| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,087.00 |
3,089.75 |
2.75 |
0.1% |
3,118.00 |
| High |
3,096.25 |
3,106.00 |
9.75 |
0.3% |
3,139.00 |
| Low |
3,060.00 |
3,070.00 |
10.00 |
0.3% |
3,050.00 |
| Close |
3,066.50 |
3,079.50 |
13.00 |
0.4% |
3,066.50 |
| Range |
36.25 |
36.00 |
-0.25 |
-0.7% |
89.00 |
| ATR |
31.54 |
32.11 |
0.57 |
1.8% |
0.00 |
| Volume |
899 |
485 |
-414 |
-46.1% |
2,796 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.25 |
3,172.25 |
3,099.25 |
|
| R3 |
3,157.25 |
3,136.25 |
3,089.50 |
|
| R2 |
3,121.25 |
3,121.25 |
3,086.00 |
|
| R1 |
3,100.25 |
3,100.25 |
3,082.75 |
3,092.75 |
| PP |
3,085.25 |
3,085.25 |
3,085.25 |
3,081.50 |
| S1 |
3,064.25 |
3,064.25 |
3,076.25 |
3,056.75 |
| S2 |
3,049.25 |
3,049.25 |
3,073.00 |
|
| S3 |
3,013.25 |
3,028.25 |
3,069.50 |
|
| S4 |
2,977.25 |
2,992.25 |
3,059.75 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,352.25 |
3,298.25 |
3,115.50 |
|
| R3 |
3,263.25 |
3,209.25 |
3,091.00 |
|
| R2 |
3,174.25 |
3,174.25 |
3,082.75 |
|
| R1 |
3,120.25 |
3,120.25 |
3,074.75 |
3,102.75 |
| PP |
3,085.25 |
3,085.25 |
3,085.25 |
3,076.50 |
| S1 |
3,031.25 |
3,031.25 |
3,058.25 |
3,013.75 |
| S2 |
2,996.25 |
2,996.25 |
3,050.25 |
|
| S3 |
2,907.25 |
2,942.25 |
3,042.00 |
|
| S4 |
2,818.25 |
2,853.25 |
3,017.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,115.25 |
3,050.00 |
65.25 |
2.1% |
41.00 |
1.3% |
45% |
False |
False |
642 |
| 10 |
3,139.00 |
3,049.25 |
89.75 |
2.9% |
37.25 |
1.2% |
34% |
False |
False |
516 |
| 20 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
31.50 |
1.0% |
34% |
False |
False |
371 |
| 40 |
3,139.25 |
2,968.25 |
171.00 |
5.6% |
23.00 |
0.7% |
65% |
False |
False |
225 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.6% |
22.75 |
0.7% |
82% |
False |
False |
152 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.6% |
18.25 |
0.6% |
82% |
False |
False |
114 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.4% |
15.50 |
0.5% |
86% |
False |
False |
91 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.4% |
12.75 |
0.4% |
86% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,259.00 |
|
2.618 |
3,200.25 |
|
1.618 |
3,164.25 |
|
1.000 |
3,142.00 |
|
0.618 |
3,128.25 |
|
HIGH |
3,106.00 |
|
0.618 |
3,092.25 |
|
0.500 |
3,088.00 |
|
0.382 |
3,083.75 |
|
LOW |
3,070.00 |
|
0.618 |
3,047.75 |
|
1.000 |
3,034.00 |
|
1.618 |
3,011.75 |
|
2.618 |
2,975.75 |
|
4.250 |
2,917.00 |
|
|