| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,681.05 |
1,686.15 |
5.10 |
0.3% |
1,679.59 |
| High |
1,693.12 |
1,692.09 |
-1.03 |
-0.1% |
1,693.12 |
| Low |
1,681.05 |
1,684.08 |
3.03 |
0.2% |
1,671.84 |
| Close |
1,689.37 |
1,692.09 |
2.72 |
0.2% |
1,692.09 |
| Range |
12.07 |
8.01 |
-4.06 |
-33.6% |
21.28 |
| ATR |
15.95 |
15.38 |
-0.57 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,713.45 |
1,710.78 |
1,696.50 |
|
| R3 |
1,705.44 |
1,702.77 |
1,694.29 |
|
| R2 |
1,697.43 |
1,697.43 |
1,693.56 |
|
| R1 |
1,694.76 |
1,694.76 |
1,692.82 |
1,696.10 |
| PP |
1,689.42 |
1,689.42 |
1,689.42 |
1,690.09 |
| S1 |
1,686.75 |
1,686.75 |
1,691.36 |
1,688.09 |
| S2 |
1,681.41 |
1,681.41 |
1,690.62 |
|
| S3 |
1,673.40 |
1,678.74 |
1,689.89 |
|
| S4 |
1,665.39 |
1,670.73 |
1,687.68 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,749.52 |
1,742.09 |
1,703.79 |
|
| R3 |
1,728.24 |
1,720.81 |
1,697.94 |
|
| R2 |
1,706.96 |
1,706.96 |
1,695.99 |
|
| R1 |
1,699.53 |
1,699.53 |
1,694.04 |
1,703.25 |
| PP |
1,685.68 |
1,685.68 |
1,685.68 |
1,687.54 |
| S1 |
1,678.25 |
1,678.25 |
1,690.14 |
1,681.97 |
| S2 |
1,664.40 |
1,664.40 |
1,688.19 |
|
| S3 |
1,643.12 |
1,656.97 |
1,686.24 |
|
| S4 |
1,621.84 |
1,635.69 |
1,680.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,693.12 |
1,671.84 |
21.28 |
1.3% |
9.09 |
0.5% |
95% |
False |
False |
|
| 10 |
1,693.12 |
1,634.20 |
58.92 |
3.5% |
10.41 |
0.6% |
98% |
False |
False |
|
| 20 |
1,693.12 |
1,560.33 |
132.79 |
7.8% |
13.99 |
0.8% |
99% |
False |
False |
|
| 40 |
1,693.12 |
1,560.33 |
132.79 |
7.8% |
17.36 |
1.0% |
99% |
False |
False |
|
| 60 |
1,693.12 |
1,560.33 |
132.79 |
7.8% |
16.13 |
1.0% |
99% |
False |
False |
|
| 80 |
1,693.12 |
1,536.03 |
157.09 |
9.3% |
16.09 |
1.0% |
99% |
False |
False |
|
| 100 |
1,693.12 |
1,494.88 |
198.24 |
11.7% |
15.38 |
0.9% |
99% |
False |
False |
|
| 120 |
1,693.12 |
1,485.01 |
208.11 |
12.3% |
14.95 |
0.9% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,726.13 |
|
2.618 |
1,713.06 |
|
1.618 |
1,705.05 |
|
1.000 |
1,700.10 |
|
0.618 |
1,697.04 |
|
HIGH |
1,692.09 |
|
0.618 |
1,689.03 |
|
0.500 |
1,688.09 |
|
0.382 |
1,687.14 |
|
LOW |
1,684.08 |
|
0.618 |
1,679.13 |
|
1.000 |
1,676.07 |
|
1.618 |
1,671.12 |
|
2.618 |
1,663.11 |
|
4.250 |
1,650.04 |
|
|