| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,709.0 |
2,723.0 |
14.0 |
0.5% |
2,680.0 |
| High |
2,721.0 |
2,728.0 |
7.0 |
0.3% |
2,707.0 |
| Low |
2,703.0 |
2,710.0 |
7.0 |
0.3% |
2,634.0 |
| Close |
2,713.0 |
2,711.0 |
-2.0 |
-0.1% |
2,704.0 |
| Range |
18.0 |
18.0 |
0.0 |
0.0% |
73.0 |
| ATR |
40.5 |
38.9 |
-1.6 |
-4.0% |
0.0 |
| Volume |
19 |
54 |
35 |
184.2% |
240 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.3 |
2,758.7 |
2,720.9 |
|
| R3 |
2,752.3 |
2,740.7 |
2,716.0 |
|
| R2 |
2,734.3 |
2,734.3 |
2,714.3 |
|
| R1 |
2,722.7 |
2,722.7 |
2,712.7 |
2,719.5 |
| PP |
2,716.3 |
2,716.3 |
2,716.3 |
2,714.8 |
| S1 |
2,704.7 |
2,704.7 |
2,709.4 |
2,701.5 |
| S2 |
2,698.3 |
2,698.3 |
2,707.7 |
|
| S3 |
2,680.3 |
2,686.7 |
2,706.1 |
|
| S4 |
2,662.3 |
2,668.7 |
2,701.1 |
|
|
| 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 |
2,728.0 |
2,634.0 |
94.0 |
3.5% |
29.2 |
1.1% |
82% |
True |
False |
44 |
| 10 |
2,728.0 |
2,626.0 |
102.0 |
3.8% |
26.3 |
1.0% |
83% |
True |
False |
678 |
| 20 |
2,728.0 |
2,523.0 |
205.0 |
7.6% |
37.5 |
1.4% |
92% |
True |
False |
492 |
| 40 |
2,798.0 |
2,481.0 |
317.0 |
11.7% |
38.7 |
1.4% |
73% |
False |
False |
375 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.9% |
34.1 |
1.3% |
66% |
False |
False |
272 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
13.0% |
32.9 |
1.2% |
66% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,804.5 |
|
2.618 |
2,775.1 |
|
1.618 |
2,757.1 |
|
1.000 |
2,746.0 |
|
0.618 |
2,739.1 |
|
HIGH |
2,728.0 |
|
0.618 |
2,721.1 |
|
0.500 |
2,719.0 |
|
0.382 |
2,716.9 |
|
LOW |
2,710.0 |
|
0.618 |
2,698.9 |
|
1.000 |
2,692.0 |
|
1.618 |
2,680.9 |
|
2.618 |
2,662.9 |
|
4.250 |
2,633.5 |
|
|