| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,054.17 |
3,046.12 |
-8.05 |
-0.3% |
3,061.50 |
| High |
3,063.76 |
3,076.23 |
12.47 |
0.4% |
3,076.23 |
| Low |
3,040.25 |
3,044.38 |
4.13 |
0.1% |
3,029.07 |
| Close |
3,061.67 |
3,076.23 |
14.56 |
0.5% |
3,076.23 |
| Range |
23.51 |
31.85 |
8.34 |
35.5% |
47.16 |
| ATR |
30.02 |
30.15 |
0.13 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,161.16 |
3,150.55 |
3,093.75 |
|
| R3 |
3,129.31 |
3,118.70 |
3,084.99 |
|
| R2 |
3,097.46 |
3,097.46 |
3,082.07 |
|
| R1 |
3,086.85 |
3,086.85 |
3,079.15 |
3,092.16 |
| PP |
3,065.61 |
3,065.61 |
3,065.61 |
3,068.27 |
| S1 |
3,055.00 |
3,055.00 |
3,073.31 |
3,060.31 |
| S2 |
3,033.76 |
3,033.76 |
3,070.39 |
|
| S3 |
3,001.91 |
3,023.15 |
3,067.47 |
|
| S4 |
2,970.06 |
2,991.30 |
3,058.71 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.99 |
3,186.27 |
3,102.17 |
|
| R3 |
3,154.83 |
3,139.11 |
3,089.20 |
|
| R2 |
3,107.67 |
3,107.67 |
3,084.88 |
|
| R1 |
3,091.95 |
3,091.95 |
3,080.55 |
3,099.81 |
| PP |
3,060.51 |
3,060.51 |
3,060.51 |
3,064.44 |
| S1 |
3,044.79 |
3,044.79 |
3,071.91 |
3,052.65 |
| S2 |
3,013.35 |
3,013.35 |
3,067.58 |
|
| S3 |
2,966.19 |
2,997.63 |
3,063.26 |
|
| S4 |
2,919.03 |
2,950.47 |
3,050.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,076.23 |
3,029.07 |
47.16 |
1.5% |
25.69 |
0.8% |
100% |
True |
False |
|
| 10 |
3,091.21 |
3,029.07 |
62.14 |
2.0% |
20.67 |
0.7% |
76% |
False |
False |
|
| 20 |
3,091.21 |
2,891.57 |
199.64 |
6.5% |
24.70 |
0.8% |
92% |
False |
False |
|
| 40 |
3,091.21 |
2,825.18 |
266.03 |
8.6% |
30.99 |
1.0% |
94% |
False |
False |
|
| 60 |
3,091.21 |
2,825.18 |
266.03 |
8.6% |
29.42 |
1.0% |
94% |
False |
False |
|
| 80 |
3,091.21 |
2,730.97 |
360.24 |
11.7% |
30.06 |
1.0% |
96% |
False |
False |
|
| 100 |
3,091.21 |
2,730.97 |
360.24 |
11.7% |
28.69 |
0.9% |
96% |
False |
False |
|
| 120 |
3,091.21 |
2,689.83 |
401.38 |
13.0% |
28.57 |
0.9% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,211.59 |
|
2.618 |
3,159.61 |
|
1.618 |
3,127.76 |
|
1.000 |
3,108.08 |
|
0.618 |
3,095.91 |
|
HIGH |
3,076.23 |
|
0.618 |
3,064.06 |
|
0.500 |
3,060.31 |
|
0.382 |
3,056.55 |
|
LOW |
3,044.38 |
|
0.618 |
3,024.70 |
|
1.000 |
3,012.53 |
|
1.618 |
2,992.85 |
|
2.618 |
2,961.00 |
|
4.250 |
2,909.02 |
|
|