| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,738.0 |
2,762.0 |
24.0 |
0.9% |
2,709.0 |
| High |
2,760.0 |
2,812.0 |
52.0 |
1.9% |
2,750.0 |
| Low |
2,738.0 |
2,762.0 |
24.0 |
0.9% |
2,703.0 |
| Close |
2,743.0 |
2,789.0 |
46.0 |
1.7% |
2,731.0 |
| Range |
22.0 |
50.0 |
28.0 |
127.3% |
47.0 |
| ATR |
34.7 |
37.1 |
2.5 |
7.1% |
0.0 |
| Volume |
1,031 |
208 |
-823 |
-79.8% |
674 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.7 |
2,913.3 |
2,816.5 |
|
| R3 |
2,887.7 |
2,863.3 |
2,802.8 |
|
| R2 |
2,837.7 |
2,837.7 |
2,798.2 |
|
| R1 |
2,813.3 |
2,813.3 |
2,793.6 |
2,825.5 |
| PP |
2,787.7 |
2,787.7 |
2,787.7 |
2,793.8 |
| S1 |
2,763.3 |
2,763.3 |
2,784.4 |
2,775.5 |
| S2 |
2,737.7 |
2,737.7 |
2,779.8 |
|
| S3 |
2,687.7 |
2,713.3 |
2,775.3 |
|
| S4 |
2,637.7 |
2,663.3 |
2,761.5 |
|
|
| 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 |
2,812.0 |
2,724.0 |
88.0 |
3.2% |
28.0 |
1.0% |
74% |
True |
False |
360 |
| 10 |
2,812.0 |
2,686.0 |
126.0 |
4.5% |
26.1 |
0.9% |
82% |
True |
False |
211 |
| 20 |
2,812.0 |
2,580.0 |
232.0 |
8.3% |
29.7 |
1.1% |
90% |
True |
False |
465 |
| 40 |
2,812.0 |
2,481.0 |
331.0 |
11.9% |
36.7 |
1.3% |
93% |
True |
False |
381 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.5% |
34.7 |
1.2% |
88% |
False |
False |
296 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.7% |
33.2 |
1.2% |
88% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.5 |
|
2.618 |
2,942.9 |
|
1.618 |
2,892.9 |
|
1.000 |
2,862.0 |
|
0.618 |
2,842.9 |
|
HIGH |
2,812.0 |
|
0.618 |
2,792.9 |
|
0.500 |
2,787.0 |
|
0.382 |
2,781.1 |
|
LOW |
2,762.0 |
|
0.618 |
2,731.1 |
|
1.000 |
2,712.0 |
|
1.618 |
2,681.1 |
|
2.618 |
2,631.1 |
|
4.250 |
2,549.5 |
|
|