| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,807.0 |
2,784.0 |
-23.0 |
-0.8% |
2,737.0 |
| High |
2,809.0 |
2,808.0 |
-1.0 |
0.0% |
2,812.0 |
| Low |
2,790.0 |
2,769.0 |
-21.0 |
-0.8% |
2,725.0 |
| Close |
2,797.0 |
2,777.0 |
-20.0 |
-0.7% |
2,797.0 |
| Range |
19.0 |
39.0 |
20.0 |
105.3% |
87.0 |
| ATR |
34.9 |
35.2 |
0.3 |
0.8% |
0.0 |
| Volume |
44 |
416 |
372 |
845.5% |
1,716 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.7 |
2,878.3 |
2,798.5 |
|
| R3 |
2,862.7 |
2,839.3 |
2,787.7 |
|
| R2 |
2,823.7 |
2,823.7 |
2,784.2 |
|
| R1 |
2,800.3 |
2,800.3 |
2,780.6 |
2,792.5 |
| PP |
2,784.7 |
2,784.7 |
2,784.7 |
2,780.8 |
| S1 |
2,761.3 |
2,761.3 |
2,773.4 |
2,753.5 |
| S2 |
2,745.7 |
2,745.7 |
2,769.9 |
|
| S3 |
2,706.7 |
2,722.3 |
2,766.3 |
|
| S4 |
2,667.7 |
2,683.3 |
2,755.6 |
|
|
| 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 |
2,738.0 |
74.0 |
2.7% |
30.6 |
1.1% |
53% |
False |
False |
403 |
| 10 |
2,812.0 |
2,708.0 |
104.0 |
3.7% |
28.6 |
1.0% |
66% |
False |
False |
277 |
| 20 |
2,812.0 |
2,626.0 |
186.0 |
6.7% |
27.5 |
1.0% |
81% |
False |
False |
477 |
| 40 |
2,812.0 |
2,481.0 |
331.0 |
11.9% |
35.9 |
1.3% |
89% |
False |
False |
386 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.6% |
35.1 |
1.3% |
85% |
False |
False |
308 |
| 80 |
2,830.0 |
2,477.0 |
353.0 |
12.7% |
33.5 |
1.2% |
85% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.8 |
|
2.618 |
2,910.1 |
|
1.618 |
2,871.1 |
|
1.000 |
2,847.0 |
|
0.618 |
2,832.1 |
|
HIGH |
2,808.0 |
|
0.618 |
2,793.1 |
|
0.500 |
2,788.5 |
|
0.382 |
2,783.9 |
|
LOW |
2,769.0 |
|
0.618 |
2,744.9 |
|
1.000 |
2,730.0 |
|
1.618 |
2,705.9 |
|
2.618 |
2,666.9 |
|
4.250 |
2,603.3 |
|
|