| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,585.0 |
6,615.0 |
30.0 |
0.5% |
6,527.0 |
| High |
6,608.0 |
6,615.0 |
7.0 |
0.1% |
6,615.0 |
| Low |
6,553.0 |
6,568.0 |
15.0 |
0.2% |
6,488.5 |
| Close |
6,599.5 |
6,579.0 |
-20.5 |
-0.3% |
6,579.0 |
| Range |
55.0 |
47.0 |
-8.0 |
-14.5% |
126.5 |
| ATR |
61.9 |
60.9 |
-1.1 |
-1.7% |
0.0 |
| Volume |
53 |
34 |
-19 |
-35.8% |
140 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,728.5 |
6,700.5 |
6,605.0 |
|
| R3 |
6,681.5 |
6,653.5 |
6,592.0 |
|
| R2 |
6,634.5 |
6,634.5 |
6,587.5 |
|
| R1 |
6,606.5 |
6,606.5 |
6,583.5 |
6,597.0 |
| PP |
6,587.5 |
6,587.5 |
6,587.5 |
6,582.5 |
| S1 |
6,559.5 |
6,559.5 |
6,574.5 |
6,550.0 |
| S2 |
6,540.5 |
6,540.5 |
6,570.5 |
|
| S3 |
6,493.5 |
6,512.5 |
6,566.0 |
|
| S4 |
6,446.5 |
6,465.5 |
6,553.0 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,940.5 |
6,886.0 |
6,648.5 |
|
| R3 |
6,814.0 |
6,759.5 |
6,614.0 |
|
| R2 |
6,687.5 |
6,687.5 |
6,602.0 |
|
| R1 |
6,633.0 |
6,633.0 |
6,590.5 |
6,660.0 |
| PP |
6,561.0 |
6,561.0 |
6,561.0 |
6,574.5 |
| S1 |
6,506.5 |
6,506.5 |
6,567.5 |
6,534.0 |
| S2 |
6,434.5 |
6,434.5 |
6,556.0 |
|
| S3 |
6,308.0 |
6,380.0 |
6,544.0 |
|
| S4 |
6,181.5 |
6,253.5 |
6,509.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,615.0 |
6,488.5 |
126.5 |
1.9% |
47.0 |
0.7% |
72% |
True |
False |
28 |
| 10 |
6,615.0 |
6,476.0 |
139.0 |
2.1% |
49.0 |
0.7% |
74% |
True |
False |
86 |
| 20 |
6,615.0 |
6,369.5 |
245.5 |
3.7% |
45.5 |
0.7% |
85% |
True |
False |
94 |
| 40 |
6,615.0 |
5,951.5 |
663.5 |
10.1% |
49.0 |
0.7% |
95% |
True |
False |
81 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
33.5 |
0.5% |
83% |
False |
False |
62 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
25.5 |
0.4% |
83% |
False |
False |
52 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
20.0 |
0.3% |
83% |
False |
False |
42 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
17.0 |
0.3% |
83% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,815.0 |
|
2.618 |
6,738.0 |
|
1.618 |
6,691.0 |
|
1.000 |
6,662.0 |
|
0.618 |
6,644.0 |
|
HIGH |
6,615.0 |
|
0.618 |
6,597.0 |
|
0.500 |
6,591.5 |
|
0.382 |
6,586.0 |
|
LOW |
6,568.0 |
|
0.618 |
6,539.0 |
|
1.000 |
6,521.0 |
|
1.618 |
6,492.0 |
|
2.618 |
6,445.0 |
|
4.250 |
6,368.0 |
|
|