| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,687.0 |
2,677.0 |
-10.0 |
-0.4% |
2,600.0 |
| High |
2,687.0 |
2,681.0 |
-6.0 |
-0.2% |
2,687.0 |
| Low |
2,662.0 |
2,652.0 |
-10.0 |
-0.4% |
2,600.0 |
| Close |
2,666.0 |
2,657.0 |
-9.0 |
-0.3% |
2,657.0 |
| Range |
25.0 |
29.0 |
4.0 |
16.0% |
87.0 |
| ATR |
48.2 |
46.8 |
-1.4 |
-2.8% |
0.0 |
| Volume |
5,092 |
1,035 |
-4,057 |
-79.7% |
6,798 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.3 |
2,732.7 |
2,673.0 |
|
| R3 |
2,721.3 |
2,703.7 |
2,665.0 |
|
| R2 |
2,692.3 |
2,692.3 |
2,662.3 |
|
| R1 |
2,674.7 |
2,674.7 |
2,659.7 |
2,669.0 |
| PP |
2,663.3 |
2,663.3 |
2,663.3 |
2,660.5 |
| S1 |
2,645.7 |
2,645.7 |
2,654.3 |
2,640.0 |
| S2 |
2,634.3 |
2,634.3 |
2,651.7 |
|
| S3 |
2,605.3 |
2,616.7 |
2,649.0 |
|
| S4 |
2,576.3 |
2,587.7 |
2,641.1 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.0 |
2,870.0 |
2,704.9 |
|
| R3 |
2,822.0 |
2,783.0 |
2,680.9 |
|
| R2 |
2,735.0 |
2,735.0 |
2,673.0 |
|
| R1 |
2,696.0 |
2,696.0 |
2,665.0 |
2,715.5 |
| PP |
2,648.0 |
2,648.0 |
2,648.0 |
2,657.8 |
| S1 |
2,609.0 |
2,609.0 |
2,649.0 |
2,628.5 |
| S2 |
2,561.0 |
2,561.0 |
2,641.1 |
|
| S3 |
2,474.0 |
2,522.0 |
2,633.1 |
|
| S4 |
2,387.0 |
2,435.0 |
2,609.2 |
|
|
| 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 |
2,600.0 |
87.0 |
3.3% |
29.6 |
1.1% |
66% |
False |
False |
1,359 |
| 10 |
2,687.0 |
2,523.0 |
164.0 |
6.2% |
41.4 |
1.6% |
82% |
False |
False |
899 |
| 20 |
2,698.0 |
2,481.0 |
217.0 |
8.2% |
42.4 |
1.6% |
81% |
False |
False |
608 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
39.3 |
1.5% |
50% |
False |
False |
377 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
35.1 |
1.3% |
50% |
False |
False |
281 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
13.3% |
33.1 |
1.2% |
51% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,804.3 |
|
2.618 |
2,756.9 |
|
1.618 |
2,727.9 |
|
1.000 |
2,710.0 |
|
0.618 |
2,698.9 |
|
HIGH |
2,681.0 |
|
0.618 |
2,669.9 |
|
0.500 |
2,666.5 |
|
0.382 |
2,663.1 |
|
LOW |
2,652.0 |
|
0.618 |
2,634.1 |
|
1.000 |
2,623.0 |
|
1.618 |
2,605.1 |
|
2.618 |
2,576.1 |
|
4.250 |
2,528.8 |
|
|