| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,068.25 |
3,078.00 |
9.75 |
0.3% |
2,952.75 |
| High |
3,068.25 |
3,078.00 |
9.75 |
0.3% |
3,056.00 |
| Low |
3,061.50 |
3,059.75 |
-1.75 |
-0.1% |
2,952.75 |
| Close |
3,063.75 |
3,072.25 |
8.50 |
0.3% |
3,056.00 |
| Range |
6.75 |
18.25 |
11.50 |
170.4% |
103.25 |
| ATR |
25.61 |
25.08 |
-0.53 |
-2.1% |
0.00 |
| Volume |
122 |
7 |
-115 |
-94.3% |
122 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,124.75 |
3,116.75 |
3,082.25 |
|
| R3 |
3,106.50 |
3,098.50 |
3,077.25 |
|
| R2 |
3,088.25 |
3,088.25 |
3,075.50 |
|
| R1 |
3,080.25 |
3,080.25 |
3,074.00 |
3,075.00 |
| PP |
3,070.00 |
3,070.00 |
3,070.00 |
3,067.50 |
| S1 |
3,062.00 |
3,062.00 |
3,070.50 |
3,057.00 |
| S2 |
3,051.75 |
3,051.75 |
3,069.00 |
|
| S3 |
3,033.50 |
3,043.75 |
3,067.25 |
|
| S4 |
3,015.25 |
3,025.50 |
3,062.25 |
|
|
| 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 |
3,078.00 |
3,010.25 |
67.75 |
2.2% |
16.50 |
0.5% |
92% |
True |
False |
35 |
| 10 |
3,078.00 |
2,899.25 |
178.75 |
5.8% |
15.25 |
0.5% |
97% |
True |
False |
28 |
| 20 |
3,078.00 |
2,813.00 |
265.00 |
8.6% |
18.00 |
0.6% |
98% |
True |
False |
17 |
| 40 |
3,078.00 |
2,813.00 |
265.00 |
8.6% |
14.50 |
0.5% |
98% |
True |
False |
9 |
| 60 |
3,078.00 |
2,810.50 |
267.50 |
8.7% |
11.75 |
0.4% |
98% |
True |
False |
6 |
| 80 |
3,078.00 |
2,726.75 |
351.25 |
11.4% |
8.75 |
0.3% |
98% |
True |
False |
5 |
| 100 |
3,078.00 |
2,684.25 |
393.75 |
12.8% |
7.50 |
0.2% |
99% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.50 |
|
2.618 |
3,125.75 |
|
1.618 |
3,107.50 |
|
1.000 |
3,096.25 |
|
0.618 |
3,089.25 |
|
HIGH |
3,078.00 |
|
0.618 |
3,071.00 |
|
0.500 |
3,069.00 |
|
0.382 |
3,066.75 |
|
LOW |
3,059.75 |
|
0.618 |
3,048.50 |
|
1.000 |
3,041.50 |
|
1.618 |
3,030.25 |
|
2.618 |
3,012.00 |
|
4.250 |
2,982.25 |
|
|