| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,737.0 |
2,743.0 |
6.0 |
0.2% |
2,709.0 |
| High |
2,748.0 |
2,752.0 |
4.0 |
0.1% |
2,750.0 |
| Low |
2,725.0 |
2,733.0 |
8.0 |
0.3% |
2,703.0 |
| Close |
2,725.0 |
2,748.0 |
23.0 |
0.8% |
2,731.0 |
| Range |
23.0 |
19.0 |
-4.0 |
-17.4% |
47.0 |
| ATR |
36.3 |
35.6 |
-0.7 |
-1.8% |
0.0 |
| Volume |
123 |
37 |
-86 |
-69.9% |
674 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.3 |
2,793.7 |
2,758.5 |
|
| R3 |
2,782.3 |
2,774.7 |
2,753.2 |
|
| R2 |
2,763.3 |
2,763.3 |
2,751.5 |
|
| R1 |
2,755.7 |
2,755.7 |
2,749.7 |
2,759.5 |
| PP |
2,744.3 |
2,744.3 |
2,744.3 |
2,746.3 |
| S1 |
2,736.7 |
2,736.7 |
2,746.3 |
2,740.5 |
| S2 |
2,725.3 |
2,725.3 |
2,744.5 |
|
| S3 |
2,706.3 |
2,717.7 |
2,742.8 |
|
| S4 |
2,687.3 |
2,698.7 |
2,737.6 |
|
|
| 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 |
2,752.0 |
2,708.0 |
44.0 |
1.6% |
26.6 |
1.0% |
91% |
True |
False |
152 |
| 10 |
2,752.0 |
2,634.0 |
118.0 |
4.3% |
27.9 |
1.0% |
97% |
True |
False |
98 |
| 20 |
2,752.0 |
2,523.0 |
229.0 |
8.3% |
31.5 |
1.1% |
98% |
True |
False |
429 |
| 40 |
2,752.0 |
2,481.0 |
271.0 |
9.9% |
37.5 |
1.4% |
99% |
True |
False |
351 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.7% |
34.1 |
1.2% |
77% |
False |
False |
280 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.8% |
33.1 |
1.2% |
77% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,832.8 |
|
2.618 |
2,801.7 |
|
1.618 |
2,782.7 |
|
1.000 |
2,771.0 |
|
0.618 |
2,763.7 |
|
HIGH |
2,752.0 |
|
0.618 |
2,744.7 |
|
0.500 |
2,742.5 |
|
0.382 |
2,740.3 |
|
LOW |
2,733.0 |
|
0.618 |
2,721.3 |
|
1.000 |
2,714.0 |
|
1.618 |
2,702.3 |
|
2.618 |
2,683.3 |
|
4.250 |
2,652.3 |
|
|