| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,160.00 |
3,155.25 |
-4.75 |
-0.2% |
3,073.25 |
| High |
3,165.50 |
3,163.00 |
-2.50 |
-0.1% |
3,116.00 |
| Low |
3,160.00 |
3,155.25 |
-4.75 |
-0.2% |
3,073.25 |
| Close |
3,165.50 |
3,163.00 |
-2.50 |
-0.1% |
3,116.00 |
| Range |
5.50 |
7.75 |
2.25 |
40.9% |
42.75 |
| ATR |
18.69 |
18.08 |
-0.60 |
-3.2% |
0.00 |
| Volume |
26 |
1 |
-25 |
-96.2% |
5 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,183.75 |
3,181.00 |
3,167.25 |
|
| R3 |
3,176.00 |
3,173.25 |
3,165.25 |
|
| R2 |
3,168.25 |
3,168.25 |
3,164.50 |
|
| R1 |
3,165.50 |
3,165.50 |
3,163.75 |
3,167.00 |
| PP |
3,160.50 |
3,160.50 |
3,160.50 |
3,161.00 |
| S1 |
3,157.75 |
3,157.75 |
3,162.25 |
3,159.00 |
| S2 |
3,152.75 |
3,152.75 |
3,161.50 |
|
| S3 |
3,145.00 |
3,150.00 |
3,160.75 |
|
| S4 |
3,137.25 |
3,142.25 |
3,158.75 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.00 |
3,215.75 |
3,139.50 |
|
| R3 |
3,187.25 |
3,173.00 |
3,127.75 |
|
| R2 |
3,144.50 |
3,144.50 |
3,123.75 |
|
| R1 |
3,130.25 |
3,130.25 |
3,120.00 |
3,137.50 |
| PP |
3,101.75 |
3,101.75 |
3,101.75 |
3,105.25 |
| S1 |
3,087.50 |
3,087.50 |
3,112.00 |
3,094.50 |
| S2 |
3,059.00 |
3,059.00 |
3,108.25 |
|
| S3 |
3,016.25 |
3,044.75 |
3,104.25 |
|
| S4 |
2,973.50 |
3,002.00 |
3,092.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,169.50 |
3,116.00 |
53.50 |
1.7% |
5.00 |
0.2% |
88% |
False |
False |
6 |
| 10 |
3,169.50 |
3,060.25 |
109.25 |
3.5% |
3.50 |
0.1% |
94% |
False |
False |
4 |
| 20 |
3,169.50 |
3,045.00 |
124.50 |
3.9% |
3.75 |
0.1% |
95% |
False |
False |
2 |
| 40 |
3,169.50 |
3,012.75 |
156.75 |
5.0% |
3.25 |
0.1% |
96% |
False |
False |
2 |
| 60 |
3,169.50 |
2,831.25 |
338.25 |
10.7% |
3.75 |
0.1% |
98% |
False |
False |
3 |
| 80 |
3,169.50 |
2,831.25 |
338.25 |
10.7% |
3.00 |
0.1% |
98% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,196.00 |
|
2.618 |
3,183.25 |
|
1.618 |
3,175.50 |
|
1.000 |
3,170.75 |
|
0.618 |
3,167.75 |
|
HIGH |
3,163.00 |
|
0.618 |
3,160.00 |
|
0.500 |
3,159.00 |
|
0.382 |
3,158.25 |
|
LOW |
3,155.25 |
|
0.618 |
3,150.50 |
|
1.000 |
3,147.50 |
|
1.618 |
3,142.75 |
|
2.618 |
3,135.00 |
|
4.250 |
3,122.25 |
|
|