| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,078.00 |
3,057.00 |
-21.00 |
-0.7% |
2,952.75 |
| High |
3,078.00 |
3,057.00 |
-21.00 |
-0.7% |
3,056.00 |
| Low |
3,059.75 |
3,036.00 |
-23.75 |
-0.8% |
2,952.75 |
| Close |
3,072.25 |
3,040.50 |
-31.75 |
-1.0% |
3,056.00 |
| Range |
18.25 |
21.00 |
2.75 |
15.1% |
103.25 |
| ATR |
25.08 |
25.88 |
0.80 |
3.2% |
0.00 |
| Volume |
7 |
7 |
0 |
0.0% |
122 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.50 |
3,095.00 |
3,052.00 |
|
| R3 |
3,086.50 |
3,074.00 |
3,046.25 |
|
| R2 |
3,065.50 |
3,065.50 |
3,044.25 |
|
| R1 |
3,053.00 |
3,053.00 |
3,042.50 |
3,048.75 |
| PP |
3,044.50 |
3,044.50 |
3,044.50 |
3,042.50 |
| S1 |
3,032.00 |
3,032.00 |
3,038.50 |
3,027.75 |
| S2 |
3,023.50 |
3,023.50 |
3,036.75 |
|
| S3 |
3,002.50 |
3,011.00 |
3,034.75 |
|
| S4 |
2,981.50 |
2,990.00 |
3,029.00 |
|
|
| 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 |
3,078.00 |
3,036.00 |
42.00 |
1.4% |
13.00 |
0.4% |
11% |
False |
True |
31 |
| 10 |
3,078.00 |
2,929.50 |
148.50 |
4.9% |
13.50 |
0.4% |
75% |
False |
False |
27 |
| 20 |
3,078.00 |
2,813.00 |
265.00 |
8.7% |
19.00 |
0.6% |
86% |
False |
False |
18 |
| 40 |
3,078.00 |
2,813.00 |
265.00 |
8.7% |
15.25 |
0.5% |
86% |
False |
False |
9 |
| 60 |
3,078.00 |
2,811.25 |
266.75 |
8.8% |
12.00 |
0.4% |
86% |
False |
False |
7 |
| 80 |
3,078.00 |
2,726.75 |
351.25 |
11.6% |
9.00 |
0.3% |
89% |
False |
False |
5 |
| 100 |
3,078.00 |
2,689.50 |
388.50 |
12.8% |
7.50 |
0.2% |
90% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,146.25 |
|
2.618 |
3,112.00 |
|
1.618 |
3,091.00 |
|
1.000 |
3,078.00 |
|
0.618 |
3,070.00 |
|
HIGH |
3,057.00 |
|
0.618 |
3,049.00 |
|
0.500 |
3,046.50 |
|
0.382 |
3,044.00 |
|
LOW |
3,036.00 |
|
0.618 |
3,023.00 |
|
1.000 |
3,015.00 |
|
1.618 |
3,002.00 |
|
2.618 |
2,981.00 |
|
4.250 |
2,946.75 |
|
|