| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,691.0 |
2,709.0 |
18.0 |
0.7% |
2,680.0 |
| High |
2,706.0 |
2,721.0 |
15.0 |
0.6% |
2,707.0 |
| Low |
2,686.0 |
2,703.0 |
17.0 |
0.6% |
2,634.0 |
| Close |
2,704.0 |
2,713.0 |
9.0 |
0.3% |
2,704.0 |
| Range |
20.0 |
18.0 |
-2.0 |
-10.0% |
73.0 |
| ATR |
42.3 |
40.5 |
-1.7 |
-4.1% |
0.0 |
| Volume |
44 |
19 |
-25 |
-56.8% |
240 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.3 |
2,757.7 |
2,722.9 |
|
| R3 |
2,748.3 |
2,739.7 |
2,718.0 |
|
| R2 |
2,730.3 |
2,730.3 |
2,716.3 |
|
| R1 |
2,721.7 |
2,721.7 |
2,714.7 |
2,726.0 |
| PP |
2,712.3 |
2,712.3 |
2,712.3 |
2,714.5 |
| S1 |
2,703.7 |
2,703.7 |
2,711.4 |
2,708.0 |
| S2 |
2,694.3 |
2,694.3 |
2,709.7 |
|
| S3 |
2,676.3 |
2,685.7 |
2,708.1 |
|
| S4 |
2,658.3 |
2,667.7 |
2,703.1 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.7 |
2,875.3 |
2,744.2 |
|
| R3 |
2,827.7 |
2,802.3 |
2,724.1 |
|
| R2 |
2,754.7 |
2,754.7 |
2,717.4 |
|
| R1 |
2,729.3 |
2,729.3 |
2,710.7 |
2,742.0 |
| PP |
2,681.7 |
2,681.7 |
2,681.7 |
2,688.0 |
| S1 |
2,656.3 |
2,656.3 |
2,697.3 |
2,669.0 |
| S2 |
2,608.7 |
2,608.7 |
2,690.6 |
|
| S3 |
2,535.7 |
2,583.3 |
2,683.9 |
|
| S4 |
2,462.7 |
2,510.3 |
2,663.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,721.0 |
2,634.0 |
87.0 |
3.2% |
28.6 |
1.1% |
91% |
True |
False |
40 |
| 10 |
2,721.0 |
2,626.0 |
95.0 |
3.5% |
26.1 |
1.0% |
92% |
True |
False |
692 |
| 20 |
2,721.0 |
2,514.0 |
207.0 |
7.6% |
37.9 |
1.4% |
96% |
True |
False |
512 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
12.9% |
39.3 |
1.4% |
66% |
False |
False |
376 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.9% |
34.5 |
1.3% |
66% |
False |
False |
279 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
13.0% |
33.1 |
1.2% |
67% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.5 |
|
2.618 |
2,768.1 |
|
1.618 |
2,750.1 |
|
1.000 |
2,739.0 |
|
0.618 |
2,732.1 |
|
HIGH |
2,721.0 |
|
0.618 |
2,714.1 |
|
0.500 |
2,712.0 |
|
0.382 |
2,709.9 |
|
LOW |
2,703.0 |
|
0.618 |
2,691.9 |
|
1.000 |
2,685.0 |
|
1.618 |
2,673.9 |
|
2.618 |
2,655.9 |
|
4.250 |
2,626.5 |
|
|