| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,113.22 |
3,125.49 |
12.27 |
0.4% |
3,067.48 |
| High |
3,128.67 |
3,143.52 |
14.85 |
0.5% |
3,143.52 |
| Low |
3,111.28 |
3,118.04 |
6.76 |
0.2% |
3,062.91 |
| Close |
3,126.30 |
3,143.52 |
17.22 |
0.6% |
3,143.52 |
| Range |
17.39 |
25.48 |
8.09 |
46.5% |
80.61 |
| ATR |
29.85 |
29.53 |
-0.31 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,211.47 |
3,202.97 |
3,157.53 |
|
| R3 |
3,185.99 |
3,177.49 |
3,150.53 |
|
| R2 |
3,160.51 |
3,160.51 |
3,148.19 |
|
| R1 |
3,152.01 |
3,152.01 |
3,145.86 |
3,156.26 |
| PP |
3,135.03 |
3,135.03 |
3,135.03 |
3,137.15 |
| S1 |
3,126.53 |
3,126.53 |
3,141.18 |
3,130.78 |
| S2 |
3,109.55 |
3,109.55 |
3,138.85 |
|
| S3 |
3,084.07 |
3,101.05 |
3,136.51 |
|
| S4 |
3,058.59 |
3,075.57 |
3,129.51 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,358.48 |
3,331.61 |
3,187.86 |
|
| R3 |
3,277.87 |
3,251.00 |
3,165.69 |
|
| R2 |
3,197.26 |
3,197.26 |
3,158.30 |
|
| R1 |
3,170.39 |
3,170.39 |
3,150.91 |
3,183.83 |
| PP |
3,116.65 |
3,116.65 |
3,116.65 |
3,123.37 |
| S1 |
3,089.78 |
3,089.78 |
3,136.13 |
3,103.22 |
| S2 |
3,036.04 |
3,036.04 |
3,128.74 |
|
| S3 |
2,955.43 |
3,009.17 |
3,121.35 |
|
| S4 |
2,874.82 |
2,928.56 |
3,099.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,143.52 |
3,062.91 |
80.61 |
2.6% |
21.77 |
0.7% |
100% |
True |
False |
|
| 10 |
3,143.52 |
3,029.07 |
114.45 |
3.6% |
23.73 |
0.8% |
100% |
True |
False |
|
| 20 |
3,143.52 |
2,955.37 |
188.15 |
6.0% |
22.03 |
0.7% |
100% |
True |
False |
|
| 40 |
3,143.52 |
2,825.18 |
318.34 |
10.1% |
28.52 |
0.9% |
100% |
True |
False |
|
| 60 |
3,143.52 |
2,825.18 |
318.34 |
10.1% |
29.42 |
0.9% |
100% |
True |
False |
|
| 80 |
3,143.52 |
2,730.97 |
412.55 |
13.1% |
29.44 |
0.9% |
100% |
True |
False |
|
| 100 |
3,143.52 |
2,730.97 |
412.55 |
13.1% |
28.82 |
0.9% |
100% |
True |
False |
|
| 120 |
3,143.52 |
2,689.83 |
453.69 |
14.4% |
28.44 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,251.81 |
|
2.618 |
3,210.23 |
|
1.618 |
3,184.75 |
|
1.000 |
3,169.00 |
|
0.618 |
3,159.27 |
|
HIGH |
3,143.52 |
|
0.618 |
3,133.79 |
|
0.500 |
3,130.78 |
|
0.382 |
3,127.77 |
|
LOW |
3,118.04 |
|
0.618 |
3,102.29 |
|
1.000 |
3,092.56 |
|
1.618 |
3,076.81 |
|
2.618 |
3,051.33 |
|
4.250 |
3,009.75 |
|
|