| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,797.0 |
2,815.0 |
18.0 |
0.6% |
2,835.0 |
| High |
2,820.0 |
2,817.0 |
-3.0 |
-0.1% |
2,835.0 |
| Low |
2,780.0 |
2,791.0 |
11.0 |
0.4% |
2,754.0 |
| Close |
2,812.0 |
2,805.0 |
-7.0 |
-0.2% |
2,812.0 |
| Range |
40.0 |
26.0 |
-14.0 |
-35.0% |
81.0 |
| ATR |
35.4 |
34.7 |
-0.7 |
-1.9% |
0.0 |
| Volume |
137 |
146 |
9 |
6.6% |
3,526 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.3 |
2,869.7 |
2,819.3 |
|
| R3 |
2,856.3 |
2,843.7 |
2,812.2 |
|
| R2 |
2,830.3 |
2,830.3 |
2,809.8 |
|
| R1 |
2,817.7 |
2,817.7 |
2,807.4 |
2,811.0 |
| PP |
2,804.3 |
2,804.3 |
2,804.3 |
2,801.0 |
| S1 |
2,791.7 |
2,791.7 |
2,802.6 |
2,785.0 |
| S2 |
2,778.3 |
2,778.3 |
2,800.2 |
|
| S3 |
2,752.3 |
2,765.7 |
2,797.9 |
|
| S4 |
2,726.3 |
2,739.7 |
2,790.7 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.3 |
3,008.7 |
2,856.6 |
|
| R3 |
2,962.3 |
2,927.7 |
2,834.3 |
|
| R2 |
2,881.3 |
2,881.3 |
2,826.9 |
|
| R1 |
2,846.7 |
2,846.7 |
2,819.4 |
2,823.5 |
| PP |
2,800.3 |
2,800.3 |
2,800.3 |
2,788.8 |
| S1 |
2,765.7 |
2,765.7 |
2,804.6 |
2,742.5 |
| S2 |
2,719.3 |
2,719.3 |
2,797.2 |
|
| S3 |
2,638.3 |
2,684.7 |
2,789.7 |
|
| S4 |
2,557.3 |
2,603.7 |
2,767.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,820.0 |
2,754.0 |
66.0 |
2.4% |
36.0 |
1.3% |
77% |
False |
False |
662 |
| 10 |
2,843.0 |
2,754.0 |
89.0 |
3.2% |
32.5 |
1.2% |
57% |
False |
False |
555 |
| 20 |
2,843.0 |
2,733.0 |
110.0 |
3.9% |
30.5 |
1.1% |
65% |
False |
False |
521 |
| 40 |
2,843.0 |
2,523.0 |
320.0 |
11.4% |
31.8 |
1.1% |
88% |
False |
False |
482 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
12.9% |
35.3 |
1.3% |
90% |
False |
False |
428 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
12.9% |
33.2 |
1.2% |
90% |
False |
False |
340 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.0% |
32.5 |
1.2% |
90% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,927.5 |
|
2.618 |
2,885.1 |
|
1.618 |
2,859.1 |
|
1.000 |
2,843.0 |
|
0.618 |
2,833.1 |
|
HIGH |
2,817.0 |
|
0.618 |
2,807.1 |
|
0.500 |
2,804.0 |
|
0.382 |
2,800.9 |
|
LOW |
2,791.0 |
|
0.618 |
2,774.9 |
|
1.000 |
2,765.0 |
|
1.618 |
2,748.9 |
|
2.618 |
2,722.9 |
|
4.250 |
2,680.5 |
|
|