| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,521.5 |
6,464.0 |
-57.5 |
-0.9% |
6,527.0 |
| High |
6,564.0 |
6,492.0 |
-72.0 |
-1.1% |
6,615.0 |
| Low |
6,444.0 |
6,456.5 |
12.5 |
0.2% |
6,488.5 |
| Close |
6,459.0 |
6,459.0 |
0.0 |
0.0% |
6,579.0 |
| Range |
120.0 |
35.5 |
-84.5 |
-70.4% |
126.5 |
| ATR |
64.9 |
62.8 |
-2.1 |
-3.2% |
0.0 |
| Volume |
23 |
48 |
25 |
108.7% |
140 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,575.5 |
6,553.0 |
6,478.5 |
|
| R3 |
6,540.0 |
6,517.5 |
6,469.0 |
|
| R2 |
6,504.5 |
6,504.5 |
6,465.5 |
|
| R1 |
6,482.0 |
6,482.0 |
6,462.5 |
6,475.5 |
| PP |
6,469.0 |
6,469.0 |
6,469.0 |
6,466.0 |
| S1 |
6,446.5 |
6,446.5 |
6,455.5 |
6,440.0 |
| S2 |
6,433.5 |
6,433.5 |
6,452.5 |
|
| S3 |
6,398.0 |
6,411.0 |
6,449.0 |
|
| S4 |
6,362.5 |
6,375.5 |
6,439.5 |
|
|
| 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 |
6,444.0 |
171.0 |
2.6% |
64.5 |
1.0% |
9% |
False |
False |
26 |
| 10 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
57.0 |
0.9% |
9% |
False |
False |
25 |
| 20 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
51.5 |
0.8% |
9% |
False |
False |
92 |
| 40 |
6,615.0 |
5,951.5 |
663.5 |
10.3% |
53.5 |
0.8% |
76% |
False |
False |
82 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
38.0 |
0.6% |
67% |
False |
False |
63 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
28.5 |
0.4% |
67% |
False |
False |
53 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
23.0 |
0.4% |
67% |
False |
False |
43 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
19.0 |
0.3% |
67% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,643.0 |
|
2.618 |
6,585.0 |
|
1.618 |
6,549.5 |
|
1.000 |
6,527.5 |
|
0.618 |
6,514.0 |
|
HIGH |
6,492.0 |
|
0.618 |
6,478.5 |
|
0.500 |
6,474.0 |
|
0.382 |
6,470.0 |
|
LOW |
6,456.5 |
|
0.618 |
6,434.5 |
|
1.000 |
6,421.0 |
|
1.618 |
6,399.0 |
|
2.618 |
6,363.5 |
|
4.250 |
6,305.5 |
|
|