| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,042.00 |
3,062.00 |
20.00 |
0.7% |
2,952.75 |
| High |
3,056.00 |
3,067.25 |
11.25 |
0.4% |
3,056.00 |
| Low |
3,042.00 |
3,062.00 |
20.00 |
0.7% |
2,952.75 |
| Close |
3,056.00 |
3,066.25 |
10.25 |
0.3% |
3,056.00 |
| Range |
14.00 |
5.25 |
-8.75 |
-62.5% |
103.25 |
| ATR |
28.28 |
27.06 |
-1.22 |
-4.3% |
0.00 |
| Volume |
6 |
15 |
9 |
150.0% |
122 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,081.00 |
3,078.75 |
3,069.25 |
|
| R3 |
3,075.75 |
3,073.50 |
3,067.75 |
|
| R2 |
3,070.50 |
3,070.50 |
3,067.25 |
|
| R1 |
3,068.25 |
3,068.25 |
3,066.75 |
3,069.50 |
| PP |
3,065.25 |
3,065.25 |
3,065.25 |
3,065.75 |
| S1 |
3,063.00 |
3,063.00 |
3,065.75 |
3,064.00 |
| S2 |
3,060.00 |
3,060.00 |
3,065.25 |
|
| S3 |
3,054.75 |
3,057.75 |
3,064.75 |
|
| S4 |
3,049.50 |
3,052.50 |
3,063.25 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,331.25 |
3,297.00 |
3,112.75 |
|
| R3 |
3,228.00 |
3,193.75 |
3,084.50 |
|
| R2 |
3,124.75 |
3,124.75 |
3,075.00 |
|
| R1 |
3,090.50 |
3,090.50 |
3,065.50 |
3,107.50 |
| PP |
3,021.50 |
3,021.50 |
3,021.50 |
3,030.25 |
| S1 |
2,987.25 |
2,987.25 |
3,046.50 |
3,004.50 |
| S2 |
2,918.25 |
2,918.25 |
3,037.00 |
|
| S3 |
2,815.00 |
2,884.00 |
3,027.50 |
|
| S4 |
2,711.75 |
2,780.75 |
2,999.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,067.25 |
2,968.25 |
99.00 |
3.2% |
11.50 |
0.4% |
99% |
True |
False |
21 |
| 10 |
3,067.25 |
2,887.00 |
180.25 |
5.9% |
18.75 |
0.6% |
99% |
True |
False |
17 |
| 20 |
3,067.25 |
2,813.00 |
254.25 |
8.3% |
17.50 |
0.6% |
100% |
True |
False |
11 |
| 40 |
3,067.25 |
2,813.00 |
254.25 |
8.3% |
14.00 |
0.5% |
100% |
True |
False |
6 |
| 60 |
3,067.25 |
2,755.50 |
311.75 |
10.2% |
11.25 |
0.4% |
100% |
True |
False |
4 |
| 80 |
3,067.25 |
2,726.75 |
340.50 |
11.1% |
8.50 |
0.3% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,089.50 |
|
2.618 |
3,081.00 |
|
1.618 |
3,075.75 |
|
1.000 |
3,072.50 |
|
0.618 |
3,070.50 |
|
HIGH |
3,067.25 |
|
0.618 |
3,065.25 |
|
0.500 |
3,064.50 |
|
0.382 |
3,064.00 |
|
LOW |
3,062.00 |
|
0.618 |
3,058.75 |
|
1.000 |
3,056.75 |
|
1.618 |
3,053.50 |
|
2.618 |
3,048.25 |
|
4.250 |
3,039.75 |
|
|