| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,114.75 |
3,115.00 |
0.25 |
0.0% |
3,109.00 |
| High |
3,114.75 |
3,115.00 |
0.25 |
0.0% |
3,109.00 |
| Low |
3,114.75 |
3,114.50 |
-0.25 |
0.0% |
3,045.00 |
| Close |
3,114.75 |
3,114.50 |
-0.25 |
0.0% |
3,060.25 |
| Range |
0.00 |
0.50 |
0.50 |
|
64.00 |
| ATR |
20.78 |
19.33 |
-1.45 |
-7.0% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.25 |
3,115.75 |
3,114.75 |
|
| R3 |
3,115.75 |
3,115.25 |
3,114.75 |
|
| R2 |
3,115.25 |
3,115.25 |
3,114.50 |
|
| R1 |
3,114.75 |
3,114.75 |
3,114.50 |
3,114.75 |
| PP |
3,114.75 |
3,114.75 |
3,114.75 |
3,114.50 |
| S1 |
3,114.25 |
3,114.25 |
3,114.50 |
3,114.25 |
| S2 |
3,114.25 |
3,114.25 |
3,114.50 |
|
| S3 |
3,113.75 |
3,113.75 |
3,114.25 |
|
| S4 |
3,113.25 |
3,113.25 |
3,114.25 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.50 |
3,225.75 |
3,095.50 |
|
| R3 |
3,199.50 |
3,161.75 |
3,077.75 |
|
| R2 |
3,135.50 |
3,135.50 |
3,072.00 |
|
| R1 |
3,097.75 |
3,097.75 |
3,066.00 |
3,084.50 |
| PP |
3,071.50 |
3,071.50 |
3,071.50 |
3,064.75 |
| S1 |
3,033.75 |
3,033.75 |
3,054.50 |
3,020.50 |
| S2 |
3,007.50 |
3,007.50 |
3,048.50 |
|
| S3 |
2,943.50 |
2,969.75 |
3,042.75 |
|
| S4 |
2,879.50 |
2,905.75 |
3,025.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,115.00 |
3,060.25 |
54.75 |
1.8% |
1.75 |
0.1% |
99% |
True |
False |
1 |
| 10 |
3,115.00 |
3,045.00 |
70.00 |
2.2% |
4.00 |
0.1% |
99% |
True |
False |
1 |
| 20 |
3,124.00 |
3,045.00 |
79.00 |
2.5% |
2.50 |
0.1% |
88% |
False |
False |
1 |
| 40 |
3,124.00 |
3,012.75 |
111.25 |
3.6% |
3.25 |
0.1% |
91% |
False |
False |
1 |
| 60 |
3,124.00 |
2,831.25 |
292.75 |
9.4% |
3.25 |
0.1% |
97% |
False |
False |
2 |
| 80 |
3,124.00 |
2,831.25 |
292.75 |
9.4% |
3.00 |
0.1% |
97% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,117.00 |
|
2.618 |
3,116.25 |
|
1.618 |
3,115.75 |
|
1.000 |
3,115.50 |
|
0.618 |
3,115.25 |
|
HIGH |
3,115.00 |
|
0.618 |
3,114.75 |
|
0.500 |
3,114.75 |
|
0.382 |
3,114.75 |
|
LOW |
3,114.50 |
|
0.618 |
3,114.25 |
|
1.000 |
3,114.00 |
|
1.618 |
3,113.75 |
|
2.618 |
3,113.25 |
|
4.250 |
3,112.50 |
|
|