| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,080.50 |
3,094.00 |
13.50 |
0.4% |
3,040.75 |
| High |
3,088.50 |
3,110.00 |
21.50 |
0.7% |
3,065.00 |
| Low |
3,076.00 |
3,094.00 |
18.00 |
0.6% |
3,016.75 |
| Close |
3,076.00 |
3,106.00 |
30.00 |
1.0% |
3,063.75 |
| Range |
12.50 |
16.00 |
3.50 |
28.0% |
48.25 |
| ATR |
22.35 |
23.18 |
0.83 |
3.7% |
0.00 |
| Volume |
9 |
227 |
218 |
2,422.2% |
369 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.25 |
3,144.75 |
3,114.75 |
|
| R3 |
3,135.25 |
3,128.75 |
3,110.50 |
|
| R2 |
3,119.25 |
3,119.25 |
3,109.00 |
|
| R1 |
3,112.75 |
3,112.75 |
3,107.50 |
3,116.00 |
| PP |
3,103.25 |
3,103.25 |
3,103.25 |
3,105.00 |
| S1 |
3,096.75 |
3,096.75 |
3,104.50 |
3,100.00 |
| S2 |
3,087.25 |
3,087.25 |
3,103.00 |
|
| S3 |
3,071.25 |
3,080.75 |
3,101.50 |
|
| S4 |
3,055.25 |
3,064.75 |
3,097.25 |
|
|
| 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 |
3,110.00 |
3,038.50 |
71.50 |
2.3% |
14.25 |
0.5% |
94% |
True |
False |
189 |
| 10 |
3,110.00 |
3,016.75 |
93.25 |
3.0% |
15.25 |
0.5% |
96% |
True |
False |
131 |
| 20 |
3,110.00 |
2,929.50 |
180.50 |
5.8% |
14.25 |
0.5% |
98% |
True |
False |
79 |
| 40 |
3,110.00 |
2,813.00 |
297.00 |
9.6% |
17.50 |
0.6% |
99% |
True |
False |
42 |
| 60 |
3,110.00 |
2,813.00 |
297.00 |
9.6% |
13.25 |
0.4% |
99% |
True |
False |
28 |
| 80 |
3,110.00 |
2,726.75 |
383.25 |
12.3% |
11.00 |
0.4% |
99% |
True |
False |
21 |
| 100 |
3,110.00 |
2,726.75 |
383.25 |
12.3% |
8.75 |
0.3% |
99% |
True |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,178.00 |
|
2.618 |
3,152.00 |
|
1.618 |
3,136.00 |
|
1.000 |
3,126.00 |
|
0.618 |
3,120.00 |
|
HIGH |
3,110.00 |
|
0.618 |
3,104.00 |
|
0.500 |
3,102.00 |
|
0.382 |
3,100.00 |
|
LOW |
3,094.00 |
|
0.618 |
3,084.00 |
|
1.000 |
3,078.00 |
|
1.618 |
3,068.00 |
|
2.618 |
3,052.00 |
|
4.250 |
3,026.00 |
|
|