| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,433.0 |
6,444.0 |
11.0 |
0.2% |
6,500.0 |
| High |
6,461.0 |
6,450.5 |
-10.5 |
-0.2% |
6,588.0 |
| Low |
6,420.0 |
6,405.0 |
-15.0 |
-0.2% |
6,417.5 |
| Close |
6,448.5 |
6,420.5 |
-28.0 |
-0.4% |
6,448.5 |
| Range |
41.0 |
45.5 |
4.5 |
11.0% |
170.5 |
| ATR |
64.1 |
62.8 |
-1.3 |
-2.1% |
0.0 |
| Volume |
24 |
21 |
-3 |
-12.5% |
404 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,562.0 |
6,536.5 |
6,445.5 |
|
| R3 |
6,516.5 |
6,491.0 |
6,433.0 |
|
| R2 |
6,471.0 |
6,471.0 |
6,429.0 |
|
| R1 |
6,445.5 |
6,445.5 |
6,424.5 |
6,435.5 |
| PP |
6,425.5 |
6,425.5 |
6,425.5 |
6,420.0 |
| S1 |
6,400.0 |
6,400.0 |
6,416.5 |
6,390.0 |
| S2 |
6,380.0 |
6,380.0 |
6,412.0 |
|
| S3 |
6,334.5 |
6,354.5 |
6,408.0 |
|
| S4 |
6,289.0 |
6,309.0 |
6,395.5 |
|
|
| 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 |
6,405.0 |
183.0 |
2.9% |
60.0 |
0.9% |
8% |
False |
True |
79 |
| 10 |
6,588.0 |
6,405.0 |
183.0 |
2.9% |
56.0 |
0.9% |
8% |
False |
True |
312 |
| 20 |
6,615.0 |
6,405.0 |
210.0 |
3.3% |
55.5 |
0.9% |
7% |
False |
True |
199 |
| 40 |
6,615.0 |
5,977.5 |
637.5 |
9.9% |
53.0 |
0.8% |
69% |
False |
False |
142 |
| 60 |
6,687.0 |
5,951.5 |
735.5 |
11.5% |
44.0 |
0.7% |
64% |
False |
False |
112 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
33.5 |
0.5% |
62% |
False |
False |
90 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
26.5 |
0.4% |
62% |
False |
False |
73 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
22.5 |
0.3% |
62% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,644.0 |
|
2.618 |
6,569.5 |
|
1.618 |
6,524.0 |
|
1.000 |
6,496.0 |
|
0.618 |
6,478.5 |
|
HIGH |
6,450.5 |
|
0.618 |
6,433.0 |
|
0.500 |
6,428.0 |
|
0.382 |
6,422.5 |
|
LOW |
6,405.0 |
|
0.618 |
6,377.0 |
|
1.000 |
6,359.5 |
|
1.618 |
6,331.5 |
|
2.618 |
6,286.0 |
|
4.250 |
6,211.5 |
|
|