| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,529.0 |
6,433.0 |
-96.0 |
-1.5% |
6,500.0 |
| High |
6,529.0 |
6,461.0 |
-68.0 |
-1.0% |
6,588.0 |
| Low |
6,417.5 |
6,420.0 |
2.5 |
0.0% |
6,417.5 |
| Close |
6,444.5 |
6,448.5 |
4.0 |
0.1% |
6,448.5 |
| Range |
111.5 |
41.0 |
-70.5 |
-63.2% |
170.5 |
| ATR |
65.9 |
64.1 |
-1.8 |
-2.7% |
0.0 |
| Volume |
40 |
24 |
-16 |
-40.0% |
404 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,566.0 |
6,548.5 |
6,471.0 |
|
| R3 |
6,525.0 |
6,507.5 |
6,460.0 |
|
| R2 |
6,484.0 |
6,484.0 |
6,456.0 |
|
| R1 |
6,466.5 |
6,466.5 |
6,452.5 |
6,475.0 |
| PP |
6,443.0 |
6,443.0 |
6,443.0 |
6,447.5 |
| S1 |
6,425.5 |
6,425.5 |
6,444.5 |
6,434.0 |
| S2 |
6,402.0 |
6,402.0 |
6,441.0 |
|
| S3 |
6,361.0 |
6,384.5 |
6,437.0 |
|
| S4 |
6,320.0 |
6,343.5 |
6,426.0 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,996.0 |
6,893.0 |
6,542.5 |
|
| R3 |
6,825.5 |
6,722.5 |
6,495.5 |
|
| R2 |
6,655.0 |
6,655.0 |
6,480.0 |
|
| R1 |
6,552.0 |
6,552.0 |
6,464.0 |
6,518.0 |
| PP |
6,484.5 |
6,484.5 |
6,484.5 |
6,468.0 |
| S1 |
6,381.5 |
6,381.5 |
6,433.0 |
6,348.0 |
| S2 |
6,314.0 |
6,314.0 |
6,417.0 |
|
| S3 |
6,143.5 |
6,211.0 |
6,401.5 |
|
| S4 |
5,973.0 |
6,040.5 |
6,354.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,588.0 |
6,417.5 |
170.5 |
2.6% |
54.5 |
0.8% |
18% |
False |
False |
80 |
| 10 |
6,610.0 |
6,417.5 |
192.5 |
3.0% |
60.5 |
0.9% |
16% |
False |
False |
312 |
| 20 |
6,615.0 |
6,417.5 |
197.5 |
3.1% |
55.0 |
0.9% |
16% |
False |
False |
199 |
| 40 |
6,615.0 |
5,951.5 |
663.5 |
10.3% |
54.0 |
0.8% |
75% |
False |
False |
142 |
| 60 |
6,687.0 |
5,951.5 |
735.5 |
11.4% |
43.0 |
0.7% |
68% |
False |
False |
112 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
32.5 |
0.5% |
66% |
False |
False |
90 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
26.5 |
0.4% |
66% |
False |
False |
73 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
22.0 |
0.3% |
66% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,635.0 |
|
2.618 |
6,568.5 |
|
1.618 |
6,527.5 |
|
1.000 |
6,502.0 |
|
0.618 |
6,486.5 |
|
HIGH |
6,461.0 |
|
0.618 |
6,445.5 |
|
0.500 |
6,440.5 |
|
0.382 |
6,435.5 |
|
LOW |
6,420.0 |
|
0.618 |
6,394.5 |
|
1.000 |
6,379.0 |
|
1.618 |
6,353.5 |
|
2.618 |
6,312.5 |
|
4.250 |
6,246.0 |
|
|