| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,404.0 |
6,409.0 |
5.0 |
0.1% |
6,500.0 |
| High |
6,415.0 |
6,409.0 |
-6.0 |
-0.1% |
6,588.0 |
| Low |
6,372.5 |
6,345.0 |
-27.5 |
-0.4% |
6,417.5 |
| Close |
6,406.0 |
6,356.5 |
-49.5 |
-0.8% |
6,448.5 |
| Range |
42.5 |
64.0 |
21.5 |
50.6% |
170.5 |
| ATR |
61.7 |
61.9 |
0.2 |
0.3% |
0.0 |
| Volume |
86 |
44 |
-42 |
-48.8% |
404 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,562.0 |
6,523.5 |
6,391.5 |
|
| R3 |
6,498.0 |
6,459.5 |
6,374.0 |
|
| R2 |
6,434.0 |
6,434.0 |
6,368.0 |
|
| R1 |
6,395.5 |
6,395.5 |
6,362.5 |
6,383.0 |
| PP |
6,370.0 |
6,370.0 |
6,370.0 |
6,364.0 |
| S1 |
6,331.5 |
6,331.5 |
6,350.5 |
6,319.0 |
| S2 |
6,306.0 |
6,306.0 |
6,345.0 |
|
| S3 |
6,242.0 |
6,267.5 |
6,339.0 |
|
| S4 |
6,178.0 |
6,203.5 |
6,321.5 |
|
|
| 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 |
6,529.0 |
6,345.0 |
184.0 |
2.9% |
61.0 |
1.0% |
6% |
False |
True |
43 |
| 10 |
6,588.0 |
6,345.0 |
243.0 |
3.8% |
52.0 |
0.8% |
5% |
False |
True |
322 |
| 20 |
6,615.0 |
6,345.0 |
270.0 |
4.2% |
56.0 |
0.9% |
4% |
False |
True |
171 |
| 40 |
6,615.0 |
6,095.0 |
520.0 |
8.2% |
54.5 |
0.9% |
50% |
False |
False |
142 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.4% |
45.5 |
0.7% |
61% |
False |
False |
114 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.9% |
34.5 |
0.5% |
54% |
False |
False |
91 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.9% |
28.0 |
0.4% |
54% |
False |
False |
74 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.9% |
23.0 |
0.4% |
54% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,681.0 |
|
2.618 |
6,576.5 |
|
1.618 |
6,512.5 |
|
1.000 |
6,473.0 |
|
0.618 |
6,448.5 |
|
HIGH |
6,409.0 |
|
0.618 |
6,384.5 |
|
0.500 |
6,377.0 |
|
0.382 |
6,369.5 |
|
LOW |
6,345.0 |
|
0.618 |
6,305.5 |
|
1.000 |
6,281.0 |
|
1.618 |
6,241.5 |
|
2.618 |
6,177.5 |
|
4.250 |
6,073.0 |
|
|