| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,500.0 |
6,521.0 |
21.0 |
0.3% |
6,610.0 |
| High |
6,517.0 |
6,578.0 |
61.0 |
0.9% |
6,610.0 |
| Low |
6,498.0 |
6,518.5 |
20.5 |
0.3% |
6,444.0 |
| Close |
6,512.5 |
6,551.0 |
38.5 |
0.6% |
6,520.5 |
| Range |
19.0 |
59.5 |
40.5 |
213.2% |
166.0 |
| ATR |
61.1 |
61.4 |
0.3 |
0.5% |
0.0 |
| Volume |
30 |
15 |
-15 |
-50.0% |
2,720 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,727.5 |
6,699.0 |
6,583.5 |
|
| R3 |
6,668.0 |
6,639.5 |
6,567.5 |
|
| R2 |
6,608.5 |
6,608.5 |
6,562.0 |
|
| R1 |
6,580.0 |
6,580.0 |
6,556.5 |
6,594.0 |
| PP |
6,549.0 |
6,549.0 |
6,549.0 |
6,556.5 |
| S1 |
6,520.5 |
6,520.5 |
6,545.5 |
6,535.0 |
| S2 |
6,489.5 |
6,489.5 |
6,540.0 |
|
| S3 |
6,430.0 |
6,461.0 |
6,534.5 |
|
| S4 |
6,370.5 |
6,401.5 |
6,518.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,023.0 |
6,937.5 |
6,612.0 |
|
| R3 |
6,857.0 |
6,771.5 |
6,566.0 |
|
| R2 |
6,691.0 |
6,691.0 |
6,551.0 |
|
| R1 |
6,605.5 |
6,605.5 |
6,535.5 |
6,565.0 |
| PP |
6,525.0 |
6,525.0 |
6,525.0 |
6,504.5 |
| S1 |
6,439.5 |
6,439.5 |
6,505.5 |
6,399.0 |
| S2 |
6,359.0 |
6,359.0 |
6,490.0 |
|
| S3 |
6,193.0 |
6,273.5 |
6,475.0 |
|
| S4 |
6,027.0 |
6,107.5 |
6,429.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,578.0 |
6,444.0 |
134.0 |
2.0% |
58.5 |
0.9% |
80% |
True |
False |
547 |
| 10 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
61.5 |
0.9% |
63% |
False |
False |
287 |
| 20 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
53.5 |
0.8% |
63% |
False |
False |
219 |
| 40 |
6,615.0 |
5,951.5 |
663.5 |
10.1% |
55.0 |
0.8% |
90% |
False |
False |
147 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
40.0 |
0.6% |
79% |
False |
False |
106 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
30.5 |
0.5% |
79% |
False |
False |
86 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
24.5 |
0.4% |
79% |
False |
False |
69 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
20.5 |
0.3% |
79% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,831.0 |
|
2.618 |
6,734.0 |
|
1.618 |
6,674.5 |
|
1.000 |
6,637.5 |
|
0.618 |
6,615.0 |
|
HIGH |
6,578.0 |
|
0.618 |
6,555.5 |
|
0.500 |
6,548.0 |
|
0.382 |
6,541.0 |
|
LOW |
6,518.5 |
|
0.618 |
6,481.5 |
|
1.000 |
6,459.0 |
|
1.618 |
6,422.0 |
|
2.618 |
6,362.5 |
|
4.250 |
6,265.5 |
|
|