| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
02-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,452.5 |
6,411.5 |
-41.0 |
-0.6% |
6,442.0 |
| High |
6,468.0 |
6,500.0 |
32.0 |
0.5% |
6,469.0 |
| Low |
6,376.0 |
6,408.0 |
32.0 |
0.5% |
6,364.0 |
| Close |
6,380.0 |
6,470.0 |
90.0 |
1.4% |
6,380.0 |
| Range |
92.0 |
92.0 |
0.0 |
0.0% |
105.0 |
| ATR |
68.3 |
72.0 |
3.7 |
5.4% |
0.0 |
| Volume |
390 |
91 |
-299 |
-76.7% |
896 |
|
| Daily Pivots for day following 02-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,735.5 |
6,694.5 |
6,520.5 |
|
| R3 |
6,643.5 |
6,602.5 |
6,495.5 |
|
| R2 |
6,551.5 |
6,551.5 |
6,487.0 |
|
| R1 |
6,510.5 |
6,510.5 |
6,478.5 |
6,531.0 |
| PP |
6,459.5 |
6,459.5 |
6,459.5 |
6,469.5 |
| S1 |
6,418.5 |
6,418.5 |
6,461.5 |
6,439.0 |
| S2 |
6,367.5 |
6,367.5 |
6,453.0 |
|
| S3 |
6,275.5 |
6,326.5 |
6,444.5 |
|
| S4 |
6,183.5 |
6,234.5 |
6,419.5 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,719.5 |
6,654.5 |
6,438.0 |
|
| R3 |
6,614.5 |
6,549.5 |
6,409.0 |
|
| R2 |
6,509.5 |
6,509.5 |
6,399.0 |
|
| R1 |
6,444.5 |
6,444.5 |
6,389.5 |
6,424.5 |
| PP |
6,404.5 |
6,404.5 |
6,404.5 |
6,394.0 |
| S1 |
6,339.5 |
6,339.5 |
6,370.5 |
6,319.5 |
| S2 |
6,299.5 |
6,299.5 |
6,361.0 |
|
| S3 |
6,194.5 |
6,234.5 |
6,351.0 |
|
| S4 |
6,089.5 |
6,129.5 |
6,322.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,500.0 |
6,364.0 |
136.0 |
2.1% |
73.0 |
1.1% |
78% |
True |
False |
197 |
| 10 |
6,500.0 |
6,337.0 |
163.0 |
2.5% |
69.5 |
1.1% |
82% |
True |
False |
124 |
| 20 |
6,610.0 |
6,337.0 |
273.0 |
4.2% |
65.0 |
1.0% |
49% |
False |
False |
218 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.3% |
55.5 |
0.9% |
48% |
False |
False |
156 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.3% |
54.5 |
0.8% |
78% |
False |
False |
127 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
41.0 |
0.6% |
69% |
False |
False |
101 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
33.0 |
0.5% |
69% |
False |
False |
85 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
27.5 |
0.4% |
69% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,891.0 |
|
2.618 |
6,741.0 |
|
1.618 |
6,649.0 |
|
1.000 |
6,592.0 |
|
0.618 |
6,557.0 |
|
HIGH |
6,500.0 |
|
0.618 |
6,465.0 |
|
0.500 |
6,454.0 |
|
0.382 |
6,443.0 |
|
LOW |
6,408.0 |
|
0.618 |
6,351.0 |
|
1.000 |
6,316.0 |
|
1.618 |
6,259.0 |
|
2.618 |
6,167.0 |
|
4.250 |
6,017.0 |
|
|