| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,040.75 |
3,051.25 |
10.50 |
0.3% |
3,062.00 |
| High |
3,040.75 |
3,051.25 |
10.50 |
0.3% |
3,078.00 |
| Low |
3,040.50 |
3,016.75 |
-23.75 |
-0.8% |
3,027.50 |
| Close |
3,040.50 |
3,019.00 |
-21.50 |
-0.7% |
3,034.00 |
| Range |
0.25 |
34.50 |
34.25 |
13,700.0% |
50.50 |
| ATR |
23.66 |
24.44 |
0.77 |
3.3% |
0.00 |
| Volume |
28 |
2 |
-26 |
-92.9% |
212 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.50 |
3,110.25 |
3,038.00 |
|
| R3 |
3,098.00 |
3,075.75 |
3,028.50 |
|
| R2 |
3,063.50 |
3,063.50 |
3,025.25 |
|
| R1 |
3,041.25 |
3,041.25 |
3,022.25 |
3,035.00 |
| PP |
3,029.00 |
3,029.00 |
3,029.00 |
3,026.00 |
| S1 |
3,006.75 |
3,006.75 |
3,015.75 |
3,000.50 |
| S2 |
2,994.50 |
2,994.50 |
3,012.75 |
|
| S3 |
2,960.00 |
2,972.25 |
3,009.50 |
|
| S4 |
2,925.50 |
2,937.75 |
3,000.00 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,198.00 |
3,166.50 |
3,061.75 |
|
| R3 |
3,147.50 |
3,116.00 |
3,048.00 |
|
| R2 |
3,097.00 |
3,097.00 |
3,043.25 |
|
| R1 |
3,065.50 |
3,065.50 |
3,038.75 |
3,056.00 |
| PP |
3,046.50 |
3,046.50 |
3,046.50 |
3,041.75 |
| S1 |
3,015.00 |
3,015.00 |
3,029.25 |
3,005.50 |
| S2 |
2,996.00 |
2,996.00 |
3,024.75 |
|
| S3 |
2,945.50 |
2,964.50 |
3,020.00 |
|
| S4 |
2,895.00 |
2,914.00 |
3,006.25 |
|
|
| 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 |
3,016.75 |
61.25 |
2.0% |
17.00 |
0.6% |
4% |
False |
True |
21 |
| 10 |
3,078.00 |
2,990.25 |
87.75 |
2.9% |
15.00 |
0.5% |
33% |
False |
False |
30 |
| 20 |
3,078.00 |
2,825.00 |
253.00 |
8.4% |
17.25 |
0.6% |
77% |
False |
False |
21 |
| 40 |
3,078.00 |
2,813.00 |
265.00 |
8.8% |
15.25 |
0.5% |
78% |
False |
False |
11 |
| 60 |
3,078.00 |
2,813.00 |
265.00 |
8.8% |
12.75 |
0.4% |
78% |
False |
False |
8 |
| 80 |
3,078.00 |
2,726.75 |
351.25 |
11.6% |
9.75 |
0.3% |
83% |
False |
False |
6 |
| 100 |
3,078.00 |
2,726.75 |
351.25 |
11.6% |
8.00 |
0.3% |
83% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.00 |
|
2.618 |
3,141.50 |
|
1.618 |
3,107.00 |
|
1.000 |
3,085.75 |
|
0.618 |
3,072.50 |
|
HIGH |
3,051.25 |
|
0.618 |
3,038.00 |
|
0.500 |
3,034.00 |
|
0.382 |
3,030.00 |
|
LOW |
3,016.75 |
|
0.618 |
2,995.50 |
|
1.000 |
2,982.25 |
|
1.618 |
2,961.00 |
|
2.618 |
2,926.50 |
|
4.250 |
2,870.00 |
|
|