| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,534.0 |
6,548.0 |
14.0 |
0.2% |
6,518.0 |
| High |
6,560.0 |
6,568.0 |
8.0 |
0.1% |
6,580.0 |
| Low |
6,530.0 |
6,536.0 |
6.0 |
0.1% |
6,457.5 |
| Close |
6,560.0 |
6,550.5 |
-9.5 |
-0.1% |
6,560.0 |
| Range |
30.0 |
32.0 |
2.0 |
6.7% |
122.5 |
| ATR |
65.9 |
63.4 |
-2.4 |
-3.7% |
0.0 |
| Volume |
8 |
16 |
8 |
100.0% |
857 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,647.5 |
6,631.0 |
6,568.0 |
|
| R3 |
6,615.5 |
6,599.0 |
6,559.5 |
|
| R2 |
6,583.5 |
6,583.5 |
6,556.5 |
|
| R1 |
6,567.0 |
6,567.0 |
6,553.5 |
6,575.0 |
| PP |
6,551.5 |
6,551.5 |
6,551.5 |
6,555.5 |
| S1 |
6,535.0 |
6,535.0 |
6,547.5 |
6,543.0 |
| S2 |
6,519.5 |
6,519.5 |
6,544.5 |
|
| S3 |
6,487.5 |
6,503.0 |
6,541.5 |
|
| S4 |
6,455.5 |
6,471.0 |
6,533.0 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,900.0 |
6,852.5 |
6,627.5 |
|
| R3 |
6,777.5 |
6,730.0 |
6,593.5 |
|
| R2 |
6,655.0 |
6,655.0 |
6,582.5 |
|
| R1 |
6,607.5 |
6,607.5 |
6,571.0 |
6,631.0 |
| PP |
6,532.5 |
6,532.5 |
6,532.5 |
6,544.5 |
| S1 |
6,485.0 |
6,485.0 |
6,549.0 |
6,509.0 |
| S2 |
6,410.0 |
6,410.0 |
6,537.5 |
|
| S3 |
6,287.5 |
6,362.5 |
6,526.5 |
|
| S4 |
6,165.0 |
6,240.0 |
6,492.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,580.0 |
6,457.5 |
122.5 |
1.9% |
46.5 |
0.7% |
76% |
False |
False |
166 |
| 10 |
6,580.0 |
6,409.0 |
171.0 |
2.6% |
43.5 |
0.7% |
83% |
False |
False |
98 |
| 20 |
6,580.0 |
5,977.5 |
602.5 |
9.2% |
50.0 |
0.8% |
95% |
False |
False |
85 |
| 40 |
6,687.0 |
5,951.5 |
735.5 |
11.2% |
38.0 |
0.6% |
81% |
False |
False |
68 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
26.0 |
0.4% |
79% |
False |
False |
54 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
19.5 |
0.3% |
79% |
False |
False |
42 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
15.5 |
0.2% |
79% |
False |
False |
33 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
13.0 |
0.2% |
79% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,704.0 |
|
2.618 |
6,652.0 |
|
1.618 |
6,620.0 |
|
1.000 |
6,600.0 |
|
0.618 |
6,588.0 |
|
HIGH |
6,568.0 |
|
0.618 |
6,556.0 |
|
0.500 |
6,552.0 |
|
0.382 |
6,548.0 |
|
LOW |
6,536.0 |
|
0.618 |
6,516.0 |
|
1.000 |
6,504.0 |
|
1.618 |
6,484.0 |
|
2.618 |
6,452.0 |
|
4.250 |
6,400.0 |
|
|