| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,811.0 |
2,807.0 |
-4.0 |
-0.1% |
2,737.0 |
| High |
2,811.0 |
2,809.0 |
-2.0 |
-0.1% |
2,812.0 |
| Low |
2,788.0 |
2,790.0 |
2.0 |
0.1% |
2,725.0 |
| Close |
2,797.0 |
2,797.0 |
0.0 |
0.0% |
2,797.0 |
| Range |
23.0 |
19.0 |
-4.0 |
-17.4% |
87.0 |
| ATR |
36.1 |
34.9 |
-1.2 |
-3.4% |
0.0 |
| Volume |
317 |
44 |
-273 |
-86.1% |
1,716 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.7 |
2,845.3 |
2,807.5 |
|
| R3 |
2,836.7 |
2,826.3 |
2,802.2 |
|
| R2 |
2,817.7 |
2,817.7 |
2,800.5 |
|
| R1 |
2,807.3 |
2,807.3 |
2,798.7 |
2,803.0 |
| PP |
2,798.7 |
2,798.7 |
2,798.7 |
2,796.5 |
| S1 |
2,788.3 |
2,788.3 |
2,795.3 |
2,784.0 |
| S2 |
2,779.7 |
2,779.7 |
2,793.5 |
|
| S3 |
2,760.7 |
2,769.3 |
2,791.8 |
|
| S4 |
2,741.7 |
2,750.3 |
2,786.6 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.0 |
3,005.0 |
2,844.9 |
|
| R3 |
2,952.0 |
2,918.0 |
2,820.9 |
|
| R2 |
2,865.0 |
2,865.0 |
2,813.0 |
|
| R1 |
2,831.0 |
2,831.0 |
2,805.0 |
2,848.0 |
| PP |
2,778.0 |
2,778.0 |
2,778.0 |
2,786.5 |
| S1 |
2,744.0 |
2,744.0 |
2,789.0 |
2,761.0 |
| S2 |
2,691.0 |
2,691.0 |
2,781.1 |
|
| S3 |
2,604.0 |
2,657.0 |
2,773.1 |
|
| S4 |
2,517.0 |
2,570.0 |
2,749.2 |
|
|
| 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 |
2,733.0 |
79.0 |
2.8% |
26.6 |
1.0% |
81% |
False |
False |
327 |
| 10 |
2,812.0 |
2,708.0 |
104.0 |
3.7% |
26.5 |
0.9% |
86% |
False |
False |
241 |
| 20 |
2,812.0 |
2,626.0 |
186.0 |
6.6% |
26.3 |
0.9% |
92% |
False |
False |
466 |
| 40 |
2,812.0 |
2,481.0 |
331.0 |
11.8% |
35.8 |
1.3% |
95% |
False |
False |
376 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.5% |
35.0 |
1.3% |
91% |
False |
False |
302 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.6% |
33.3 |
1.2% |
91% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.8 |
|
2.618 |
2,858.7 |
|
1.618 |
2,839.7 |
|
1.000 |
2,828.0 |
|
0.618 |
2,820.7 |
|
HIGH |
2,809.0 |
|
0.618 |
2,801.7 |
|
0.500 |
2,799.5 |
|
0.382 |
2,797.3 |
|
LOW |
2,790.0 |
|
0.618 |
2,778.3 |
|
1.000 |
2,771.0 |
|
1.618 |
2,759.3 |
|
2.618 |
2,740.3 |
|
4.250 |
2,709.3 |
|
|