| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,130.00 |
3,127.25 |
-2.75 |
-0.1% |
3,134.25 |
| High |
3,139.25 |
3,135.75 |
-3.50 |
-0.1% |
3,134.25 |
| Low |
3,102.25 |
3,116.50 |
14.25 |
0.5% |
3,094.00 |
| Close |
3,130.25 |
3,116.50 |
-13.75 |
-0.4% |
3,106.25 |
| Range |
37.00 |
19.25 |
-17.75 |
-48.0% |
40.25 |
| ATR |
23.81 |
23.48 |
-0.33 |
-1.4% |
0.00 |
| Volume |
231 |
163 |
-68 |
-29.4% |
1,111 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,180.75 |
3,167.75 |
3,127.00 |
|
| R3 |
3,161.50 |
3,148.50 |
3,121.75 |
|
| R2 |
3,142.25 |
3,142.25 |
3,120.00 |
|
| R1 |
3,129.25 |
3,129.25 |
3,118.25 |
3,126.00 |
| PP |
3,123.00 |
3,123.00 |
3,123.00 |
3,121.25 |
| S1 |
3,110.00 |
3,110.00 |
3,114.75 |
3,107.00 |
| S2 |
3,103.75 |
3,103.75 |
3,113.00 |
|
| S3 |
3,084.50 |
3,090.75 |
3,111.25 |
|
| S4 |
3,065.25 |
3,071.50 |
3,106.00 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,232.25 |
3,209.50 |
3,128.50 |
|
| R3 |
3,192.00 |
3,169.25 |
3,117.25 |
|
| R2 |
3,151.75 |
3,151.75 |
3,113.75 |
|
| R1 |
3,129.00 |
3,129.00 |
3,110.00 |
3,120.25 |
| PP |
3,111.50 |
3,111.50 |
3,111.50 |
3,107.00 |
| S1 |
3,088.75 |
3,088.75 |
3,102.50 |
3,080.00 |
| S2 |
3,071.25 |
3,071.25 |
3,098.75 |
|
| S3 |
3,031.00 |
3,048.50 |
3,095.25 |
|
| S4 |
2,990.75 |
3,008.25 |
3,084.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,139.25 |
3,095.00 |
44.25 |
1.4% |
24.75 |
0.8% |
49% |
False |
False |
232 |
| 10 |
3,139.25 |
3,094.00 |
45.25 |
1.5% |
22.50 |
0.7% |
50% |
False |
False |
175 |
| 20 |
3,139.25 |
3,016.75 |
122.50 |
3.9% |
19.00 |
0.6% |
81% |
False |
False |
142 |
| 40 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
18.50 |
0.6% |
93% |
False |
False |
80 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
16.00 |
0.5% |
93% |
False |
False |
53 |
| 80 |
3,139.25 |
2,810.50 |
328.75 |
10.5% |
13.50 |
0.4% |
93% |
False |
False |
40 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
10.75 |
0.3% |
94% |
False |
False |
32 |
| 120 |
3,139.25 |
2,684.25 |
455.00 |
14.6% |
9.25 |
0.3% |
95% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,217.50 |
|
2.618 |
3,186.25 |
|
1.618 |
3,167.00 |
|
1.000 |
3,155.00 |
|
0.618 |
3,147.75 |
|
HIGH |
3,135.75 |
|
0.618 |
3,128.50 |
|
0.500 |
3,126.00 |
|
0.382 |
3,123.75 |
|
LOW |
3,116.50 |
|
0.618 |
3,104.50 |
|
1.000 |
3,097.25 |
|
1.618 |
3,085.25 |
|
2.618 |
3,066.00 |
|
4.250 |
3,034.75 |
|
|