| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,741.0 |
2,737.0 |
-4.0 |
-0.1% |
2,709.0 |
| High |
2,750.0 |
2,748.0 |
-2.0 |
-0.1% |
2,750.0 |
| Low |
2,724.0 |
2,725.0 |
1.0 |
0.0% |
2,703.0 |
| Close |
2,731.0 |
2,725.0 |
-6.0 |
-0.2% |
2,731.0 |
| Range |
26.0 |
23.0 |
-3.0 |
-11.5% |
47.0 |
| ATR |
37.3 |
36.3 |
-1.0 |
-2.7% |
0.0 |
| Volume |
404 |
123 |
-281 |
-69.6% |
674 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.7 |
2,786.3 |
2,737.7 |
|
| R3 |
2,778.7 |
2,763.3 |
2,731.3 |
|
| R2 |
2,755.7 |
2,755.7 |
2,729.2 |
|
| R1 |
2,740.3 |
2,740.3 |
2,727.1 |
2,736.5 |
| PP |
2,732.7 |
2,732.7 |
2,732.7 |
2,730.8 |
| S1 |
2,717.3 |
2,717.3 |
2,722.9 |
2,713.5 |
| S2 |
2,709.7 |
2,709.7 |
2,720.8 |
|
| S3 |
2,686.7 |
2,694.3 |
2,718.7 |
|
| S4 |
2,663.7 |
2,671.3 |
2,712.4 |
|
|
| 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 |
2,708.0 |
42.0 |
1.5% |
26.4 |
1.0% |
40% |
False |
False |
155 |
| 10 |
2,750.0 |
2,634.0 |
116.0 |
4.3% |
27.5 |
1.0% |
78% |
False |
False |
97 |
| 20 |
2,750.0 |
2,523.0 |
227.0 |
8.3% |
33.2 |
1.2% |
89% |
False |
False |
444 |
| 40 |
2,755.0 |
2,481.0 |
274.0 |
10.1% |
37.7 |
1.4% |
89% |
False |
False |
382 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.8% |
34.2 |
1.3% |
70% |
False |
False |
280 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
13.0% |
33.0 |
1.2% |
70% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,845.8 |
|
2.618 |
2,808.2 |
|
1.618 |
2,785.2 |
|
1.000 |
2,771.0 |
|
0.618 |
2,762.2 |
|
HIGH |
2,748.0 |
|
0.618 |
2,739.2 |
|
0.500 |
2,736.5 |
|
0.382 |
2,733.8 |
|
LOW |
2,725.0 |
|
0.618 |
2,710.8 |
|
1.000 |
2,702.0 |
|
1.618 |
2,687.8 |
|
2.618 |
2,664.8 |
|
4.250 |
2,627.3 |
|
|