| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,047.25 |
3,042.75 |
-4.50 |
-0.1% |
3,062.00 |
| High |
3,047.25 |
3,046.50 |
-0.75 |
0.0% |
3,078.00 |
| Low |
3,033.25 |
3,025.75 |
-7.50 |
-0.2% |
3,027.50 |
| Close |
3,041.25 |
3,043.25 |
2.00 |
0.1% |
3,034.00 |
| Range |
14.00 |
20.75 |
6.75 |
48.2% |
50.50 |
| ATR |
24.71 |
24.43 |
-0.28 |
-1.1% |
0.00 |
| Volume |
141 |
134 |
-7 |
-5.0% |
212 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.75 |
3,092.75 |
3,054.75 |
|
| R3 |
3,080.00 |
3,072.00 |
3,049.00 |
|
| R2 |
3,059.25 |
3,059.25 |
3,047.00 |
|
| R1 |
3,051.25 |
3,051.25 |
3,045.25 |
3,055.25 |
| PP |
3,038.50 |
3,038.50 |
3,038.50 |
3,040.50 |
| S1 |
3,030.50 |
3,030.50 |
3,041.25 |
3,034.50 |
| S2 |
3,017.75 |
3,017.75 |
3,039.50 |
|
| S3 |
2,997.00 |
3,009.75 |
3,037.50 |
|
| S4 |
2,976.25 |
2,989.00 |
3,031.75 |
|
|
| 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 |
3,051.25 |
3,016.75 |
34.50 |
1.1% |
16.00 |
0.5% |
77% |
False |
False |
73 |
| 10 |
3,078.00 |
3,016.75 |
61.25 |
2.0% |
14.50 |
0.5% |
43% |
False |
False |
52 |
| 20 |
3,078.00 |
2,887.00 |
191.00 |
6.3% |
17.25 |
0.6% |
82% |
False |
False |
34 |
| 40 |
3,078.00 |
2,813.00 |
265.00 |
8.7% |
16.25 |
0.5% |
87% |
False |
False |
18 |
| 60 |
3,078.00 |
2,813.00 |
265.00 |
8.7% |
13.25 |
0.4% |
87% |
False |
False |
13 |
| 80 |
3,078.00 |
2,726.75 |
351.25 |
11.5% |
10.00 |
0.3% |
90% |
False |
False |
10 |
| 100 |
3,078.00 |
2,726.75 |
351.25 |
11.5% |
8.25 |
0.3% |
90% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,134.75 |
|
2.618 |
3,100.75 |
|
1.618 |
3,080.00 |
|
1.000 |
3,067.25 |
|
0.618 |
3,059.25 |
|
HIGH |
3,046.50 |
|
0.618 |
3,038.50 |
|
0.500 |
3,036.00 |
|
0.382 |
3,033.75 |
|
LOW |
3,025.75 |
|
0.618 |
3,013.00 |
|
1.000 |
3,005.00 |
|
1.618 |
2,992.25 |
|
2.618 |
2,971.50 |
|
4.250 |
2,937.50 |
|
|