| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,067.48 |
3,080.20 |
12.72 |
0.4% |
3,061.50 |
| High |
3,083.34 |
3,099.38 |
16.04 |
0.5% |
3,076.23 |
| Low |
3,062.91 |
3,076.39 |
13.48 |
0.4% |
3,029.07 |
| Close |
3,068.95 |
3,085.33 |
16.38 |
0.5% |
3,076.23 |
| Range |
20.43 |
22.99 |
2.56 |
12.5% |
47.16 |
| ATR |
29.46 |
29.53 |
0.07 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.00 |
3,143.66 |
3,097.97 |
|
| R3 |
3,133.01 |
3,120.67 |
3,091.65 |
|
| R2 |
3,110.02 |
3,110.02 |
3,089.54 |
|
| R1 |
3,097.68 |
3,097.68 |
3,087.44 |
3,103.85 |
| PP |
3,087.03 |
3,087.03 |
3,087.03 |
3,090.12 |
| S1 |
3,074.69 |
3,074.69 |
3,083.22 |
3,080.86 |
| S2 |
3,064.04 |
3,064.04 |
3,081.12 |
|
| S3 |
3,041.05 |
3,051.70 |
3,079.01 |
|
| S4 |
3,018.06 |
3,028.71 |
3,072.69 |
|
|
| 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 |
3,099.38 |
3,034.62 |
64.76 |
2.1% |
24.96 |
0.8% |
78% |
True |
False |
|
| 10 |
3,099.38 |
3,029.07 |
70.31 |
2.3% |
21.99 |
0.7% |
80% |
True |
False |
|
| 20 |
3,099.38 |
2,913.48 |
185.90 |
6.0% |
23.74 |
0.8% |
92% |
True |
False |
|
| 40 |
3,099.38 |
2,825.18 |
274.20 |
8.9% |
30.04 |
1.0% |
95% |
True |
False |
|
| 60 |
3,099.38 |
2,825.18 |
274.20 |
8.9% |
29.24 |
0.9% |
95% |
True |
False |
|
| 80 |
3,099.38 |
2,730.97 |
368.41 |
11.9% |
29.96 |
1.0% |
96% |
True |
False |
|
| 100 |
3,099.38 |
2,730.97 |
368.41 |
11.9% |
28.79 |
0.9% |
96% |
True |
False |
|
| 120 |
3,099.38 |
2,689.83 |
409.55 |
13.3% |
28.42 |
0.9% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,197.09 |
|
2.618 |
3,159.57 |
|
1.618 |
3,136.58 |
|
1.000 |
3,122.37 |
|
0.618 |
3,113.59 |
|
HIGH |
3,099.38 |
|
0.618 |
3,090.60 |
|
0.500 |
3,087.89 |
|
0.382 |
3,085.17 |
|
LOW |
3,076.39 |
|
0.618 |
3,062.18 |
|
1.000 |
3,053.40 |
|
1.618 |
3,039.19 |
|
2.618 |
3,016.20 |
|
4.250 |
2,978.68 |
|
|