| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,647.0 |
2,687.0 |
40.0 |
1.5% |
2,599.0 |
| High |
2,655.0 |
2,687.0 |
32.0 |
1.2% |
2,640.0 |
| Low |
2,626.0 |
2,662.0 |
36.0 |
1.4% |
2,523.0 |
| Close |
2,641.0 |
2,666.0 |
25.0 |
0.9% |
2,585.0 |
| Range |
29.0 |
25.0 |
-4.0 |
-13.8% |
117.0 |
| ATR |
48.3 |
48.2 |
-0.2 |
-0.3% |
0.0 |
| Volume |
341 |
5,092 |
4,751 |
1,393.3% |
2,192 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.7 |
2,731.3 |
2,679.8 |
|
| R3 |
2,721.7 |
2,706.3 |
2,672.9 |
|
| R2 |
2,696.7 |
2,696.7 |
2,670.6 |
|
| R1 |
2,681.3 |
2,681.3 |
2,668.3 |
2,676.5 |
| PP |
2,671.7 |
2,671.7 |
2,671.7 |
2,669.3 |
| S1 |
2,656.3 |
2,656.3 |
2,663.7 |
2,651.5 |
| S2 |
2,646.7 |
2,646.7 |
2,661.4 |
|
| S3 |
2,621.7 |
2,631.3 |
2,659.1 |
|
| S4 |
2,596.7 |
2,606.3 |
2,652.3 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,933.7 |
2,876.3 |
2,649.4 |
|
| R3 |
2,816.7 |
2,759.3 |
2,617.2 |
|
| R2 |
2,699.7 |
2,699.7 |
2,606.5 |
|
| R1 |
2,642.3 |
2,642.3 |
2,595.7 |
2,612.5 |
| PP |
2,582.7 |
2,582.7 |
2,582.7 |
2,567.8 |
| S1 |
2,525.3 |
2,525.3 |
2,574.3 |
2,495.5 |
| S2 |
2,465.7 |
2,465.7 |
2,563.6 |
|
| S3 |
2,348.7 |
2,408.3 |
2,552.8 |
|
| S4 |
2,231.7 |
2,291.3 |
2,520.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,687.0 |
2,580.0 |
107.0 |
4.0% |
35.8 |
1.3% |
80% |
True |
False |
1,193 |
| 10 |
2,687.0 |
2,523.0 |
164.0 |
6.2% |
42.8 |
1.6% |
87% |
True |
False |
819 |
| 20 |
2,698.0 |
2,481.0 |
217.0 |
8.1% |
42.5 |
1.6% |
85% |
False |
False |
558 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
39.4 |
1.5% |
53% |
False |
False |
351 |
| 60 |
2,830.0 |
2,480.0 |
350.0 |
13.1% |
34.9 |
1.3% |
53% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,793.3 |
|
2.618 |
2,752.5 |
|
1.618 |
2,727.5 |
|
1.000 |
2,712.0 |
|
0.618 |
2,702.5 |
|
HIGH |
2,687.0 |
|
0.618 |
2,677.5 |
|
0.500 |
2,674.5 |
|
0.382 |
2,671.6 |
|
LOW |
2,662.0 |
|
0.618 |
2,646.6 |
|
1.000 |
2,637.0 |
|
1.618 |
2,621.6 |
|
2.618 |
2,596.6 |
|
4.250 |
2,555.8 |
|
|