| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,084.94 |
3,081.34 |
-3.60 |
-0.1% |
2,976.61 |
| High |
3,090.89 |
3,091.21 |
0.32 |
0.0% |
3,079.07 |
| Low |
3,075.96 |
3,071.89 |
-4.07 |
-0.1% |
2,955.37 |
| Close |
3,085.28 |
3,077.82 |
-7.46 |
-0.2% |
3,079.07 |
| Range |
14.93 |
19.32 |
4.39 |
29.4% |
123.70 |
| ATR |
31.83 |
30.94 |
-0.89 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.27 |
3,127.36 |
3,088.45 |
|
| R3 |
3,118.95 |
3,108.04 |
3,083.13 |
|
| R2 |
3,099.63 |
3,099.63 |
3,081.36 |
|
| R1 |
3,088.72 |
3,088.72 |
3,079.59 |
3,084.52 |
| PP |
3,080.31 |
3,080.31 |
3,080.31 |
3,078.20 |
| S1 |
3,069.40 |
3,069.40 |
3,076.05 |
3,065.20 |
| S2 |
3,060.99 |
3,060.99 |
3,074.28 |
|
| S3 |
3,041.67 |
3,050.08 |
3,072.51 |
|
| S4 |
3,022.35 |
3,030.76 |
3,067.19 |
|
|
| 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 |
3,091.21 |
3,054.03 |
37.18 |
1.2% |
17.91 |
0.6% |
64% |
True |
False |
|
| 10 |
3,091.21 |
2,934.22 |
156.99 |
5.1% |
21.92 |
0.7% |
91% |
True |
False |
|
| 20 |
3,091.21 |
2,825.18 |
266.03 |
8.6% |
28.03 |
0.9% |
95% |
True |
False |
|
| 40 |
3,091.21 |
2,825.18 |
266.03 |
8.6% |
32.93 |
1.1% |
95% |
True |
False |
|
| 60 |
3,091.21 |
2,821.80 |
269.41 |
8.8% |
29.41 |
1.0% |
95% |
True |
False |
|
| 80 |
3,091.21 |
2,730.97 |
360.24 |
11.7% |
30.09 |
1.0% |
96% |
True |
False |
|
| 100 |
3,091.21 |
2,689.83 |
401.38 |
13.0% |
29.14 |
0.9% |
97% |
True |
False |
|
| 120 |
3,091.21 |
2,689.83 |
401.38 |
13.0% |
28.71 |
0.9% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.32 |
|
2.618 |
3,141.79 |
|
1.618 |
3,122.47 |
|
1.000 |
3,110.53 |
|
0.618 |
3,103.15 |
|
HIGH |
3,091.21 |
|
0.618 |
3,083.83 |
|
0.500 |
3,081.55 |
|
0.382 |
3,079.27 |
|
LOW |
3,071.89 |
|
0.618 |
3,059.95 |
|
1.000 |
3,052.57 |
|
1.618 |
3,040.63 |
|
2.618 |
3,021.31 |
|
4.250 |
2,989.78 |
|
|