| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,723.0 |
2,714.0 |
-9.0 |
-0.3% |
2,680.0 |
| High |
2,728.0 |
2,743.0 |
15.0 |
0.5% |
2,707.0 |
| Low |
2,710.0 |
2,713.0 |
3.0 |
0.1% |
2,634.0 |
| Close |
2,711.0 |
2,738.0 |
27.0 |
1.0% |
2,704.0 |
| Range |
18.0 |
30.0 |
12.0 |
66.7% |
73.0 |
| ATR |
38.9 |
38.4 |
-0.5 |
-1.3% |
0.0 |
| Volume |
54 |
88 |
34 |
63.0% |
240 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.3 |
2,809.7 |
2,754.5 |
|
| R3 |
2,791.3 |
2,779.7 |
2,746.3 |
|
| R2 |
2,761.3 |
2,761.3 |
2,743.5 |
|
| R1 |
2,749.7 |
2,749.7 |
2,740.8 |
2,755.5 |
| PP |
2,731.3 |
2,731.3 |
2,731.3 |
2,734.3 |
| S1 |
2,719.7 |
2,719.7 |
2,735.3 |
2,725.5 |
| S2 |
2,701.3 |
2,701.3 |
2,732.5 |
|
| S3 |
2,671.3 |
2,689.7 |
2,729.8 |
|
| S4 |
2,641.3 |
2,659.7 |
2,721.5 |
|
|
| 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 |
2,743.0 |
2,658.0 |
85.0 |
3.1% |
27.0 |
1.0% |
94% |
True |
False |
51 |
| 10 |
2,743.0 |
2,634.0 |
109.0 |
4.0% |
26.4 |
1.0% |
95% |
True |
False |
652 |
| 20 |
2,743.0 |
2,523.0 |
220.0 |
8.0% |
35.5 |
1.3% |
98% |
True |
False |
487 |
| 40 |
2,790.0 |
2,481.0 |
309.0 |
11.3% |
38.5 |
1.4% |
83% |
False |
False |
376 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.7% |
34.3 |
1.3% |
74% |
False |
False |
273 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.9% |
32.6 |
1.2% |
74% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.5 |
|
2.618 |
2,821.5 |
|
1.618 |
2,791.5 |
|
1.000 |
2,773.0 |
|
0.618 |
2,761.5 |
|
HIGH |
2,743.0 |
|
0.618 |
2,731.5 |
|
0.500 |
2,728.0 |
|
0.382 |
2,724.5 |
|
LOW |
2,713.0 |
|
0.618 |
2,694.5 |
|
1.000 |
2,683.0 |
|
1.618 |
2,664.5 |
|
2.618 |
2,634.5 |
|
4.250 |
2,585.5 |
|
|