| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,113.00 |
3,134.25 |
21.25 |
0.7% |
3,063.25 |
| High |
3,129.25 |
3,134.25 |
5.00 |
0.2% |
3,129.25 |
| Low |
3,105.50 |
3,123.00 |
17.50 |
0.6% |
3,058.75 |
| Close |
3,129.25 |
3,129.00 |
-0.25 |
0.0% |
3,129.25 |
| Range |
23.75 |
11.25 |
-12.50 |
-52.6% |
70.50 |
| ATR |
23.22 |
22.37 |
-0.86 |
-3.7% |
0.00 |
| Volume |
6 |
15 |
9 |
150.0% |
888 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.50 |
3,157.00 |
3,135.25 |
|
| R3 |
3,151.25 |
3,145.75 |
3,132.00 |
|
| R2 |
3,140.00 |
3,140.00 |
3,131.00 |
|
| R1 |
3,134.50 |
3,134.50 |
3,130.00 |
3,131.50 |
| PP |
3,128.75 |
3,128.75 |
3,128.75 |
3,127.25 |
| S1 |
3,123.25 |
3,123.25 |
3,128.00 |
3,120.50 |
| S2 |
3,117.50 |
3,117.50 |
3,127.00 |
|
| S3 |
3,106.25 |
3,112.00 |
3,126.00 |
|
| S4 |
3,095.00 |
3,100.75 |
3,122.75 |
|
|
| 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 |
3,134.25 |
3,068.75 |
65.50 |
2.1% |
15.25 |
0.5% |
92% |
True |
False |
74 |
| 10 |
3,134.25 |
3,016.75 |
117.50 |
3.8% |
17.50 |
0.6% |
96% |
True |
False |
124 |
| 20 |
3,134.25 |
2,968.25 |
166.00 |
5.3% |
14.50 |
0.5% |
97% |
True |
False |
78 |
| 40 |
3,134.25 |
2,813.00 |
321.25 |
10.3% |
18.50 |
0.6% |
98% |
True |
False |
42 |
| 60 |
3,134.25 |
2,813.00 |
321.25 |
10.3% |
13.75 |
0.4% |
98% |
True |
False |
28 |
| 80 |
3,134.25 |
2,726.75 |
407.50 |
13.0% |
11.25 |
0.4% |
99% |
True |
False |
22 |
| 100 |
3,134.25 |
2,726.75 |
407.50 |
13.0% |
9.00 |
0.3% |
99% |
True |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,182.00 |
|
2.618 |
3,163.75 |
|
1.618 |
3,152.50 |
|
1.000 |
3,145.50 |
|
0.618 |
3,141.25 |
|
HIGH |
3,134.25 |
|
0.618 |
3,130.00 |
|
0.500 |
3,128.50 |
|
0.382 |
3,127.25 |
|
LOW |
3,123.00 |
|
0.618 |
3,116.00 |
|
1.000 |
3,111.75 |
|
1.618 |
3,104.75 |
|
2.618 |
3,093.50 |
|
4.250 |
3,075.25 |
|
|