| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,657.0 |
2,659.0 |
2.0 |
0.1% |
2,600.0 |
| High |
2,664.0 |
2,675.0 |
11.0 |
0.4% |
2,687.0 |
| Low |
2,649.0 |
2,634.0 |
-15.0 |
-0.6% |
2,600.0 |
| Close |
2,655.0 |
2,667.0 |
12.0 |
0.5% |
2,657.0 |
| Range |
15.0 |
41.0 |
26.0 |
173.3% |
87.0 |
| ATR |
43.8 |
43.6 |
-0.2 |
-0.5% |
0.0 |
| Volume |
31 |
55 |
24 |
77.4% |
6,798 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.7 |
2,765.3 |
2,689.6 |
|
| R3 |
2,740.7 |
2,724.3 |
2,678.3 |
|
| R2 |
2,699.7 |
2,699.7 |
2,674.5 |
|
| R1 |
2,683.3 |
2,683.3 |
2,670.8 |
2,691.5 |
| PP |
2,658.7 |
2,658.7 |
2,658.7 |
2,662.8 |
| S1 |
2,642.3 |
2,642.3 |
2,663.2 |
2,650.5 |
| S2 |
2,617.7 |
2,617.7 |
2,659.5 |
|
| S3 |
2,576.7 |
2,601.3 |
2,655.7 |
|
| S4 |
2,535.7 |
2,560.3 |
2,644.5 |
|
|
| 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 |
2,634.0 |
53.0 |
2.0% |
25.8 |
1.0% |
62% |
False |
True |
1,254 |
| 10 |
2,687.0 |
2,565.0 |
122.0 |
4.6% |
35.0 |
1.3% |
84% |
False |
False |
736 |
| 20 |
2,687.0 |
2,481.0 |
206.0 |
7.7% |
42.8 |
1.6% |
90% |
False |
False |
605 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
38.9 |
1.5% |
53% |
False |
False |
376 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
13.1% |
34.2 |
1.3% |
53% |
False |
False |
282 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
13.2% |
33.5 |
1.3% |
54% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,849.3 |
|
2.618 |
2,782.3 |
|
1.618 |
2,741.3 |
|
1.000 |
2,716.0 |
|
0.618 |
2,700.3 |
|
HIGH |
2,675.0 |
|
0.618 |
2,659.3 |
|
0.500 |
2,654.5 |
|
0.382 |
2,649.7 |
|
LOW |
2,634.0 |
|
0.618 |
2,608.7 |
|
1.000 |
2,593.0 |
|
1.618 |
2,567.7 |
|
2.618 |
2,526.7 |
|
4.250 |
2,459.8 |
|
|