| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,578.0 |
6,558.0 |
-20.0 |
-0.3% |
6,518.0 |
| High |
6,578.0 |
6,584.0 |
6.0 |
0.1% |
6,580.0 |
| Low |
6,531.5 |
6,529.0 |
-2.5 |
0.0% |
6,457.5 |
| Close |
6,538.5 |
6,547.0 |
8.5 |
0.1% |
6,560.0 |
| Range |
46.5 |
55.0 |
8.5 |
18.3% |
122.5 |
| ATR |
62.2 |
61.7 |
-0.5 |
-0.8% |
0.0 |
| Volume |
11 |
676 |
665 |
6,045.5% |
857 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,718.5 |
6,687.5 |
6,577.0 |
|
| R3 |
6,663.5 |
6,632.5 |
6,562.0 |
|
| R2 |
6,608.5 |
6,608.5 |
6,557.0 |
|
| R1 |
6,577.5 |
6,577.5 |
6,552.0 |
6,565.5 |
| PP |
6,553.5 |
6,553.5 |
6,553.5 |
6,547.0 |
| S1 |
6,522.5 |
6,522.5 |
6,542.0 |
6,510.5 |
| S2 |
6,498.5 |
6,498.5 |
6,537.0 |
|
| S3 |
6,443.5 |
6,467.5 |
6,532.0 |
|
| S4 |
6,388.5 |
6,412.5 |
6,517.0 |
|
|
| 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 |
6,584.0 |
6,507.0 |
77.0 |
1.2% |
47.5 |
0.7% |
52% |
True |
False |
290 |
| 10 |
6,584.0 |
6,454.5 |
129.5 |
2.0% |
45.0 |
0.7% |
71% |
True |
False |
161 |
| 20 |
6,584.0 |
6,095.0 |
489.0 |
7.5% |
53.0 |
0.8% |
92% |
True |
False |
113 |
| 40 |
6,584.0 |
5,951.5 |
632.5 |
9.7% |
40.5 |
0.6% |
94% |
True |
False |
85 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
27.5 |
0.4% |
79% |
False |
False |
64 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
21.0 |
0.3% |
79% |
False |
False |
50 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
16.5 |
0.3% |
79% |
False |
False |
40 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
14.0 |
0.2% |
79% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,818.0 |
|
2.618 |
6,728.0 |
|
1.618 |
6,673.0 |
|
1.000 |
6,639.0 |
|
0.618 |
6,618.0 |
|
HIGH |
6,584.0 |
|
0.618 |
6,563.0 |
|
0.500 |
6,556.5 |
|
0.382 |
6,550.0 |
|
LOW |
6,529.0 |
|
0.618 |
6,495.0 |
|
1.000 |
6,474.0 |
|
1.618 |
6,440.0 |
|
2.618 |
6,385.0 |
|
4.250 |
6,295.0 |
|
|