
32.1 |
1.1% |
95% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.8 |
|
2.618 |
2,902.2 |
|
1.618 |
2,871.2 |
|
1.000 |
2,852.0 |
|
0.618 |
2,840.2 |
|
HIGH |
2,821.0 |
|
0.618 |
2,809.2 |
|
0.500 |
2,805.5 |
|
0.382 |
2,801.8 |
|
LOW |
2,790.0 |
|
0.618 |
2,770.8 |
|
1.000 |
2,759.0 |
|
1.618 |
2,739.8 |
|
2.618 |
2,708.8 |
|
4.250 |
2,658.3 |
|
|