| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,042.75 |
3,038.50 |
-4.25 |
-0.1% |
3,040.75 |
| High |
3,046.50 |
3,065.00 |
18.50 |
0.6% |
3,065.00 |
| Low |
3,025.75 |
3,038.50 |
12.75 |
0.4% |
3,016.75 |
| Close |
3,043.25 |
3,063.75 |
20.50 |
0.7% |
3,063.75 |
| Range |
20.75 |
26.50 |
5.75 |
27.7% |
48.25 |
| ATR |
24.43 |
24.57 |
0.15 |
0.6% |
0.00 |
| Volume |
134 |
64 |
-70 |
-52.2% |
369 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,135.25 |
3,126.00 |
3,078.25 |
|
| R3 |
3,108.75 |
3,099.50 |
3,071.00 |
|
| R2 |
3,082.25 |
3,082.25 |
3,068.50 |
|
| R1 |
3,073.00 |
3,073.00 |
3,066.25 |
3,077.50 |
| PP |
3,055.75 |
3,055.75 |
3,055.75 |
3,058.00 |
| S1 |
3,046.50 |
3,046.50 |
3,061.25 |
3,051.00 |
| S2 |
3,029.25 |
3,029.25 |
3,059.00 |
|
| S3 |
3,002.75 |
3,020.00 |
3,056.50 |
|
| S4 |
2,976.25 |
2,993.50 |
3,049.25 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.25 |
3,176.75 |
3,090.25 |
|
| R3 |
3,145.00 |
3,128.50 |
3,077.00 |
|
| R2 |
3,096.75 |
3,096.75 |
3,072.50 |
|
| R1 |
3,080.25 |
3,080.25 |
3,068.25 |
3,088.50 |
| PP |
3,048.50 |
3,048.50 |
3,048.50 |
3,052.50 |
| S1 |
3,032.00 |
3,032.00 |
3,059.25 |
3,040.25 |
| S2 |
3,000.25 |
3,000.25 |
3,055.00 |
|
| S3 |
2,952.00 |
2,983.75 |
3,050.50 |
|
| S4 |
2,903.75 |
2,935.50 |
3,037.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,065.00 |
3,016.75 |
48.25 |
1.6% |
19.25 |
0.6% |
97% |
True |
False |
73 |
| 10 |
3,078.00 |
3,016.75 |
61.25 |
2.0% |
15.75 |
0.5% |
77% |
False |
False |
58 |
| 20 |
3,078.00 |
2,887.00 |
191.00 |
6.2% |
18.00 |
0.6% |
93% |
False |
False |
37 |
| 40 |
3,078.00 |
2,813.00 |
265.00 |
8.6% |
16.75 |
0.5% |
95% |
False |
False |
20 |
| 60 |
3,078.00 |
2,813.00 |
265.00 |
8.6% |
13.75 |
0.5% |
95% |
False |
False |
14 |
| 80 |
3,078.00 |
2,726.75 |
351.25 |
11.5% |
10.50 |
0.3% |
96% |
False |
False |
10 |
| 100 |
3,078.00 |
2,726.75 |
351.25 |
11.5% |
8.50 |
0.3% |
96% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,177.50 |
|
2.618 |
3,134.50 |
|
1.618 |
3,108.00 |
|
1.000 |
3,091.50 |
|
0.618 |
3,081.50 |
|
HIGH |
3,065.00 |
|
0.618 |
3,055.00 |
|
0.500 |
3,051.75 |
|
0.382 |
3,048.50 |
|
LOW |
3,038.50 |
|
0.618 |
3,022.00 |
|
1.000 |
3,012.00 |
|
1.618 |
2,995.50 |
|
2.618 |
2,969.00 |
|
4.250 |
2,926.00 |
|
|