| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,533.0 |
6,521.5 |
-11.5 |
-0.2% |
6,527.0 |
| High |
6,552.5 |
6,564.0 |
11.5 |
0.2% |
6,615.0 |
| Low |
6,522.0 |
6,444.0 |
-78.0 |
-1.2% |
6,488.5 |
| Close |
6,527.5 |
6,459.0 |
-68.5 |
-1.0% |
6,579.0 |
| Range |
30.5 |
120.0 |
89.5 |
293.4% |
126.5 |
| ATR |
60.6 |
64.9 |
4.2 |
7.0% |
0.0 |
| Volume |
8 |
23 |
15 |
187.5% |
140 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,849.0 |
6,774.0 |
6,525.0 |
|
| R3 |
6,729.0 |
6,654.0 |
6,492.0 |
|
| R2 |
6,609.0 |
6,609.0 |
6,481.0 |
|
| R1 |
6,534.0 |
6,534.0 |
6,470.0 |
6,511.5 |
| PP |
6,489.0 |
6,489.0 |
6,489.0 |
6,478.0 |
| S1 |
6,414.0 |
6,414.0 |
6,448.0 |
6,391.5 |
| S2 |
6,369.0 |
6,369.0 |
6,437.0 |
|
| S3 |
6,249.0 |
6,294.0 |
6,426.0 |
|
| S4 |
6,129.0 |
6,174.0 |
6,393.0 |
|
|
| 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 |
6,444.0 |
171.0 |
2.6% |
68.5 |
1.1% |
9% |
False |
True |
27 |
| 10 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
60.0 |
0.9% |
9% |
False |
True |
21 |
| 20 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
52.5 |
0.8% |
9% |
False |
True |
91 |
| 40 |
6,615.0 |
5,951.5 |
663.5 |
10.3% |
52.5 |
0.8% |
76% |
False |
False |
81 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
37.5 |
0.6% |
67% |
False |
False |
62 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
28.5 |
0.4% |
67% |
False |
False |
52 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
22.5 |
0.4% |
67% |
False |
False |
42 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
19.0 |
0.3% |
67% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,074.0 |
|
2.618 |
6,878.0 |
|
1.618 |
6,758.0 |
|
1.000 |
6,684.0 |
|
0.618 |
6,638.0 |
|
HIGH |
6,564.0 |
|
0.618 |
6,518.0 |
|
0.500 |
6,504.0 |
|
0.382 |
6,490.0 |
|
LOW |
6,444.0 |
|
0.618 |
6,370.0 |
|
1.000 |
6,324.0 |
|
1.618 |
6,250.0 |
|
2.618 |
6,130.0 |
|
4.250 |
5,934.0 |
|
|