| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,046.12 |
3,067.48 |
21.36 |
0.7% |
3,061.50 |
| High |
3,076.23 |
3,083.34 |
7.11 |
0.2% |
3,076.23 |
| Low |
3,044.38 |
3,062.91 |
18.53 |
0.6% |
3,029.07 |
| Close |
3,076.23 |
3,068.95 |
-7.28 |
-0.2% |
3,076.23 |
| Range |
31.85 |
20.43 |
-11.42 |
-35.9% |
47.16 |
| ATR |
30.15 |
29.46 |
-0.69 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.02 |
3,121.42 |
3,080.19 |
|
| R3 |
3,112.59 |
3,100.99 |
3,074.57 |
|
| R2 |
3,092.16 |
3,092.16 |
3,072.70 |
|
| R1 |
3,080.56 |
3,080.56 |
3,070.82 |
3,086.36 |
| PP |
3,071.73 |
3,071.73 |
3,071.73 |
3,074.64 |
| S1 |
3,060.13 |
3,060.13 |
3,067.08 |
3,065.93 |
| S2 |
3,051.30 |
3,051.30 |
3,065.20 |
|
| S3 |
3,030.87 |
3,039.70 |
3,063.33 |
|
| S4 |
3,010.44 |
3,019.27 |
3,057.71 |
|
|
| 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 |
3,083.34 |
3,029.07 |
54.27 |
1.8% |
26.42 |
0.9% |
73% |
True |
False |
|
| 10 |
3,091.21 |
3,029.07 |
62.14 |
2.0% |
21.29 |
0.7% |
64% |
False |
False |
|
| 20 |
3,091.21 |
2,913.48 |
177.73 |
5.8% |
23.93 |
0.8% |
87% |
False |
False |
|
| 40 |
3,091.21 |
2,825.18 |
266.03 |
8.7% |
30.46 |
1.0% |
92% |
False |
False |
|
| 60 |
3,091.21 |
2,825.18 |
266.03 |
8.7% |
29.11 |
0.9% |
92% |
False |
False |
|
| 80 |
3,091.21 |
2,730.97 |
360.24 |
11.7% |
30.05 |
1.0% |
94% |
False |
False |
|
| 100 |
3,091.21 |
2,730.97 |
360.24 |
11.7% |
28.70 |
0.9% |
94% |
False |
False |
|
| 120 |
3,091.21 |
2,689.83 |
401.38 |
13.1% |
28.39 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,170.17 |
|
2.618 |
3,136.83 |
|
1.618 |
3,116.40 |
|
1.000 |
3,103.77 |
|
0.618 |
3,095.97 |
|
HIGH |
3,083.34 |
|
0.618 |
3,075.54 |
|
0.500 |
3,073.13 |
|
0.382 |
3,070.71 |
|
LOW |
3,062.91 |
|
0.618 |
3,050.28 |
|
1.000 |
3,042.48 |
|
1.618 |
3,029.85 |
|
2.618 |
3,009.42 |
|
4.250 |
2,976.08 |
|
|