| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,659.0 |
2,658.0 |
-1.0 |
0.0% |
2,600.0 |
| High |
2,675.0 |
2,707.0 |
32.0 |
1.2% |
2,687.0 |
| Low |
2,634.0 |
2,658.0 |
24.0 |
0.9% |
2,600.0 |
| Close |
2,667.0 |
2,700.0 |
33.0 |
1.2% |
2,657.0 |
| Range |
41.0 |
49.0 |
8.0 |
19.5% |
87.0 |
| ATR |
43.6 |
44.0 |
0.4 |
0.9% |
0.0 |
| Volume |
55 |
52 |
-3 |
-5.5% |
6,798 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.3 |
2,816.7 |
2,727.0 |
|
| R3 |
2,786.3 |
2,767.7 |
2,713.5 |
|
| R2 |
2,737.3 |
2,737.3 |
2,709.0 |
|
| R1 |
2,718.7 |
2,718.7 |
2,704.5 |
2,728.0 |
| PP |
2,688.3 |
2,688.3 |
2,688.3 |
2,693.0 |
| S1 |
2,669.7 |
2,669.7 |
2,695.5 |
2,679.0 |
| S2 |
2,639.3 |
2,639.3 |
2,691.0 |
|
| S3 |
2,590.3 |
2,620.7 |
2,686.5 |
|
| S4 |
2,541.3 |
2,571.7 |
2,673.1 |
|
|
| 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 |
2,707.0 |
2,634.0 |
73.0 |
2.7% |
30.6 |
1.1% |
90% |
True |
False |
246 |
| 10 |
2,707.0 |
2,580.0 |
127.0 |
4.7% |
33.2 |
1.2% |
94% |
True |
False |
720 |
| 20 |
2,707.0 |
2,481.0 |
226.0 |
8.4% |
41.9 |
1.6% |
97% |
True |
False |
604 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
12.9% |
39.4 |
1.5% |
63% |
False |
False |
377 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.9% |
34.4 |
1.3% |
63% |
False |
False |
282 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
13.1% |
33.2 |
1.2% |
63% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.3 |
|
2.618 |
2,835.3 |
|
1.618 |
2,786.3 |
|
1.000 |
2,756.0 |
|
0.618 |
2,737.3 |
|
HIGH |
2,707.0 |
|
0.618 |
2,688.3 |
|
0.500 |
2,682.5 |
|
0.382 |
2,676.7 |
|
LOW |
2,658.0 |
|
0.618 |
2,627.7 |
|
1.000 |
2,609.0 |
|
1.618 |
2,578.7 |
|
2.618 |
2,529.7 |
|
4.250 |
2,449.8 |
|
|