| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,696.63 |
1,696.06 |
-0.57 |
0.0% |
1,679.59 |
| High |
1,698.78 |
1,698.38 |
-0.40 |
0.0% |
1,693.12 |
| Low |
1,691.13 |
1,682.57 |
-8.56 |
-0.5% |
1,671.84 |
| Close |
1,692.39 |
1,685.94 |
-6.45 |
-0.4% |
1,692.09 |
| Range |
7.65 |
15.81 |
8.16 |
106.7% |
21.28 |
| ATR |
14.27 |
14.38 |
0.11 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,736.39 |
1,726.98 |
1,694.64 |
|
| R3 |
1,720.58 |
1,711.17 |
1,690.29 |
|
| R2 |
1,704.77 |
1,704.77 |
1,688.84 |
|
| R1 |
1,695.36 |
1,695.36 |
1,687.39 |
1,692.16 |
| PP |
1,688.96 |
1,688.96 |
1,688.96 |
1,687.37 |
| S1 |
1,679.55 |
1,679.55 |
1,684.49 |
1,676.35 |
| S2 |
1,673.15 |
1,673.15 |
1,683.04 |
|
| S3 |
1,657.34 |
1,663.74 |
1,681.59 |
|
| S4 |
1,641.53 |
1,647.93 |
1,677.24 |
|
|
| 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 |
1,698.78 |
1,681.05 |
17.73 |
1.1% |
10.10 |
0.6% |
28% |
False |
False |
|
| 10 |
1,698.78 |
1,657.41 |
41.37 |
2.5% |
10.29 |
0.6% |
69% |
False |
False |
|
| 20 |
1,698.78 |
1,592.27 |
106.51 |
6.3% |
12.18 |
0.7% |
88% |
False |
False |
|
| 40 |
1,698.78 |
1,560.33 |
138.45 |
8.2% |
16.76 |
1.0% |
91% |
False |
False |
|
| 60 |
1,698.78 |
1,560.33 |
138.45 |
8.2% |
16.07 |
1.0% |
91% |
False |
False |
|
| 80 |
1,698.78 |
1,536.03 |
162.75 |
9.7% |
16.05 |
1.0% |
92% |
False |
False |
|
| 100 |
1,698.78 |
1,512.29 |
186.49 |
11.1% |
15.14 |
0.9% |
93% |
False |
False |
|
| 120 |
1,698.78 |
1,485.01 |
213.77 |
12.7% |
14.97 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,765.57 |
|
2.618 |
1,739.77 |
|
1.618 |
1,723.96 |
|
1.000 |
1,714.19 |
|
0.618 |
1,708.15 |
|
HIGH |
1,698.38 |
|
0.618 |
1,692.34 |
|
0.500 |
1,690.48 |
|
0.382 |
1,688.61 |
|
LOW |
1,682.57 |
|
0.618 |
1,672.80 |
|
1.000 |
1,666.76 |
|
1.618 |
1,656.99 |
|
2.618 |
1,641.18 |
|
4.250 |
1,615.38 |
|
|