| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,540.5 |
6,548.0 |
7.5 |
0.1% |
6,548.0 |
| High |
6,540.5 |
6,555.0 |
14.5 |
0.2% |
6,584.0 |
| Low |
6,476.0 |
6,497.0 |
21.0 |
0.3% |
6,476.0 |
| Close |
6,512.5 |
6,481.0 |
-31.5 |
-0.5% |
6,481.0 |
| Range |
64.5 |
58.0 |
-6.5 |
-10.1% |
108.0 |
| ATR |
62.4 |
62.1 |
-0.3 |
-0.5% |
0.0 |
| Volume |
7 |
16 |
9 |
128.6% |
726 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,685.0 |
6,641.0 |
6,513.0 |
|
| R3 |
6,627.0 |
6,583.0 |
6,497.0 |
|
| R2 |
6,569.0 |
6,569.0 |
6,491.5 |
|
| R1 |
6,525.0 |
6,525.0 |
6,486.5 |
6,518.0 |
| PP |
6,511.0 |
6,511.0 |
6,511.0 |
6,507.5 |
| S1 |
6,467.0 |
6,467.0 |
6,475.5 |
6,460.0 |
| S2 |
6,453.0 |
6,453.0 |
6,470.5 |
|
| S3 |
6,395.0 |
6,409.0 |
6,465.0 |
|
| S4 |
6,337.0 |
6,351.0 |
6,449.0 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,837.5 |
6,767.5 |
6,540.5 |
|
| R3 |
6,729.5 |
6,659.5 |
6,510.5 |
|
| R2 |
6,621.5 |
6,621.5 |
6,501.0 |
|
| R1 |
6,551.5 |
6,551.5 |
6,491.0 |
6,532.5 |
| PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,504.0 |
| S1 |
6,443.5 |
6,443.5 |
6,471.0 |
6,424.5 |
| S2 |
6,405.5 |
6,405.5 |
6,461.0 |
|
| S3 |
6,297.5 |
6,335.5 |
6,451.5 |
|
| S4 |
6,189.5 |
6,227.5 |
6,421.5 |
|
|
| 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 |
6,476.0 |
108.0 |
1.7% |
51.0 |
0.8% |
5% |
False |
False |
145 |
| 10 |
6,584.0 |
6,457.5 |
126.5 |
2.0% |
48.5 |
0.7% |
19% |
False |
False |
158 |
| 20 |
6,584.0 |
6,126.0 |
458.0 |
7.1% |
52.0 |
0.8% |
78% |
False |
False |
107 |
| 40 |
6,584.0 |
5,951.5 |
632.5 |
9.8% |
43.5 |
0.7% |
84% |
False |
False |
85 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
29.5 |
0.5% |
70% |
False |
False |
63 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
22.5 |
0.3% |
70% |
False |
False |
50 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
18.0 |
0.3% |
70% |
False |
False |
41 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
15.0 |
0.2% |
70% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,801.5 |
|
2.618 |
6,707.0 |
|
1.618 |
6,649.0 |
|
1.000 |
6,613.0 |
|
0.618 |
6,591.0 |
|
HIGH |
6,555.0 |
|
0.618 |
6,533.0 |
|
0.500 |
6,526.0 |
|
0.382 |
6,519.0 |
|
LOW |
6,497.0 |
|
0.618 |
6,461.0 |
|
1.000 |
6,439.0 |
|
1.618 |
6,403.0 |
|
2.618 |
6,345.0 |
|
4.250 |
6,250.5 |
|
|