| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,176.00 |
3,224.00 |
48.00 |
1.5% |
3,145.00 |
| High |
3,177.50 |
3,224.00 |
46.50 |
1.5% |
3,169.50 |
| Low |
3,176.00 |
3,215.25 |
39.25 |
1.2% |
3,145.00 |
| Close |
3,177.50 |
3,215.25 |
37.75 |
1.2% |
3,165.00 |
| Range |
1.50 |
8.75 |
7.25 |
483.3% |
24.50 |
| ATR |
16.97 |
19.08 |
2.11 |
12.4% |
0.00 |
| Volume |
3 |
2 |
-1 |
-33.3% |
33 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,244.50 |
3,238.50 |
3,220.00 |
|
| R3 |
3,235.75 |
3,229.75 |
3,217.75 |
|
| R2 |
3,227.00 |
3,227.00 |
3,216.75 |
|
| R1 |
3,221.00 |
3,221.00 |
3,216.00 |
3,219.50 |
| PP |
3,218.25 |
3,218.25 |
3,218.25 |
3,217.50 |
| S1 |
3,212.25 |
3,212.25 |
3,214.50 |
3,211.00 |
| S2 |
3,209.50 |
3,209.50 |
3,213.75 |
|
| S3 |
3,200.75 |
3,203.50 |
3,212.75 |
|
| S4 |
3,192.00 |
3,194.75 |
3,210.50 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,233.25 |
3,223.75 |
3,178.50 |
|
| R3 |
3,208.75 |
3,199.25 |
3,171.75 |
|
| R2 |
3,184.25 |
3,184.25 |
3,169.50 |
|
| R1 |
3,174.75 |
3,174.75 |
3,167.25 |
3,179.50 |
| PP |
3,159.75 |
3,159.75 |
3,159.75 |
3,162.25 |
| S1 |
3,150.25 |
3,150.25 |
3,162.75 |
3,155.00 |
| S2 |
3,135.25 |
3,135.25 |
3,160.50 |
|
| S3 |
3,110.75 |
3,125.75 |
3,158.25 |
|
| S4 |
3,086.25 |
3,101.25 |
3,151.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,224.00 |
3,154.00 |
70.00 |
2.2% |
4.75 |
0.1% |
88% |
True |
False |
1 |
| 10 |
3,224.00 |
3,114.50 |
109.50 |
3.4% |
4.25 |
0.1% |
92% |
True |
False |
4 |
| 20 |
3,224.00 |
3,045.00 |
179.00 |
5.6% |
4.00 |
0.1% |
95% |
True |
False |
2 |
| 40 |
3,224.00 |
3,035.00 |
189.00 |
5.9% |
3.00 |
0.1% |
95% |
True |
False |
2 |
| 60 |
3,224.00 |
2,845.50 |
378.50 |
11.8% |
3.00 |
0.1% |
98% |
True |
False |
3 |
| 80 |
3,224.00 |
2,831.25 |
392.75 |
12.2% |
3.25 |
0.1% |
98% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,261.25 |
|
2.618 |
3,247.00 |
|
1.618 |
3,238.25 |
|
1.000 |
3,232.75 |
|
0.618 |
3,229.50 |
|
HIGH |
3,224.00 |
|
0.618 |
3,220.75 |
|
0.500 |
3,219.50 |
|
0.382 |
3,218.50 |
|
LOW |
3,215.25 |
|
0.618 |
3,209.75 |
|
1.000 |
3,206.50 |
|
1.618 |
3,201.00 |
|
2.618 |
3,192.25 |
|
4.250 |
3,178.00 |
|
|