| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,062.00 |
3,068.25 |
6.25 |
0.2% |
2,952.75 |
| High |
3,067.25 |
3,068.25 |
1.00 |
0.0% |
3,056.00 |
| Low |
3,062.00 |
3,061.50 |
-0.50 |
0.0% |
2,952.75 |
| Close |
3,066.25 |
3,063.75 |
-2.50 |
-0.1% |
3,056.00 |
| Range |
5.25 |
6.75 |
1.50 |
28.6% |
103.25 |
| ATR |
27.06 |
25.61 |
-1.45 |
-5.4% |
0.00 |
| Volume |
15 |
122 |
107 |
713.3% |
122 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.75 |
3,081.00 |
3,067.50 |
|
| R3 |
3,078.00 |
3,074.25 |
3,065.50 |
|
| R2 |
3,071.25 |
3,071.25 |
3,065.00 |
|
| R1 |
3,067.50 |
3,067.50 |
3,064.25 |
3,066.00 |
| PP |
3,064.50 |
3,064.50 |
3,064.50 |
3,063.75 |
| S1 |
3,060.75 |
3,060.75 |
3,063.25 |
3,059.25 |
| S2 |
3,057.75 |
3,057.75 |
3,062.50 |
|
| S3 |
3,051.00 |
3,054.00 |
3,062.00 |
|
| S4 |
3,044.25 |
3,047.25 |
3,060.00 |
|
|
| 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 |
3,068.25 |
2,990.25 |
78.00 |
2.5% |
13.00 |
0.4% |
94% |
True |
False |
40 |
| 10 |
3,068.25 |
2,899.25 |
169.00 |
5.5% |
15.00 |
0.5% |
97% |
True |
False |
27 |
| 20 |
3,068.25 |
2,813.00 |
255.25 |
8.3% |
17.00 |
0.6% |
98% |
True |
False |
17 |
| 40 |
3,068.25 |
2,813.00 |
255.25 |
8.3% |
14.25 |
0.5% |
98% |
True |
False |
9 |
| 60 |
3,068.25 |
2,784.50 |
283.75 |
9.3% |
11.50 |
0.4% |
98% |
True |
False |
6 |
| 80 |
3,068.25 |
2,726.75 |
341.50 |
11.1% |
8.50 |
0.3% |
99% |
True |
False |
5 |
| 100 |
3,068.25 |
2,684.25 |
384.00 |
12.5% |
7.25 |
0.2% |
99% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,097.00 |
|
2.618 |
3,086.00 |
|
1.618 |
3,079.25 |
|
1.000 |
3,075.00 |
|
0.618 |
3,072.50 |
|
HIGH |
3,068.25 |
|
0.618 |
3,065.75 |
|
0.500 |
3,065.00 |
|
0.382 |
3,064.00 |
|
LOW |
3,061.50 |
|
0.618 |
3,057.25 |
|
1.000 |
3,054.75 |
|
1.618 |
3,050.50 |
|
2.618 |
3,043.75 |
|
4.250 |
3,032.75 |
|
|