| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,680.0 |
2,657.0 |
-23.0 |
-0.9% |
2,600.0 |
| High |
2,684.0 |
2,664.0 |
-20.0 |
-0.7% |
2,687.0 |
| Low |
2,665.0 |
2,649.0 |
-16.0 |
-0.6% |
2,600.0 |
| Close |
2,672.0 |
2,655.0 |
-17.0 |
-0.6% |
2,657.0 |
| Range |
19.0 |
15.0 |
-4.0 |
-21.1% |
87.0 |
| ATR |
45.4 |
43.8 |
-1.6 |
-3.5% |
0.0 |
| Volume |
58 |
31 |
-27 |
-46.6% |
6,798 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.0 |
2,693.0 |
2,663.3 |
|
| R3 |
2,686.0 |
2,678.0 |
2,659.1 |
|
| R2 |
2,671.0 |
2,671.0 |
2,657.8 |
|
| R1 |
2,663.0 |
2,663.0 |
2,656.4 |
2,659.5 |
| PP |
2,656.0 |
2,656.0 |
2,656.0 |
2,654.3 |
| S1 |
2,648.0 |
2,648.0 |
2,653.6 |
2,644.5 |
| S2 |
2,641.0 |
2,641.0 |
2,652.3 |
|
| S3 |
2,626.0 |
2,633.0 |
2,650.9 |
|
| S4 |
2,611.0 |
2,618.0 |
2,646.8 |
|
|
| 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% |
23.4 |
0.9% |
48% |
False |
False |
1,311 |
| 10 |
2,687.0 |
2,523.0 |
164.0 |
6.2% |
35.1 |
1.3% |
80% |
False |
False |
760 |
| 20 |
2,687.0 |
2,481.0 |
206.0 |
7.8% |
42.4 |
1.6% |
84% |
False |
False |
605 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
39.0 |
1.5% |
50% |
False |
False |
378 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
35.0 |
1.3% |
50% |
False |
False |
282 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
13.3% |
33.0 |
1.2% |
50% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,727.8 |
|
2.618 |
2,703.3 |
|
1.618 |
2,688.3 |
|
1.000 |
2,679.0 |
|
0.618 |
2,673.3 |
|
HIGH |
2,664.0 |
|
0.618 |
2,658.3 |
|
0.500 |
2,656.5 |
|
0.382 |
2,654.7 |
|
LOW |
2,649.0 |
|
0.618 |
2,639.7 |
|
1.000 |
2,634.0 |
|
1.618 |
2,624.7 |
|
2.618 |
2,609.7 |
|
4.250 |
2,585.3 |
|
|