| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,489.0 |
6,585.0 |
96.0 |
1.5% |
6,548.0 |
| High |
6,588.0 |
6,608.0 |
20.0 |
0.3% |
6,584.0 |
| Low |
6,488.5 |
6,553.0 |
64.5 |
1.0% |
6,476.0 |
| Close |
6,537.5 |
6,599.5 |
62.0 |
0.9% |
6,481.0 |
| Range |
99.5 |
55.0 |
-44.5 |
-44.7% |
108.0 |
| ATR |
61.3 |
61.9 |
0.7 |
1.1% |
0.0 |
| Volume |
20 |
53 |
33 |
165.0% |
726 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,752.0 |
6,730.5 |
6,630.0 |
|
| R3 |
6,697.0 |
6,675.5 |
6,614.5 |
|
| R2 |
6,642.0 |
6,642.0 |
6,609.5 |
|
| R1 |
6,620.5 |
6,620.5 |
6,604.5 |
6,631.0 |
| PP |
6,587.0 |
6,587.0 |
6,587.0 |
6,592.0 |
| S1 |
6,565.5 |
6,565.5 |
6,594.5 |
6,576.0 |
| S2 |
6,532.0 |
6,532.0 |
6,589.5 |
|
| S3 |
6,477.0 |
6,510.5 |
6,584.5 |
|
| S4 |
6,422.0 |
6,455.5 |
6,569.0 |
|
|
| 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 |
6,608.0 |
6,488.5 |
119.5 |
1.8% |
49.5 |
0.7% |
93% |
True |
False |
24 |
| 10 |
6,608.0 |
6,476.0 |
132.0 |
2.0% |
47.5 |
0.7% |
94% |
True |
False |
84 |
| 20 |
6,608.0 |
6,318.0 |
290.0 |
4.4% |
47.5 |
0.7% |
97% |
True |
False |
94 |
| 40 |
6,608.0 |
5,951.5 |
656.5 |
9.9% |
47.5 |
0.7% |
99% |
True |
False |
82 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.4% |
32.5 |
0.5% |
86% |
False |
False |
61 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.4% |
24.5 |
0.4% |
86% |
False |
False |
52 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.4% |
20.0 |
0.3% |
86% |
False |
False |
42 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.4% |
16.5 |
0.2% |
86% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,842.0 |
|
2.618 |
6,752.0 |
|
1.618 |
6,697.0 |
|
1.000 |
6,663.0 |
|
0.618 |
6,642.0 |
|
HIGH |
6,608.0 |
|
0.618 |
6,587.0 |
|
0.500 |
6,580.5 |
|
0.382 |
6,574.0 |
|
LOW |
6,553.0 |
|
0.618 |
6,519.0 |
|
1.000 |
6,498.0 |
|
1.618 |
6,464.0 |
|
2.618 |
6,409.0 |
|
4.250 |
6,319.0 |
|
|