| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,740.0 |
2,741.0 |
1.0 |
0.0% |
2,709.0 |
| High |
2,743.0 |
2,750.0 |
7.0 |
0.3% |
2,750.0 |
| Low |
2,708.0 |
2,724.0 |
16.0 |
0.6% |
2,703.0 |
| Close |
2,727.0 |
2,731.0 |
4.0 |
0.1% |
2,731.0 |
| Range |
35.0 |
26.0 |
-9.0 |
-25.7% |
47.0 |
| ATR |
38.2 |
37.3 |
-0.9 |
-2.3% |
0.0 |
| Volume |
109 |
404 |
295 |
270.6% |
674 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.0 |
2,798.0 |
2,745.3 |
|
| R3 |
2,787.0 |
2,772.0 |
2,738.2 |
|
| R2 |
2,761.0 |
2,761.0 |
2,735.8 |
|
| R1 |
2,746.0 |
2,746.0 |
2,733.4 |
2,740.5 |
| PP |
2,735.0 |
2,735.0 |
2,735.0 |
2,732.3 |
| S1 |
2,720.0 |
2,720.0 |
2,728.6 |
2,714.5 |
| S2 |
2,709.0 |
2,709.0 |
2,726.2 |
|
| S3 |
2,683.0 |
2,694.0 |
2,723.9 |
|
| S4 |
2,657.0 |
2,668.0 |
2,716.7 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,869.0 |
2,847.0 |
2,756.9 |
|
| R3 |
2,822.0 |
2,800.0 |
2,743.9 |
|
| R2 |
2,775.0 |
2,775.0 |
2,739.6 |
|
| R1 |
2,753.0 |
2,753.0 |
2,735.3 |
2,764.0 |
| PP |
2,728.0 |
2,728.0 |
2,728.0 |
2,733.5 |
| S1 |
2,706.0 |
2,706.0 |
2,726.7 |
2,717.0 |
| S2 |
2,681.0 |
2,681.0 |
2,722.4 |
|
| S3 |
2,634.0 |
2,659.0 |
2,718.1 |
|
| S4 |
2,587.0 |
2,612.0 |
2,705.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,750.0 |
2,703.0 |
47.0 |
1.7% |
25.4 |
0.9% |
60% |
True |
False |
134 |
| 10 |
2,750.0 |
2,634.0 |
116.0 |
4.2% |
27.1 |
1.0% |
84% |
True |
False |
91 |
| 20 |
2,750.0 |
2,523.0 |
227.0 |
8.3% |
34.3 |
1.3% |
92% |
True |
False |
495 |
| 40 |
2,762.0 |
2,481.0 |
281.0 |
10.3% |
38.2 |
1.4% |
89% |
False |
False |
382 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.8% |
33.9 |
1.2% |
72% |
False |
False |
278 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.9% |
32.9 |
1.2% |
72% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.5 |
|
2.618 |
2,818.1 |
|
1.618 |
2,792.1 |
|
1.000 |
2,776.0 |
|
0.618 |
2,766.1 |
|
HIGH |
2,750.0 |
|
0.618 |
2,740.1 |
|
0.500 |
2,737.0 |
|
0.382 |
2,733.9 |
|
LOW |
2,724.0 |
|
0.618 |
2,707.9 |
|
1.000 |
2,698.0 |
|
1.618 |
2,681.9 |
|
2.618 |
2,655.9 |
|
4.250 |
2,613.5 |
|
|