| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,817.0 |
2,835.0 |
18.0 |
0.6% |
2,812.0 |
| High |
2,843.0 |
2,835.0 |
-8.0 |
-0.3% |
2,843.0 |
| Low |
2,811.0 |
2,800.0 |
-11.0 |
-0.4% |
2,790.0 |
| Close |
2,839.0 |
2,810.0 |
-29.0 |
-1.0% |
2,839.0 |
| Range |
32.0 |
35.0 |
3.0 |
9.4% |
53.0 |
| ATR |
32.6 |
33.1 |
0.5 |
1.4% |
0.0 |
| Volume |
512 |
361 |
-151 |
-29.5% |
2,165 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.0 |
2,900.0 |
2,829.3 |
|
| R3 |
2,885.0 |
2,865.0 |
2,819.6 |
|
| R2 |
2,850.0 |
2,850.0 |
2,816.4 |
|
| R1 |
2,830.0 |
2,830.0 |
2,813.2 |
2,822.5 |
| PP |
2,815.0 |
2,815.0 |
2,815.0 |
2,811.3 |
| S1 |
2,795.0 |
2,795.0 |
2,806.8 |
2,787.5 |
| S2 |
2,780.0 |
2,780.0 |
2,803.6 |
|
| S3 |
2,745.0 |
2,760.0 |
2,800.4 |
|
| S4 |
2,710.0 |
2,725.0 |
2,790.8 |
|
|
| 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 |
2,794.0 |
49.0 |
1.7% |
29.0 |
1.0% |
33% |
False |
False |
448 |
| 10 |
2,843.0 |
2,761.0 |
82.0 |
2.9% |
29.7 |
1.1% |
60% |
False |
False |
547 |
| 20 |
2,843.0 |
2,708.0 |
135.0 |
4.8% |
28.1 |
1.0% |
76% |
False |
False |
394 |
| 40 |
2,843.0 |
2,514.0 |
329.0 |
11.7% |
33.0 |
1.2% |
90% |
False |
False |
453 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
12.9% |
35.6 |
1.3% |
91% |
False |
False |
382 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
12.9% |
32.9 |
1.2% |
91% |
False |
False |
308 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.0% |
32.1 |
1.1% |
91% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.8 |
|
2.618 |
2,926.6 |
|
1.618 |
2,891.6 |
|
1.000 |
2,870.0 |
|
0.618 |
2,856.6 |
|
HIGH |
2,835.0 |
|
0.618 |
2,821.6 |
|
0.500 |
2,817.5 |
|
0.382 |
2,813.4 |
|
LOW |
2,800.0 |
|
0.618 |
2,778.4 |
|
1.000 |
2,765.0 |
|
1.618 |
2,743.4 |
|
2.618 |
2,708.4 |
|
4.250 |
2,651.3 |
|
|