| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,067.00 |
3,058.25 |
-8.75 |
-0.3% |
3,105.50 |
| High |
3,089.00 |
3,087.25 |
-1.75 |
-0.1% |
3,139.25 |
| Low |
3,063.25 |
3,058.00 |
-5.25 |
-0.2% |
3,061.25 |
| Close |
3,063.50 |
3,074.25 |
10.75 |
0.4% |
3,062.75 |
| Range |
25.75 |
29.25 |
3.50 |
13.6% |
78.00 |
| ATR |
25.41 |
25.68 |
0.27 |
1.1% |
0.00 |
| Volume |
90 |
212 |
122 |
135.6% |
1,080 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,161.00 |
3,146.75 |
3,090.25 |
|
| R3 |
3,131.75 |
3,117.50 |
3,082.25 |
|
| R2 |
3,102.50 |
3,102.50 |
3,079.50 |
|
| R1 |
3,088.25 |
3,088.25 |
3,077.00 |
3,095.50 |
| PP |
3,073.25 |
3,073.25 |
3,073.25 |
3,076.75 |
| S1 |
3,059.00 |
3,059.00 |
3,071.50 |
3,066.00 |
| S2 |
3,044.00 |
3,044.00 |
3,069.00 |
|
| S3 |
3,014.75 |
3,029.75 |
3,066.25 |
|
| S4 |
2,985.50 |
3,000.50 |
3,058.25 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,321.75 |
3,270.25 |
3,105.75 |
|
| R3 |
3,243.75 |
3,192.25 |
3,084.25 |
|
| R2 |
3,165.75 |
3,165.75 |
3,077.00 |
|
| R1 |
3,114.25 |
3,114.25 |
3,070.00 |
3,101.00 |
| PP |
3,087.75 |
3,087.75 |
3,087.75 |
3,081.00 |
| S1 |
3,036.25 |
3,036.25 |
3,055.50 |
3,023.00 |
| S2 |
3,009.75 |
3,009.75 |
3,048.50 |
|
| S3 |
2,931.75 |
2,958.25 |
3,041.25 |
|
| S4 |
2,853.75 |
2,880.25 |
3,019.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,135.75 |
3,058.00 |
77.75 |
2.5% |
26.50 |
0.9% |
21% |
False |
True |
226 |
| 10 |
3,139.25 |
3,058.00 |
81.25 |
2.6% |
25.50 |
0.8% |
20% |
False |
True |
227 |
| 20 |
3,139.25 |
3,025.75 |
113.50 |
3.7% |
21.50 |
0.7% |
43% |
False |
False |
186 |
| 40 |
3,139.25 |
2,825.00 |
314.25 |
10.2% |
19.25 |
0.6% |
79% |
False |
False |
103 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.6% |
17.25 |
0.6% |
80% |
False |
False |
69 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.6% |
15.00 |
0.5% |
80% |
False |
False |
52 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.4% |
12.00 |
0.4% |
84% |
False |
False |
42 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.4% |
10.25 |
0.3% |
84% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,211.50 |
|
2.618 |
3,163.75 |
|
1.618 |
3,134.50 |
|
1.000 |
3,116.50 |
|
0.618 |
3,105.25 |
|
HIGH |
3,087.25 |
|
0.618 |
3,076.00 |
|
0.500 |
3,072.50 |
|
0.382 |
3,069.25 |
|
LOW |
3,058.00 |
|
0.618 |
3,040.00 |
|
1.000 |
3,028.75 |
|
1.618 |
3,010.75 |
|
2.618 |
2,981.50 |
|
4.250 |
2,933.75 |
|
|