| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,061.89 |
3,077.02 |
15.13 |
0.5% |
2,976.61 |
| High |
3,079.07 |
3,082.25 |
3.18 |
0.1% |
3,079.07 |
| Low |
3,054.03 |
3,068.03 |
14.00 |
0.5% |
2,955.37 |
| Close |
3,079.07 |
3,079.85 |
0.78 |
0.0% |
3,079.07 |
| Range |
25.04 |
14.22 |
-10.82 |
-43.2% |
123.70 |
| ATR |
36.00 |
34.45 |
-1.56 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.37 |
3,113.83 |
3,087.67 |
|
| R3 |
3,105.15 |
3,099.61 |
3,083.76 |
|
| R2 |
3,090.93 |
3,090.93 |
3,082.46 |
|
| R1 |
3,085.39 |
3,085.39 |
3,081.15 |
3,088.16 |
| PP |
3,076.71 |
3,076.71 |
3,076.71 |
3,078.10 |
| S1 |
3,071.17 |
3,071.17 |
3,078.55 |
3,073.94 |
| S2 |
3,062.49 |
3,062.49 |
3,077.24 |
|
| S3 |
3,048.27 |
3,056.95 |
3,075.94 |
|
| S4 |
3,034.05 |
3,042.73 |
3,072.03 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,408.94 |
3,367.70 |
3,147.11 |
|
| R3 |
3,285.24 |
3,244.00 |
3,113.09 |
|
| R2 |
3,161.54 |
3,161.54 |
3,101.75 |
|
| R1 |
3,120.30 |
3,120.30 |
3,090.41 |
3,140.92 |
| PP |
3,037.84 |
3,037.84 |
3,037.84 |
3,048.15 |
| S1 |
2,996.60 |
2,996.60 |
3,067.73 |
3,017.22 |
| S2 |
2,914.14 |
2,914.14 |
3,056.39 |
|
| S3 |
2,790.44 |
2,872.90 |
3,045.05 |
|
| S4 |
2,666.74 |
2,749.20 |
3,011.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,082.25 |
2,966.68 |
115.57 |
3.8% |
23.17 |
0.8% |
98% |
True |
False |
|
| 10 |
3,082.25 |
2,913.48 |
168.77 |
5.5% |
26.57 |
0.9% |
99% |
True |
False |
|
| 20 |
3,082.25 |
2,825.18 |
257.07 |
8.3% |
30.50 |
1.0% |
99% |
True |
False |
|
| 40 |
3,082.25 |
2,825.18 |
257.07 |
8.3% |
33.42 |
1.1% |
99% |
True |
False |
|
| 60 |
3,082.25 |
2,743.40 |
338.85 |
11.0% |
30.49 |
1.0% |
99% |
True |
False |
|
| 80 |
3,082.25 |
2,730.97 |
351.28 |
11.4% |
30.43 |
1.0% |
99% |
True |
False |
|
| 100 |
3,082.25 |
2,689.83 |
392.42 |
12.7% |
29.79 |
1.0% |
99% |
True |
False |
|
| 120 |
3,082.25 |
2,689.83 |
392.42 |
12.7% |
28.79 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,142.69 |
|
2.618 |
3,119.48 |
|
1.618 |
3,105.26 |
|
1.000 |
3,096.47 |
|
0.618 |
3,091.04 |
|
HIGH |
3,082.25 |
|
0.618 |
3,076.82 |
|
0.500 |
3,075.14 |
|
0.382 |
3,073.46 |
|
LOW |
3,068.03 |
|
0.618 |
3,059.24 |
|
1.000 |
3,053.81 |
|
1.618 |
3,045.02 |
|
2.618 |
3,030.80 |
|
4.250 |
3,007.60 |
|
|