| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,610.0 |
6,533.0 |
-77.0 |
-1.2% |
6,527.0 |
| High |
6,610.0 |
6,552.5 |
-57.5 |
-0.9% |
6,615.0 |
| Low |
6,520.0 |
6,522.0 |
2.0 |
0.0% |
6,488.5 |
| Close |
6,547.5 |
6,527.5 |
-20.0 |
-0.3% |
6,579.0 |
| Range |
90.0 |
30.5 |
-59.5 |
-66.1% |
126.5 |
| ATR |
63.0 |
60.6 |
-2.3 |
-3.7% |
0.0 |
| Volume |
18 |
8 |
-10 |
-55.6% |
140 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,625.5 |
6,607.0 |
6,544.5 |
|
| R3 |
6,595.0 |
6,576.5 |
6,536.0 |
|
| R2 |
6,564.5 |
6,564.5 |
6,533.0 |
|
| R1 |
6,546.0 |
6,546.0 |
6,530.5 |
6,540.0 |
| PP |
6,534.0 |
6,534.0 |
6,534.0 |
6,531.0 |
| S1 |
6,515.5 |
6,515.5 |
6,524.5 |
6,509.5 |
| S2 |
6,503.5 |
6,503.5 |
6,522.0 |
|
| S3 |
6,473.0 |
6,485.0 |
6,519.0 |
|
| S4 |
6,442.5 |
6,454.5 |
6,510.5 |
|
|
| 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% |
64.5 |
1.0% |
31% |
False |
False |
26 |
| 10 |
6,615.0 |
6,476.0 |
139.0 |
2.1% |
53.5 |
0.8% |
37% |
False |
False |
86 |
| 20 |
6,615.0 |
6,410.0 |
205.0 |
3.1% |
48.5 |
0.7% |
57% |
False |
False |
90 |
| 40 |
6,615.0 |
5,951.5 |
663.5 |
10.2% |
50.0 |
0.8% |
87% |
False |
False |
81 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
35.5 |
0.5% |
76% |
False |
False |
62 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
27.0 |
0.4% |
76% |
False |
False |
52 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
21.5 |
0.3% |
76% |
False |
False |
42 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
18.0 |
0.3% |
76% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,682.0 |
|
2.618 |
6,632.5 |
|
1.618 |
6,602.0 |
|
1.000 |
6,583.0 |
|
0.618 |
6,571.5 |
|
HIGH |
6,552.5 |
|
0.618 |
6,541.0 |
|
0.500 |
6,537.0 |
|
0.382 |
6,533.5 |
|
LOW |
6,522.0 |
|
0.618 |
6,503.0 |
|
1.000 |
6,491.5 |
|
1.618 |
6,472.5 |
|
2.618 |
6,442.0 |
|
4.250 |
6,392.5 |
|
|