| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,061.50 |
3,059.15 |
-2.35 |
-0.1% |
3,077.02 |
| High |
3,061.55 |
3,059.37 |
-2.18 |
-0.1% |
3,091.21 |
| Low |
3,044.76 |
3,029.07 |
-15.69 |
-0.5% |
3,035.99 |
| Close |
3,055.23 |
3,031.40 |
-23.83 |
-0.8% |
3,044.93 |
| Range |
16.79 |
30.30 |
13.51 |
80.5% |
55.22 |
| ATR |
30.65 |
30.62 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,130.85 |
3,111.42 |
3,048.07 |
|
| R3 |
3,100.55 |
3,081.12 |
3,039.73 |
|
| R2 |
3,070.25 |
3,070.25 |
3,036.96 |
|
| R1 |
3,050.82 |
3,050.82 |
3,034.18 |
3,045.39 |
| PP |
3,039.95 |
3,039.95 |
3,039.95 |
3,037.23 |
| S1 |
3,020.52 |
3,020.52 |
3,028.62 |
3,015.09 |
| S2 |
3,009.65 |
3,009.65 |
3,025.85 |
|
| S3 |
2,979.35 |
2,990.22 |
3,023.07 |
|
| S4 |
2,949.05 |
2,959.92 |
3,014.74 |
|
|
| 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 |
3,029.07 |
62.14 |
2.0% |
19.02 |
0.6% |
4% |
False |
True |
|
| 10 |
3,091.21 |
2,981.09 |
110.12 |
3.6% |
20.37 |
0.7% |
46% |
False |
False |
|
| 20 |
3,091.21 |
2,851.99 |
239.22 |
7.9% |
23.82 |
0.8% |
75% |
False |
False |
|
| 40 |
3,091.21 |
2,825.18 |
266.03 |
8.8% |
31.19 |
1.0% |
78% |
False |
False |
|
| 60 |
3,091.21 |
2,825.18 |
266.03 |
8.8% |
29.39 |
1.0% |
78% |
False |
False |
|
| 80 |
3,091.21 |
2,730.97 |
360.24 |
11.9% |
30.17 |
1.0% |
83% |
False |
False |
|
| 100 |
3,091.21 |
2,715.01 |
376.20 |
12.4% |
28.76 |
0.9% |
84% |
False |
False |
|
| 120 |
3,091.21 |
2,689.83 |
401.38 |
13.2% |
28.64 |
0.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,188.15 |
|
2.618 |
3,138.70 |
|
1.618 |
3,108.40 |
|
1.000 |
3,089.67 |
|
0.618 |
3,078.10 |
|
HIGH |
3,059.37 |
|
0.618 |
3,047.80 |
|
0.500 |
3,044.22 |
|
0.382 |
3,040.64 |
|
LOW |
3,029.07 |
|
0.618 |
3,010.34 |
|
1.000 |
2,998.77 |
|
1.618 |
2,980.04 |
|
2.618 |
2,949.74 |
|
4.250 |
2,900.30 |
|
|