| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,094.00 |
3,113.00 |
19.00 |
0.6% |
3,063.25 |
| High |
3,110.00 |
3,129.25 |
19.25 |
0.6% |
3,129.25 |
| Low |
3,094.00 |
3,105.50 |
11.50 |
0.4% |
3,058.75 |
| Close |
3,106.00 |
3,129.25 |
23.25 |
0.7% |
3,129.25 |
| Range |
16.00 |
23.75 |
7.75 |
48.4% |
70.50 |
| ATR |
23.18 |
23.22 |
0.04 |
0.2% |
0.00 |
| Volume |
227 |
6 |
-221 |
-97.4% |
888 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,192.50 |
3,184.75 |
3,142.25 |
|
| R3 |
3,168.75 |
3,161.00 |
3,135.75 |
|
| R2 |
3,145.00 |
3,145.00 |
3,133.50 |
|
| R1 |
3,137.25 |
3,137.25 |
3,131.50 |
3,141.00 |
| PP |
3,121.25 |
3,121.25 |
3,121.25 |
3,123.25 |
| S1 |
3,113.50 |
3,113.50 |
3,127.00 |
3,117.50 |
| S2 |
3,097.50 |
3,097.50 |
3,125.00 |
|
| S3 |
3,073.75 |
3,089.75 |
3,122.75 |
|
| S4 |
3,050.00 |
3,066.00 |
3,116.25 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,317.25 |
3,293.75 |
3,168.00 |
|
| R3 |
3,246.75 |
3,223.25 |
3,148.75 |
|
| R2 |
3,176.25 |
3,176.25 |
3,142.25 |
|
| R1 |
3,152.75 |
3,152.75 |
3,135.75 |
3,164.50 |
| PP |
3,105.75 |
3,105.75 |
3,105.75 |
3,111.50 |
| S1 |
3,082.25 |
3,082.25 |
3,122.75 |
3,094.00 |
| S2 |
3,035.25 |
3,035.25 |
3,116.25 |
|
| S3 |
2,964.75 |
3,011.75 |
3,109.75 |
|
| S4 |
2,894.25 |
2,941.25 |
3,090.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,129.25 |
3,058.75 |
70.50 |
2.3% |
13.75 |
0.4% |
100% |
True |
False |
177 |
| 10 |
3,129.25 |
3,016.75 |
112.50 |
3.6% |
16.50 |
0.5% |
100% |
True |
False |
125 |
| 20 |
3,129.25 |
2,952.75 |
176.50 |
5.6% |
14.00 |
0.4% |
100% |
True |
False |
79 |
| 40 |
3,129.25 |
2,813.00 |
316.25 |
10.1% |
18.00 |
0.6% |
100% |
True |
False |
42 |
| 60 |
3,129.25 |
2,813.00 |
316.25 |
10.1% |
13.50 |
0.4% |
100% |
True |
False |
28 |
| 80 |
3,129.25 |
2,726.75 |
402.50 |
12.9% |
11.25 |
0.4% |
100% |
True |
False |
21 |
| 100 |
3,129.25 |
2,726.75 |
402.50 |
12.9% |
9.00 |
0.3% |
100% |
True |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,230.25 |
|
2.618 |
3,191.50 |
|
1.618 |
3,167.75 |
|
1.000 |
3,153.00 |
|
0.618 |
3,144.00 |
|
HIGH |
3,129.25 |
|
0.618 |
3,120.25 |
|
0.500 |
3,117.50 |
|
0.382 |
3,114.50 |
|
LOW |
3,105.50 |
|
0.618 |
3,090.75 |
|
1.000 |
3,081.75 |
|
1.618 |
3,067.00 |
|
2.618 |
3,043.25 |
|
4.250 |
3,004.50 |
|
|