| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,015.25 |
3,042.00 |
26.75 |
0.9% |
2,952.75 |
| High |
3,049.00 |
3,056.00 |
7.00 |
0.2% |
3,056.00 |
| Low |
3,010.25 |
3,042.00 |
31.75 |
1.1% |
2,952.75 |
| Close |
3,049.00 |
3,056.00 |
7.00 |
0.2% |
3,056.00 |
| Range |
38.75 |
14.00 |
-24.75 |
-63.9% |
103.25 |
| ATR |
29.38 |
28.28 |
-1.10 |
-3.7% |
0.00 |
| Volume |
29 |
6 |
-23 |
-79.3% |
122 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.25 |
3,088.75 |
3,063.75 |
|
| R3 |
3,079.25 |
3,074.75 |
3,059.75 |
|
| R2 |
3,065.25 |
3,065.25 |
3,058.50 |
|
| R1 |
3,060.75 |
3,060.75 |
3,057.25 |
3,063.00 |
| PP |
3,051.25 |
3,051.25 |
3,051.25 |
3,052.50 |
| S1 |
3,046.75 |
3,046.75 |
3,054.75 |
3,049.00 |
| S2 |
3,037.25 |
3,037.25 |
3,053.50 |
|
| S3 |
3,023.25 |
3,032.75 |
3,052.25 |
|
| S4 |
3,009.25 |
3,018.75 |
3,048.25 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,331.25 |
3,297.00 |
3,112.75 |
|
| R3 |
3,228.00 |
3,193.75 |
3,084.50 |
|
| R2 |
3,124.75 |
3,124.75 |
3,075.00 |
|
| R1 |
3,090.50 |
3,090.50 |
3,065.50 |
3,107.50 |
| PP |
3,021.50 |
3,021.50 |
3,021.50 |
3,030.25 |
| S1 |
2,987.25 |
2,987.25 |
3,046.50 |
3,004.50 |
| S2 |
2,918.25 |
2,918.25 |
3,037.00 |
|
| S3 |
2,815.00 |
2,884.00 |
3,027.50 |
|
| S4 |
2,711.75 |
2,780.75 |
2,999.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,056.00 |
2,952.75 |
103.25 |
3.4% |
10.50 |
0.3% |
100% |
True |
False |
24 |
| 10 |
3,056.00 |
2,887.00 |
169.00 |
5.5% |
20.00 |
0.7% |
100% |
True |
False |
16 |
| 20 |
3,056.00 |
2,813.00 |
243.00 |
8.0% |
19.50 |
0.6% |
100% |
True |
False |
11 |
| 40 |
3,056.00 |
2,813.00 |
243.00 |
8.0% |
14.25 |
0.5% |
100% |
True |
False |
6 |
| 60 |
3,056.00 |
2,726.75 |
329.25 |
10.8% |
11.25 |
0.4% |
100% |
True |
False |
4 |
| 80 |
3,056.00 |
2,726.75 |
329.25 |
10.8% |
8.50 |
0.3% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,115.50 |
|
2.618 |
3,092.75 |
|
1.618 |
3,078.75 |
|
1.000 |
3,070.00 |
|
0.618 |
3,064.75 |
|
HIGH |
3,056.00 |
|
0.618 |
3,050.75 |
|
0.500 |
3,049.00 |
|
0.382 |
3,047.25 |
|
LOW |
3,042.00 |
|
0.618 |
3,033.25 |
|
1.000 |
3,028.00 |
|
1.618 |
3,019.25 |
|
2.618 |
3,005.25 |
|
4.250 |
2,982.50 |
|
|