| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,448.0 |
6,464.0 |
16.0 |
0.2% |
6,442.0 |
| High |
6,460.0 |
6,510.0 |
50.0 |
0.8% |
6,469.0 |
| Low |
6,400.0 |
6,450.0 |
50.0 |
0.8% |
6,364.0 |
| Close |
6,446.0 |
6,492.5 |
46.5 |
0.7% |
6,380.0 |
| Range |
60.0 |
60.0 |
0.0 |
0.0% |
105.0 |
| ATR |
71.4 |
70.9 |
-0.5 |
-0.7% |
0.0 |
| Volume |
1,132 |
257 |
-875 |
-77.3% |
896 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,664.0 |
6,638.5 |
6,525.5 |
|
| R3 |
6,604.0 |
6,578.5 |
6,509.0 |
|
| R2 |
6,544.0 |
6,544.0 |
6,503.5 |
|
| R1 |
6,518.5 |
6,518.5 |
6,498.0 |
6,531.0 |
| PP |
6,484.0 |
6,484.0 |
6,484.0 |
6,490.5 |
| S1 |
6,458.5 |
6,458.5 |
6,487.0 |
6,471.0 |
| S2 |
6,424.0 |
6,424.0 |
6,481.5 |
|
| S3 |
6,364.0 |
6,398.5 |
6,476.0 |
|
| S4 |
6,304.0 |
6,338.5 |
6,459.5 |
|
|
| 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 |
6,510.0 |
6,376.0 |
134.0 |
2.1% |
76.0 |
1.2% |
87% |
True |
False |
471 |
| 10 |
6,510.0 |
6,337.0 |
173.0 |
2.7% |
73.5 |
1.1% |
90% |
True |
False |
297 |
| 20 |
6,588.0 |
6,337.0 |
251.0 |
3.9% |
63.0 |
1.0% |
62% |
False |
False |
309 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.3% |
57.5 |
0.9% |
56% |
False |
False |
200 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.2% |
56.0 |
0.9% |
82% |
False |
False |
157 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
43.5 |
0.7% |
72% |
False |
False |
124 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
35.0 |
0.5% |
72% |
False |
False |
104 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
29.5 |
0.5% |
72% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,765.0 |
|
2.618 |
6,667.0 |
|
1.618 |
6,607.0 |
|
1.000 |
6,570.0 |
|
0.618 |
6,547.0 |
|
HIGH |
6,510.0 |
|
0.618 |
6,487.0 |
|
0.500 |
6,480.0 |
|
0.382 |
6,473.0 |
|
LOW |
6,450.0 |
|
0.618 |
6,413.0 |
|
1.000 |
6,390.0 |
|
1.618 |
6,353.0 |
|
2.618 |
6,293.0 |
|
4.250 |
6,195.0 |
|
|