| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,762.0 |
2,811.0 |
49.0 |
1.8% |
2,737.0 |
| High |
2,812.0 |
2,811.0 |
-1.0 |
0.0% |
2,812.0 |
| Low |
2,762.0 |
2,788.0 |
26.0 |
0.9% |
2,725.0 |
| Close |
2,789.0 |
2,797.0 |
8.0 |
0.3% |
2,797.0 |
| Range |
50.0 |
23.0 |
-27.0 |
-54.0% |
87.0 |
| ATR |
37.1 |
36.1 |
-1.0 |
-2.7% |
0.0 |
| Volume |
208 |
317 |
109 |
52.4% |
1,716 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.7 |
2,855.3 |
2,809.7 |
|
| R3 |
2,844.7 |
2,832.3 |
2,803.3 |
|
| R2 |
2,821.7 |
2,821.7 |
2,801.2 |
|
| R1 |
2,809.3 |
2,809.3 |
2,799.1 |
2,804.0 |
| PP |
2,798.7 |
2,798.7 |
2,798.7 |
2,796.0 |
| S1 |
2,786.3 |
2,786.3 |
2,794.9 |
2,781.0 |
| S2 |
2,775.7 |
2,775.7 |
2,792.8 |
|
| S3 |
2,752.7 |
2,763.3 |
2,790.7 |
|
| S4 |
2,729.7 |
2,740.3 |
2,784.4 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.0 |
3,005.0 |
2,844.9 |
|
| R3 |
2,952.0 |
2,918.0 |
2,820.9 |
|
| R2 |
2,865.0 |
2,865.0 |
2,813.0 |
|
| R1 |
2,831.0 |
2,831.0 |
2,805.0 |
2,848.0 |
| PP |
2,778.0 |
2,778.0 |
2,778.0 |
2,786.5 |
| S1 |
2,744.0 |
2,744.0 |
2,789.0 |
2,761.0 |
| S2 |
2,691.0 |
2,691.0 |
2,781.1 |
|
| S3 |
2,604.0 |
2,657.0 |
2,773.1 |
|
| S4 |
2,517.0 |
2,570.0 |
2,749.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,812.0 |
2,725.0 |
87.0 |
3.1% |
27.4 |
1.0% |
83% |
False |
False |
343 |
| 10 |
2,812.0 |
2,703.0 |
109.0 |
3.9% |
26.4 |
0.9% |
86% |
False |
False |
239 |
| 20 |
2,812.0 |
2,600.0 |
212.0 |
7.6% |
27.8 |
1.0% |
93% |
False |
False |
471 |
| 40 |
2,812.0 |
2,481.0 |
331.0 |
11.8% |
35.8 |
1.3% |
95% |
False |
False |
377 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.5% |
34.7 |
1.2% |
91% |
False |
False |
301 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.6% |
33.4 |
1.2% |
91% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,908.8 |
|
2.618 |
2,871.2 |
|
1.618 |
2,848.2 |
|
1.000 |
2,834.0 |
|
0.618 |
2,825.2 |
|
HIGH |
2,811.0 |
|
0.618 |
2,802.2 |
|
0.500 |
2,799.5 |
|
0.382 |
2,796.8 |
|
LOW |
2,788.0 |
|
0.618 |
2,773.8 |
|
1.000 |
2,765.0 |
|
1.618 |
2,750.8 |
|
2.618 |
2,727.8 |
|
4.250 |
2,690.3 |
|
|