| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,990.25 |
3,015.25 |
25.00 |
0.8% |
2,887.00 |
| High |
2,990.25 |
3,049.00 |
58.75 |
2.0% |
2,961.00 |
| Low |
2,990.25 |
3,010.25 |
20.00 |
0.7% |
2,887.00 |
| Close |
2,990.25 |
3,049.00 |
58.75 |
2.0% |
2,950.50 |
| Range |
0.00 |
38.75 |
38.75 |
|
74.00 |
| ATR |
27.12 |
29.38 |
2.26 |
8.3% |
0.00 |
| Volume |
29 |
29 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,152.25 |
3,139.50 |
3,070.25 |
|
| R3 |
3,113.50 |
3,100.75 |
3,059.75 |
|
| R2 |
3,074.75 |
3,074.75 |
3,056.00 |
|
| R1 |
3,062.00 |
3,062.00 |
3,052.50 |
3,068.50 |
| PP |
3,036.00 |
3,036.00 |
3,036.00 |
3,039.25 |
| S1 |
3,023.25 |
3,023.25 |
3,045.50 |
3,029.50 |
| S2 |
2,997.25 |
2,997.25 |
3,042.00 |
|
| S3 |
2,958.50 |
2,984.50 |
3,038.25 |
|
| S4 |
2,919.75 |
2,945.75 |
3,027.75 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,154.75 |
3,126.75 |
2,991.25 |
|
| R3 |
3,080.75 |
3,052.75 |
2,970.75 |
|
| R2 |
3,006.75 |
3,006.75 |
2,964.00 |
|
| R1 |
2,978.75 |
2,978.75 |
2,957.25 |
2,992.75 |
| PP |
2,932.75 |
2,932.75 |
2,932.75 |
2,940.00 |
| S1 |
2,904.75 |
2,904.75 |
2,943.75 |
2,918.75 |
| S2 |
2,858.75 |
2,858.75 |
2,937.00 |
|
| S3 |
2,784.75 |
2,830.75 |
2,930.25 |
|
| S4 |
2,710.75 |
2,756.75 |
2,909.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,049.00 |
2,929.50 |
119.50 |
3.9% |
14.00 |
0.5% |
100% |
True |
False |
24 |
| 10 |
3,049.00 |
2,887.00 |
162.00 |
5.3% |
20.00 |
0.7% |
100% |
True |
False |
16 |
| 20 |
3,049.00 |
2,813.00 |
236.00 |
7.7% |
20.75 |
0.7% |
100% |
True |
False |
10 |
| 40 |
3,049.00 |
2,813.00 |
236.00 |
7.7% |
14.00 |
0.5% |
100% |
True |
False |
5 |
| 60 |
3,049.00 |
2,726.75 |
322.25 |
10.6% |
11.00 |
0.4% |
100% |
True |
False |
4 |
| 80 |
3,049.00 |
2,726.75 |
322.25 |
10.6% |
8.25 |
0.3% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,213.75 |
|
2.618 |
3,150.50 |
|
1.618 |
3,111.75 |
|
1.000 |
3,087.75 |
|
0.618 |
3,073.00 |
|
HIGH |
3,049.00 |
|
0.618 |
3,034.25 |
|
0.500 |
3,029.50 |
|
0.382 |
3,025.00 |
|
LOW |
3,010.25 |
|
0.618 |
2,986.25 |
|
1.000 |
2,971.50 |
|
1.618 |
2,947.50 |
|
2.618 |
2,908.75 |
|
4.250 |
2,845.50 |
|
|