| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,411.5 |
6,460.0 |
48.5 |
0.8% |
6,442.0 |
| High |
6,500.0 |
6,490.0 |
-10.0 |
-0.2% |
6,469.0 |
| Low |
6,408.0 |
6,414.5 |
6.5 |
0.1% |
6,364.0 |
| Close |
6,470.0 |
6,429.0 |
-41.0 |
-0.6% |
6,380.0 |
| Range |
92.0 |
75.5 |
-16.5 |
-17.9% |
105.0 |
| ATR |
72.0 |
72.3 |
0.2 |
0.3% |
0.0 |
| Volume |
91 |
489 |
398 |
437.4% |
896 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,671.0 |
6,625.5 |
6,470.5 |
|
| R3 |
6,595.5 |
6,550.0 |
6,450.0 |
|
| R2 |
6,520.0 |
6,520.0 |
6,443.0 |
|
| R1 |
6,474.5 |
6,474.5 |
6,436.0 |
6,459.5 |
| PP |
6,444.5 |
6,444.5 |
6,444.5 |
6,437.0 |
| S1 |
6,399.0 |
6,399.0 |
6,422.0 |
6,384.0 |
| S2 |
6,369.0 |
6,369.0 |
6,415.0 |
|
| S3 |
6,293.5 |
6,323.5 |
6,408.0 |
|
| S4 |
6,218.0 |
6,248.0 |
6,387.5 |
|
|
| 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% |
72.0 |
1.1% |
48% |
False |
False |
245 |
| 10 |
6,500.0 |
6,337.0 |
163.0 |
2.5% |
72.5 |
1.1% |
56% |
False |
False |
171 |
| 20 |
6,588.0 |
6,337.0 |
251.0 |
3.9% |
64.5 |
1.0% |
37% |
False |
False |
241 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.3% |
56.5 |
0.9% |
33% |
False |
False |
167 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.3% |
55.0 |
0.9% |
72% |
False |
False |
135 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
42.0 |
0.7% |
63% |
False |
False |
107 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
34.0 |
0.5% |
63% |
False |
False |
90 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
28.5 |
0.4% |
63% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,811.0 |
|
2.618 |
6,687.5 |
|
1.618 |
6,612.0 |
|
1.000 |
6,565.5 |
|
0.618 |
6,536.5 |
|
HIGH |
6,490.0 |
|
0.618 |
6,461.0 |
|
0.500 |
6,452.0 |
|
0.382 |
6,443.5 |
|
LOW |
6,414.5 |
|
0.618 |
6,368.0 |
|
1.000 |
6,339.0 |
|
1.618 |
6,292.5 |
|
2.618 |
6,217.0 |
|
4.250 |
6,093.5 |
|
|