| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,442.0 |
6,382.0 |
-60.0 |
-0.9% |
6,444.0 |
| High |
6,445.0 |
6,402.5 |
-42.5 |
-0.7% |
6,477.0 |
| Low |
6,364.0 |
6,364.0 |
0.0 |
0.0% |
6,337.0 |
| Close |
6,410.0 |
6,396.0 |
-14.0 |
-0.2% |
6,457.5 |
| Range |
81.0 |
38.5 |
-42.5 |
-52.5% |
140.0 |
| ATR |
67.5 |
66.0 |
-1.5 |
-2.3% |
0.0 |
| Volume |
247 |
202 |
-45 |
-18.2% |
256 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,503.0 |
6,488.0 |
6,417.0 |
|
| R3 |
6,464.5 |
6,449.5 |
6,406.5 |
|
| R2 |
6,426.0 |
6,426.0 |
6,403.0 |
|
| R1 |
6,411.0 |
6,411.0 |
6,399.5 |
6,418.5 |
| PP |
6,387.5 |
6,387.5 |
6,387.5 |
6,391.0 |
| S1 |
6,372.5 |
6,372.5 |
6,392.5 |
6,380.0 |
| S2 |
6,349.0 |
6,349.0 |
6,389.0 |
|
| S3 |
6,310.5 |
6,334.0 |
6,385.5 |
|
| S4 |
6,272.0 |
6,295.5 |
6,375.0 |
|
|
| 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% |
72.0 |
1.1% |
42% |
False |
False |
119 |
| 10 |
6,588.0 |
6,337.0 |
251.0 |
3.9% |
64.0 |
1.0% |
24% |
False |
False |
106 |
| 20 |
6,615.0 |
6,337.0 |
278.0 |
4.3% |
63.0 |
1.0% |
21% |
False |
False |
196 |
| 40 |
6,615.0 |
6,126.0 |
489.0 |
7.6% |
56.5 |
0.9% |
55% |
False |
False |
151 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.4% |
50.5 |
0.8% |
67% |
False |
False |
121 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
38.0 |
0.6% |
59% |
False |
False |
95 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
31.0 |
0.5% |
59% |
False |
False |
80 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
25.5 |
0.4% |
59% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,566.0 |
|
2.618 |
6,503.5 |
|
1.618 |
6,465.0 |
|
1.000 |
6,441.0 |
|
0.618 |
6,426.5 |
|
HIGH |
6,402.5 |
|
0.618 |
6,388.0 |
|
0.500 |
6,383.0 |
|
0.382 |
6,378.5 |
|
LOW |
6,364.0 |
|
0.618 |
6,340.0 |
|
1.000 |
6,325.5 |
|
1.618 |
6,301.5 |
|
2.618 |
6,263.0 |
|
4.250 |
6,200.5 |
|
|