| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,677.0 |
2,680.0 |
3.0 |
0.1% |
2,600.0 |
| High |
2,681.0 |
2,684.0 |
3.0 |
0.1% |
2,687.0 |
| Low |
2,652.0 |
2,665.0 |
13.0 |
0.5% |
2,600.0 |
| Close |
2,657.0 |
2,672.0 |
15.0 |
0.6% |
2,657.0 |
| Range |
29.0 |
19.0 |
-10.0 |
-34.5% |
87.0 |
| ATR |
46.8 |
45.4 |
-1.4 |
-3.0% |
0.0 |
| Volume |
1,035 |
58 |
-977 |
-94.4% |
6,798 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.7 |
2,720.3 |
2,682.5 |
|
| R3 |
2,711.7 |
2,701.3 |
2,677.2 |
|
| R2 |
2,692.7 |
2,692.7 |
2,675.5 |
|
| R1 |
2,682.3 |
2,682.3 |
2,673.7 |
2,678.0 |
| PP |
2,673.7 |
2,673.7 |
2,673.7 |
2,671.5 |
| S1 |
2,663.3 |
2,663.3 |
2,670.3 |
2,659.0 |
| S2 |
2,654.7 |
2,654.7 |
2,668.5 |
|
| S3 |
2,635.7 |
2,644.3 |
2,666.8 |
|
| S4 |
2,616.7 |
2,625.3 |
2,661.6 |
|
|
| 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 |
2,626.0 |
61.0 |
2.3% |
23.6 |
0.9% |
75% |
False |
False |
1,343 |
| 10 |
2,687.0 |
2,523.0 |
164.0 |
6.1% |
38.8 |
1.5% |
91% |
False |
False |
791 |
| 20 |
2,687.0 |
2,481.0 |
206.0 |
7.7% |
41.9 |
1.6% |
93% |
False |
False |
605 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
39.3 |
1.5% |
55% |
False |
False |
378 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
35.2 |
1.3% |
55% |
False |
False |
281 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
13.2% |
33.1 |
1.2% |
55% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,764.8 |
|
2.618 |
2,733.7 |
|
1.618 |
2,714.7 |
|
1.000 |
2,703.0 |
|
0.618 |
2,695.7 |
|
HIGH |
2,684.0 |
|
0.618 |
2,676.7 |
|
0.500 |
2,674.5 |
|
0.382 |
2,672.3 |
|
LOW |
2,665.0 |
|
0.618 |
2,653.3 |
|
1.000 |
2,646.0 |
|
1.618 |
2,634.3 |
|
2.618 |
2,615.3 |
|
4.250 |
2,584.3 |
|
|