| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,209.25 |
3,209.25 |
0.00 |
0.0% |
3,160.00 |
| High |
3,229.75 |
3,209.25 |
-20.50 |
-0.6% |
3,225.75 |
| Low |
3,195.00 |
3,198.00 |
3.00 |
0.1% |
3,154.00 |
| Close |
3,202.00 |
3,206.25 |
4.25 |
0.1% |
3,209.75 |
| Range |
34.75 |
11.25 |
-23.50 |
-67.6% |
71.75 |
| ATR |
19.52 |
18.93 |
-0.59 |
-3.0% |
0.00 |
| Volume |
55 |
471 |
416 |
756.4% |
21 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,238.25 |
3,233.50 |
3,212.50 |
|
| R3 |
3,227.00 |
3,222.25 |
3,209.25 |
|
| R2 |
3,215.75 |
3,215.75 |
3,208.25 |
|
| R1 |
3,211.00 |
3,211.00 |
3,207.25 |
3,207.75 |
| PP |
3,204.50 |
3,204.50 |
3,204.50 |
3,203.00 |
| S1 |
3,199.75 |
3,199.75 |
3,205.25 |
3,196.50 |
| S2 |
3,193.25 |
3,193.25 |
3,204.25 |
|
| S3 |
3,182.00 |
3,188.50 |
3,203.25 |
|
| S4 |
3,170.75 |
3,177.25 |
3,200.00 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,411.75 |
3,382.50 |
3,249.25 |
|
| R3 |
3,340.00 |
3,310.75 |
3,229.50 |
|
| R2 |
3,268.25 |
3,268.25 |
3,223.00 |
|
| R1 |
3,239.00 |
3,239.00 |
3,216.25 |
3,253.50 |
| PP |
3,196.50 |
3,196.50 |
3,196.50 |
3,203.75 |
| S1 |
3,167.25 |
3,167.25 |
3,203.25 |
3,182.00 |
| S2 |
3,124.75 |
3,124.75 |
3,196.50 |
|
| S3 |
3,053.00 |
3,095.50 |
3,190.00 |
|
| S4 |
2,981.25 |
3,023.75 |
3,170.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,229.75 |
3,195.00 |
34.75 |
1.1% |
14.25 |
0.4% |
32% |
False |
False |
108 |
| 10 |
3,229.75 |
3,154.00 |
75.75 |
2.4% |
9.25 |
0.3% |
69% |
False |
False |
57 |
| 20 |
3,229.75 |
3,045.00 |
184.75 |
5.8% |
6.75 |
0.2% |
87% |
False |
False |
29 |
| 40 |
3,229.75 |
3,045.00 |
184.75 |
5.8% |
4.50 |
0.1% |
87% |
False |
False |
15 |
| 60 |
3,229.75 |
2,904.25 |
325.50 |
10.2% |
4.00 |
0.1% |
93% |
False |
False |
12 |
| 80 |
3,229.75 |
2,831.25 |
398.50 |
12.4% |
4.00 |
0.1% |
94% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,257.00 |
|
2.618 |
3,238.75 |
|
1.618 |
3,227.50 |
|
1.000 |
3,220.50 |
|
0.618 |
3,216.25 |
|
HIGH |
3,209.25 |
|
0.618 |
3,205.00 |
|
0.500 |
3,203.50 |
|
0.382 |
3,202.25 |
|
LOW |
3,198.00 |
|
0.618 |
3,191.00 |
|
1.000 |
3,186.75 |
|
1.618 |
3,179.75 |
|
2.618 |
3,168.50 |
|
4.250 |
3,150.25 |
|
|