| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,793.0 |
2,778.0 |
-15.0 |
-0.5% |
2,812.0 |
| High |
2,795.0 |
2,780.0 |
-15.0 |
-0.5% |
2,843.0 |
| Low |
2,758.0 |
2,755.0 |
-3.0 |
-0.1% |
2,790.0 |
| Close |
2,775.0 |
2,759.0 |
-16.0 |
-0.6% |
2,839.0 |
| Range |
37.0 |
25.0 |
-12.0 |
-32.4% |
53.0 |
| ATR |
34.4 |
33.7 |
-0.7 |
-2.0% |
0.0 |
| Volume |
259 |
2,308 |
2,049 |
791.1% |
2,165 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.7 |
2,824.3 |
2,772.8 |
|
| R3 |
2,814.7 |
2,799.3 |
2,765.9 |
|
| R2 |
2,789.7 |
2,789.7 |
2,763.6 |
|
| R1 |
2,774.3 |
2,774.3 |
2,761.3 |
2,769.5 |
| PP |
2,764.7 |
2,764.7 |
2,764.7 |
2,762.3 |
| S1 |
2,749.3 |
2,749.3 |
2,756.7 |
2,744.5 |
| S2 |
2,739.7 |
2,739.7 |
2,754.4 |
|
| S3 |
2,714.7 |
2,724.3 |
2,752.1 |
|
| S4 |
2,689.7 |
2,699.3 |
2,745.3 |
|
|
| 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 |
2,755.0 |
88.0 |
3.2% |
34.0 |
1.2% |
5% |
False |
True |
919 |
| 10 |
2,843.0 |
2,755.0 |
88.0 |
3.2% |
29.6 |
1.1% |
5% |
False |
True |
737 |
| 20 |
2,843.0 |
2,708.0 |
135.0 |
4.9% |
28.8 |
1.0% |
38% |
False |
False |
515 |
| 40 |
2,843.0 |
2,523.0 |
320.0 |
11.6% |
32.2 |
1.2% |
74% |
False |
False |
501 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.1% |
35.3 |
1.3% |
77% |
False |
False |
422 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.1% |
32.9 |
1.2% |
77% |
False |
False |
334 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.3% |
31.8 |
1.2% |
77% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.3 |
|
2.618 |
2,845.5 |
|
1.618 |
2,820.5 |
|
1.000 |
2,805.0 |
|
0.618 |
2,795.5 |
|
HIGH |
2,780.0 |
|
0.618 |
2,770.5 |
|
0.500 |
2,767.5 |
|
0.382 |
2,764.6 |
|
LOW |
2,755.0 |
|
0.618 |
2,739.6 |
|
1.000 |
2,730.0 |
|
1.618 |
2,714.6 |
|
2.618 |
2,689.6 |
|
4.250 |
2,648.8 |
|
|