| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,136.15 |
3,117.13 |
-19.02 |
-0.6% |
3,067.48 |
| High |
3,141.05 |
3,123.92 |
-17.13 |
-0.5% |
3,143.52 |
| Low |
3,111.50 |
3,096.41 |
-15.09 |
-0.5% |
3,062.91 |
| Close |
3,122.20 |
3,118.69 |
-3.51 |
-0.1% |
3,143.52 |
| Range |
29.55 |
27.51 |
-2.04 |
-6.9% |
80.61 |
| ATR |
28.51 |
28.44 |
-0.07 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,195.54 |
3,184.62 |
3,133.82 |
|
| R3 |
3,168.03 |
3,157.11 |
3,126.26 |
|
| R2 |
3,140.52 |
3,140.52 |
3,123.73 |
|
| R1 |
3,129.60 |
3,129.60 |
3,121.21 |
3,135.06 |
| PP |
3,113.01 |
3,113.01 |
3,113.01 |
3,115.74 |
| S1 |
3,102.09 |
3,102.09 |
3,116.17 |
3,107.55 |
| S2 |
3,085.50 |
3,085.50 |
3,113.65 |
|
| S3 |
3,057.99 |
3,074.58 |
3,111.12 |
|
| S4 |
3,030.48 |
3,047.07 |
3,103.56 |
|
|
| 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 |
3,145.25 |
3,096.41 |
48.84 |
1.6% |
22.33 |
0.7% |
46% |
False |
True |
|
| 10 |
3,145.25 |
3,040.25 |
105.00 |
3.4% |
23.30 |
0.7% |
75% |
False |
False |
|
| 20 |
3,145.25 |
3,029.07 |
116.18 |
3.7% |
21.98 |
0.7% |
77% |
False |
False |
|
| 40 |
3,145.25 |
2,825.18 |
320.07 |
10.3% |
27.95 |
0.9% |
92% |
False |
False |
|
| 60 |
3,145.25 |
2,825.18 |
320.07 |
10.3% |
29.55 |
0.9% |
92% |
False |
False |
|
| 80 |
3,145.25 |
2,730.97 |
414.28 |
13.3% |
29.16 |
0.9% |
94% |
False |
False |
|
| 100 |
3,145.25 |
2,730.97 |
414.28 |
13.3% |
29.01 |
0.9% |
94% |
False |
False |
|
| 120 |
3,145.25 |
2,689.83 |
455.42 |
14.6% |
28.59 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,240.84 |
|
2.618 |
3,195.94 |
|
1.618 |
3,168.43 |
|
1.000 |
3,151.43 |
|
0.618 |
3,140.92 |
|
HIGH |
3,123.92 |
|
0.618 |
3,113.41 |
|
0.500 |
3,110.17 |
|
0.382 |
3,106.92 |
|
LOW |
3,096.41 |
|
0.618 |
3,079.41 |
|
1.000 |
3,068.90 |
|
1.618 |
3,051.90 |
|
2.618 |
3,024.39 |
|
4.250 |
2,979.49 |
|
|