| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,835.0 |
2,817.0 |
-18.0 |
-0.6% |
2,812.0 |
| High |
2,835.0 |
2,843.0 |
8.0 |
0.3% |
2,843.0 |
| Low |
2,794.0 |
2,811.0 |
17.0 |
0.6% |
2,790.0 |
| Close |
2,819.0 |
2,839.0 |
20.0 |
0.7% |
2,839.0 |
| Range |
41.0 |
32.0 |
-9.0 |
-22.0% |
53.0 |
| ATR |
32.6 |
32.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,155 |
512 |
-643 |
-55.7% |
2,165 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.0 |
2,915.0 |
2,856.6 |
|
| R3 |
2,895.0 |
2,883.0 |
2,847.8 |
|
| R2 |
2,863.0 |
2,863.0 |
2,844.9 |
|
| R1 |
2,851.0 |
2,851.0 |
2,841.9 |
2,857.0 |
| PP |
2,831.0 |
2,831.0 |
2,831.0 |
2,834.0 |
| S1 |
2,819.0 |
2,819.0 |
2,836.1 |
2,825.0 |
| S2 |
2,799.0 |
2,799.0 |
2,833.1 |
|
| S3 |
2,767.0 |
2,787.0 |
2,830.2 |
|
| S4 |
2,735.0 |
2,755.0 |
2,821.4 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.0 |
2,964.0 |
2,868.2 |
|
| R3 |
2,930.0 |
2,911.0 |
2,853.6 |
|
| R2 |
2,877.0 |
2,877.0 |
2,848.7 |
|
| R1 |
2,858.0 |
2,858.0 |
2,843.9 |
2,867.5 |
| PP |
2,824.0 |
2,824.0 |
2,824.0 |
2,828.8 |
| S1 |
2,805.0 |
2,805.0 |
2,834.1 |
2,814.5 |
| S2 |
2,771.0 |
2,771.0 |
2,829.3 |
|
| S3 |
2,718.0 |
2,752.0 |
2,824.4 |
|
| S4 |
2,665.0 |
2,699.0 |
2,809.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,843.0 |
2,790.0 |
53.0 |
1.9% |
28.2 |
1.0% |
92% |
True |
False |
433 |
| 10 |
2,843.0 |
2,761.0 |
82.0 |
2.9% |
28.1 |
1.0% |
95% |
True |
False |
515 |
| 20 |
2,843.0 |
2,703.0 |
140.0 |
4.9% |
27.3 |
1.0% |
97% |
True |
False |
377 |
| 40 |
2,843.0 |
2,481.0 |
362.0 |
12.8% |
33.4 |
1.2% |
99% |
True |
False |
476 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
12.8% |
35.2 |
1.2% |
99% |
True |
False |
377 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
12.8% |
32.6 |
1.1% |
99% |
True |
False |
306 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
12.9% |
32.1 |
1.1% |
99% |
True |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.0 |
|
2.618 |
2,926.8 |
|
1.618 |
2,894.8 |
|
1.000 |
2,875.0 |
|
0.618 |
2,862.8 |
|
HIGH |
2,843.0 |
|
0.618 |
2,830.8 |
|
0.500 |
2,827.0 |
|
0.382 |
2,823.2 |
|
LOW |
2,811.0 |
|
0.618 |
2,791.2 |
|
1.000 |
2,779.0 |
|
1.618 |
2,759.2 |
|
2.618 |
2,727.2 |
|
4.250 |
2,675.0 |
|
|