| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,743.0 |
2,738.0 |
-5.0 |
-0.2% |
2,709.0 |
| High |
2,752.0 |
2,760.0 |
8.0 |
0.3% |
2,750.0 |
| Low |
2,733.0 |
2,738.0 |
5.0 |
0.2% |
2,703.0 |
| Close |
2,748.0 |
2,743.0 |
-5.0 |
-0.2% |
2,731.0 |
| Range |
19.0 |
22.0 |
3.0 |
15.8% |
47.0 |
| ATR |
35.6 |
34.7 |
-1.0 |
-2.7% |
0.0 |
| Volume |
37 |
1,031 |
994 |
2,686.5% |
674 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.0 |
2,800.0 |
2,755.1 |
|
| R3 |
2,791.0 |
2,778.0 |
2,749.1 |
|
| R2 |
2,769.0 |
2,769.0 |
2,747.0 |
|
| R1 |
2,756.0 |
2,756.0 |
2,745.0 |
2,762.5 |
| PP |
2,747.0 |
2,747.0 |
2,747.0 |
2,750.3 |
| S1 |
2,734.0 |
2,734.0 |
2,741.0 |
2,740.5 |
| S2 |
2,725.0 |
2,725.0 |
2,739.0 |
|
| S3 |
2,703.0 |
2,712.0 |
2,737.0 |
|
| S4 |
2,681.0 |
2,690.0 |
2,730.9 |
|
|
| 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 |
2,760.0 |
2,708.0 |
52.0 |
1.9% |
25.0 |
0.9% |
67% |
True |
False |
340 |
| 10 |
2,760.0 |
2,658.0 |
102.0 |
3.7% |
26.0 |
0.9% |
83% |
True |
False |
196 |
| 20 |
2,760.0 |
2,565.0 |
195.0 |
7.1% |
30.5 |
1.1% |
91% |
True |
False |
466 |
| 40 |
2,760.0 |
2,481.0 |
279.0 |
10.2% |
37.0 |
1.3% |
94% |
True |
False |
376 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.7% |
34.2 |
1.2% |
75% |
False |
False |
297 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.9% |
33.1 |
1.2% |
75% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,853.5 |
|
2.618 |
2,817.6 |
|
1.618 |
2,795.6 |
|
1.000 |
2,782.0 |
|
0.618 |
2,773.6 |
|
HIGH |
2,760.0 |
|
0.618 |
2,751.6 |
|
0.500 |
2,749.0 |
|
0.382 |
2,746.4 |
|
LOW |
2,738.0 |
|
0.618 |
2,724.4 |
|
1.000 |
2,716.0 |
|
1.618 |
2,702.4 |
|
2.618 |
2,680.4 |
|
4.250 |
2,644.5 |
|
|