| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,714.0 |
2,740.0 |
26.0 |
1.0% |
2,680.0 |
| High |
2,743.0 |
2,743.0 |
0.0 |
0.0% |
2,707.0 |
| Low |
2,713.0 |
2,708.0 |
-5.0 |
-0.2% |
2,634.0 |
| Close |
2,738.0 |
2,727.0 |
-11.0 |
-0.4% |
2,704.0 |
| Range |
30.0 |
35.0 |
5.0 |
16.7% |
73.0 |
| ATR |
38.4 |
38.2 |
-0.2 |
-0.6% |
0.0 |
| Volume |
88 |
109 |
21 |
23.9% |
240 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.0 |
2,814.0 |
2,746.3 |
|
| R3 |
2,796.0 |
2,779.0 |
2,736.6 |
|
| R2 |
2,761.0 |
2,761.0 |
2,733.4 |
|
| R1 |
2,744.0 |
2,744.0 |
2,730.2 |
2,735.0 |
| PP |
2,726.0 |
2,726.0 |
2,726.0 |
2,721.5 |
| S1 |
2,709.0 |
2,709.0 |
2,723.8 |
2,700.0 |
| S2 |
2,691.0 |
2,691.0 |
2,720.6 |
|
| S3 |
2,656.0 |
2,674.0 |
2,717.4 |
|
| S4 |
2,621.0 |
2,639.0 |
2,707.8 |
|
|
| 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 |
2,686.0 |
57.0 |
2.1% |
24.2 |
0.9% |
72% |
True |
False |
62 |
| 10 |
2,743.0 |
2,634.0 |
109.0 |
4.0% |
27.4 |
1.0% |
85% |
True |
False |
154 |
| 20 |
2,743.0 |
2,523.0 |
220.0 |
8.1% |
35.1 |
1.3% |
93% |
True |
False |
487 |
| 40 |
2,780.0 |
2,481.0 |
299.0 |
11.0% |
38.6 |
1.4% |
82% |
False |
False |
378 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.8% |
34.3 |
1.3% |
70% |
False |
False |
273 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.9% |
32.6 |
1.2% |
71% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.8 |
|
2.618 |
2,834.6 |
|
1.618 |
2,799.6 |
|
1.000 |
2,778.0 |
|
0.618 |
2,764.6 |
|
HIGH |
2,743.0 |
|
0.618 |
2,729.6 |
|
0.500 |
2,725.5 |
|
0.382 |
2,721.4 |
|
LOW |
2,708.0 |
|
0.618 |
2,686.4 |
|
1.000 |
2,673.0 |
|
1.618 |
2,651.4 |
|
2.618 |
2,616.4 |
|
4.250 |
2,559.3 |
|
|