| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,835.0 |
2,793.0 |
-42.0 |
-1.5% |
2,812.0 |
| High |
2,835.0 |
2,795.0 |
-40.0 |
-1.4% |
2,843.0 |
| Low |
2,800.0 |
2,758.0 |
-42.0 |
-1.5% |
2,790.0 |
| Close |
2,810.0 |
2,775.0 |
-35.0 |
-1.2% |
2,839.0 |
| Range |
35.0 |
37.0 |
2.0 |
5.7% |
53.0 |
| ATR |
33.1 |
34.4 |
1.4 |
4.1% |
0.0 |
| Volume |
361 |
259 |
-102 |
-28.3% |
2,165 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.0 |
2,868.0 |
2,795.4 |
|
| R3 |
2,850.0 |
2,831.0 |
2,785.2 |
|
| R2 |
2,813.0 |
2,813.0 |
2,781.8 |
|
| R1 |
2,794.0 |
2,794.0 |
2,778.4 |
2,785.0 |
| PP |
2,776.0 |
2,776.0 |
2,776.0 |
2,771.5 |
| S1 |
2,757.0 |
2,757.0 |
2,771.6 |
2,748.0 |
| S2 |
2,739.0 |
2,739.0 |
2,768.2 |
|
| S3 |
2,702.0 |
2,720.0 |
2,764.8 |
|
| S4 |
2,665.0 |
2,683.0 |
2,754.7 |
|
|
| 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 |
2,758.0 |
85.0 |
3.1% |
32.4 |
1.2% |
20% |
False |
True |
475 |
| 10 |
2,843.0 |
2,758.0 |
85.0 |
3.1% |
29.5 |
1.1% |
20% |
False |
True |
531 |
| 20 |
2,843.0 |
2,708.0 |
135.0 |
4.9% |
29.1 |
1.0% |
50% |
False |
False |
404 |
| 40 |
2,843.0 |
2,523.0 |
320.0 |
11.5% |
33.3 |
1.2% |
79% |
False |
False |
448 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.0% |
35.5 |
1.3% |
81% |
False |
False |
384 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.0% |
32.8 |
1.2% |
81% |
False |
False |
305 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.2% |
32.1 |
1.2% |
81% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.3 |
|
2.618 |
2,891.9 |
|
1.618 |
2,854.9 |
|
1.000 |
2,832.0 |
|
0.618 |
2,817.9 |
|
HIGH |
2,795.0 |
|
0.618 |
2,780.9 |
|
0.500 |
2,776.5 |
|
0.382 |
2,772.1 |
|
LOW |
2,758.0 |
|
0.618 |
2,735.1 |
|
1.000 |
2,721.0 |
|
1.618 |
2,698.1 |
|
2.618 |
2,661.1 |
|
4.250 |
2,600.8 |
|
|