| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,043.06 |
3,061.50 |
18.44 |
0.6% |
3,077.02 |
| High |
3,049.75 |
3,061.55 |
11.80 |
0.4% |
3,091.21 |
| Low |
3,035.99 |
3,044.76 |
8.77 |
0.3% |
3,035.99 |
| Close |
3,044.93 |
3,055.23 |
10.30 |
0.3% |
3,044.93 |
| Range |
13.76 |
16.79 |
3.03 |
22.0% |
55.22 |
| ATR |
31.72 |
30.65 |
-1.07 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.22 |
3,096.51 |
3,064.46 |
|
| R3 |
3,087.43 |
3,079.72 |
3,059.85 |
|
| R2 |
3,070.64 |
3,070.64 |
3,058.31 |
|
| R1 |
3,062.93 |
3,062.93 |
3,056.77 |
3,058.39 |
| PP |
3,053.85 |
3,053.85 |
3,053.85 |
3,051.58 |
| S1 |
3,046.14 |
3,046.14 |
3,053.69 |
3,041.60 |
| S2 |
3,037.06 |
3,037.06 |
3,052.15 |
|
| S3 |
3,020.27 |
3,029.35 |
3,050.61 |
|
| S4 |
3,003.48 |
3,012.56 |
3,046.00 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,223.04 |
3,189.20 |
3,075.30 |
|
| R3 |
3,167.82 |
3,133.98 |
3,060.12 |
|
| R2 |
3,112.60 |
3,112.60 |
3,055.05 |
|
| R1 |
3,078.76 |
3,078.76 |
3,049.99 |
3,068.07 |
| PP |
3,057.38 |
3,057.38 |
3,057.38 |
3,052.03 |
| S1 |
3,023.54 |
3,023.54 |
3,039.87 |
3,012.85 |
| S2 |
3,002.16 |
3,002.16 |
3,034.81 |
|
| S3 |
2,946.94 |
2,968.32 |
3,029.74 |
|
| S4 |
2,891.72 |
2,913.10 |
3,014.56 |
|
|
| 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 |
3,035.99 |
55.22 |
1.8% |
16.17 |
0.5% |
35% |
False |
False |
|
| 10 |
3,091.21 |
2,966.68 |
124.53 |
4.1% |
19.67 |
0.6% |
71% |
False |
False |
|
| 20 |
3,091.21 |
2,825.18 |
266.03 |
8.7% |
24.54 |
0.8% |
86% |
False |
False |
|
| 40 |
3,091.21 |
2,825.18 |
266.03 |
8.7% |
31.08 |
1.0% |
86% |
False |
False |
|
| 60 |
3,091.21 |
2,825.18 |
266.03 |
8.7% |
29.21 |
1.0% |
86% |
False |
False |
|
| 80 |
3,091.21 |
2,730.97 |
360.24 |
11.8% |
29.99 |
1.0% |
90% |
False |
False |
|
| 100 |
3,091.21 |
2,715.01 |
376.20 |
12.3% |
28.69 |
0.9% |
90% |
False |
False |
|
| 120 |
3,091.21 |
2,689.83 |
401.38 |
13.1% |
28.59 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,132.91 |
|
2.618 |
3,105.51 |
|
1.618 |
3,088.72 |
|
1.000 |
3,078.34 |
|
0.618 |
3,071.93 |
|
HIGH |
3,061.55 |
|
0.618 |
3,055.14 |
|
0.500 |
3,053.16 |
|
0.382 |
3,051.17 |
|
LOW |
3,044.76 |
|
0.618 |
3,034.38 |
|
1.000 |
3,027.97 |
|
1.618 |
3,017.59 |
|
2.618 |
3,000.80 |
|
4.250 |
2,973.40 |
|
|