| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,038.50 |
3,063.25 |
24.75 |
0.8% |
3,040.75 |
| High |
3,065.00 |
3,063.25 |
-1.75 |
-0.1% |
3,065.00 |
| Low |
3,038.50 |
3,058.75 |
20.25 |
0.7% |
3,016.75 |
| Close |
3,063.75 |
3,058.75 |
-5.00 |
-0.2% |
3,063.75 |
| Range |
26.50 |
4.50 |
-22.00 |
-83.0% |
48.25 |
| ATR |
24.57 |
23.18 |
-1.40 |
-5.7% |
0.00 |
| Volume |
64 |
530 |
466 |
728.1% |
369 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.75 |
3,070.75 |
3,061.25 |
|
| R3 |
3,069.25 |
3,066.25 |
3,060.00 |
|
| R2 |
3,064.75 |
3,064.75 |
3,059.50 |
|
| R1 |
3,061.75 |
3,061.75 |
3,059.25 |
3,061.00 |
| PP |
3,060.25 |
3,060.25 |
3,060.25 |
3,060.00 |
| S1 |
3,057.25 |
3,057.25 |
3,058.25 |
3,056.50 |
| S2 |
3,055.75 |
3,055.75 |
3,058.00 |
|
| S3 |
3,051.25 |
3,052.75 |
3,057.50 |
|
| S4 |
3,046.75 |
3,048.25 |
3,056.25 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.25 |
3,176.75 |
3,090.25 |
|
| R3 |
3,145.00 |
3,128.50 |
3,077.00 |
|
| R2 |
3,096.75 |
3,096.75 |
3,072.50 |
|
| R1 |
3,080.25 |
3,080.25 |
3,068.25 |
3,088.50 |
| PP |
3,048.50 |
3,048.50 |
3,048.50 |
3,052.50 |
| S1 |
3,032.00 |
3,032.00 |
3,059.25 |
3,040.25 |
| S2 |
3,000.25 |
3,000.25 |
3,055.00 |
|
| S3 |
2,952.00 |
2,983.75 |
3,050.50 |
|
| S4 |
2,903.75 |
2,935.50 |
3,037.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,065.00 |
3,016.75 |
48.25 |
1.6% |
20.00 |
0.7% |
87% |
False |
False |
174 |
| 10 |
3,078.00 |
3,016.75 |
61.25 |
2.0% |
15.75 |
0.5% |
69% |
False |
False |
109 |
| 20 |
3,078.00 |
2,887.00 |
191.00 |
6.2% |
17.25 |
0.6% |
90% |
False |
False |
63 |
| 40 |
3,078.00 |
2,813.00 |
265.00 |
8.7% |
17.00 |
0.6% |
93% |
False |
False |
33 |
| 60 |
3,078.00 |
2,813.00 |
265.00 |
8.7% |
13.00 |
0.4% |
93% |
False |
False |
22 |
| 80 |
3,078.00 |
2,726.75 |
351.25 |
11.5% |
10.50 |
0.3% |
95% |
False |
False |
17 |
| 100 |
3,078.00 |
2,726.75 |
351.25 |
11.5% |
8.50 |
0.3% |
95% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,082.50 |
|
2.618 |
3,075.00 |
|
1.618 |
3,070.50 |
|
1.000 |
3,067.75 |
|
0.618 |
3,066.00 |
|
HIGH |
3,063.25 |
|
0.618 |
3,061.50 |
|
0.500 |
3,061.00 |
|
0.382 |
3,060.50 |
|
LOW |
3,058.75 |
|
0.618 |
3,056.00 |
|
1.000 |
3,054.25 |
|
1.618 |
3,051.50 |
|
2.618 |
3,047.00 |
|
4.250 |
3,039.50 |
|
|