| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,420.0 |
6,442.0 |
22.0 |
0.3% |
6,444.0 |
| High |
6,477.0 |
6,445.0 |
-32.0 |
-0.5% |
6,477.0 |
| Low |
6,391.0 |
6,364.0 |
-27.0 |
-0.4% |
6,337.0 |
| Close |
6,457.5 |
6,410.0 |
-47.5 |
-0.7% |
6,457.5 |
| Range |
86.0 |
81.0 |
-5.0 |
-5.8% |
140.0 |
| ATR |
65.5 |
67.5 |
2.0 |
3.0% |
0.0 |
| Volume |
57 |
247 |
190 |
333.3% |
256 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,649.5 |
6,610.5 |
6,454.5 |
|
| R3 |
6,568.5 |
6,529.5 |
6,432.5 |
|
| R2 |
6,487.5 |
6,487.5 |
6,425.0 |
|
| R1 |
6,448.5 |
6,448.5 |
6,417.5 |
6,427.5 |
| PP |
6,406.5 |
6,406.5 |
6,406.5 |
6,396.0 |
| S1 |
6,367.5 |
6,367.5 |
6,402.5 |
6,346.5 |
| S2 |
6,325.5 |
6,325.5 |
6,395.0 |
|
| S3 |
6,244.5 |
6,286.5 |
6,387.5 |
|
| S4 |
6,163.5 |
6,205.5 |
6,365.5 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,844.0 |
6,790.5 |
6,534.5 |
|
| R3 |
6,704.0 |
6,650.5 |
6,496.0 |
|
| R2 |
6,564.0 |
6,564.0 |
6,483.0 |
|
| R1 |
6,510.5 |
6,510.5 |
6,470.5 |
6,537.0 |
| PP |
6,424.0 |
6,424.0 |
6,424.0 |
6,437.0 |
| S1 |
6,370.5 |
6,370.5 |
6,444.5 |
6,397.0 |
| S2 |
6,284.0 |
6,284.0 |
6,432.0 |
|
| S3 |
6,144.0 |
6,230.5 |
6,419.0 |
|
| S4 |
6,004.0 |
6,090.5 |
6,380.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,477.0 |
6,337.0 |
140.0 |
2.2% |
73.0 |
1.1% |
52% |
False |
False |
96 |
| 10 |
6,588.0 |
6,337.0 |
251.0 |
3.9% |
66.5 |
1.0% |
29% |
False |
False |
87 |
| 20 |
6,615.0 |
6,337.0 |
278.0 |
4.3% |
61.5 |
1.0% |
26% |
False |
False |
187 |
| 40 |
6,615.0 |
6,126.0 |
489.0 |
7.6% |
56.5 |
0.9% |
58% |
False |
False |
146 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.4% |
49.5 |
0.8% |
69% |
False |
False |
119 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
37.5 |
0.6% |
61% |
False |
False |
93 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
30.5 |
0.5% |
61% |
False |
False |
78 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
25.5 |
0.4% |
61% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,789.0 |
|
2.618 |
6,657.0 |
|
1.618 |
6,576.0 |
|
1.000 |
6,526.0 |
|
0.618 |
6,495.0 |
|
HIGH |
6,445.0 |
|
0.618 |
6,414.0 |
|
0.500 |
6,404.5 |
|
0.382 |
6,395.0 |
|
LOW |
6,364.0 |
|
0.618 |
6,314.0 |
|
1.000 |
6,283.0 |
|
1.618 |
6,233.0 |
|
2.618 |
6,152.0 |
|
4.250 |
6,020.0 |
|
|