| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,548.0 |
6,578.0 |
30.0 |
0.5% |
6,518.0 |
| High |
6,568.0 |
6,578.0 |
10.0 |
0.2% |
6,580.0 |
| Low |
6,536.0 |
6,531.5 |
-4.5 |
-0.1% |
6,457.5 |
| Close |
6,550.5 |
6,538.5 |
-12.0 |
-0.2% |
6,560.0 |
| Range |
32.0 |
46.5 |
14.5 |
45.3% |
122.5 |
| ATR |
63.4 |
62.2 |
-1.2 |
-1.9% |
0.0 |
| Volume |
16 |
11 |
-5 |
-31.3% |
857 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,689.0 |
6,660.0 |
6,564.0 |
|
| R3 |
6,642.5 |
6,613.5 |
6,551.5 |
|
| R2 |
6,596.0 |
6,596.0 |
6,547.0 |
|
| R1 |
6,567.0 |
6,567.0 |
6,543.0 |
6,558.0 |
| PP |
6,549.5 |
6,549.5 |
6,549.5 |
6,545.0 |
| S1 |
6,520.5 |
6,520.5 |
6,534.0 |
6,512.0 |
| S2 |
6,503.0 |
6,503.0 |
6,530.0 |
|
| S3 |
6,456.5 |
6,474.0 |
6,525.5 |
|
| S4 |
6,410.0 |
6,427.5 |
6,513.0 |
|
|
| 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% |
48.5 |
0.7% |
66% |
False |
False |
158 |
| 10 |
6,580.0 |
6,410.0 |
170.0 |
2.6% |
44.0 |
0.7% |
76% |
False |
False |
94 |
| 20 |
6,580.0 |
6,085.0 |
495.0 |
7.6% |
51.0 |
0.8% |
92% |
False |
False |
79 |
| 40 |
6,580.0 |
5,951.5 |
628.5 |
9.6% |
39.5 |
0.6% |
93% |
False |
False |
68 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
26.5 |
0.4% |
78% |
False |
False |
53 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
20.0 |
0.3% |
78% |
False |
False |
42 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
16.0 |
0.2% |
78% |
False |
False |
34 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
13.5 |
0.2% |
78% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,775.5 |
|
2.618 |
6,699.5 |
|
1.618 |
6,653.0 |
|
1.000 |
6,624.5 |
|
0.618 |
6,606.5 |
|
HIGH |
6,578.0 |
|
0.618 |
6,560.0 |
|
0.500 |
6,555.0 |
|
0.382 |
6,549.5 |
|
LOW |
6,531.5 |
|
0.618 |
6,503.0 |
|
1.000 |
6,485.0 |
|
1.618 |
6,456.5 |
|
2.618 |
6,410.0 |
|
4.250 |
6,334.0 |
|
|