| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,615.0 |
6,610.0 |
-5.0 |
-0.1% |
6,527.0 |
| High |
6,615.0 |
6,610.0 |
-5.0 |
-0.1% |
6,615.0 |
| Low |
6,568.0 |
6,520.0 |
-48.0 |
-0.7% |
6,488.5 |
| Close |
6,579.0 |
6,547.5 |
-31.5 |
-0.5% |
6,579.0 |
| Range |
47.0 |
90.0 |
43.0 |
91.5% |
126.5 |
| ATR |
60.9 |
63.0 |
2.1 |
3.4% |
0.0 |
| Volume |
34 |
18 |
-16 |
-47.1% |
140 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,829.0 |
6,778.5 |
6,597.0 |
|
| R3 |
6,739.0 |
6,688.5 |
6,572.0 |
|
| R2 |
6,649.0 |
6,649.0 |
6,564.0 |
|
| R1 |
6,598.5 |
6,598.5 |
6,556.0 |
6,579.0 |
| PP |
6,559.0 |
6,559.0 |
6,559.0 |
6,549.5 |
| S1 |
6,508.5 |
6,508.5 |
6,539.0 |
6,489.0 |
| S2 |
6,469.0 |
6,469.0 |
6,531.0 |
|
| S3 |
6,379.0 |
6,418.5 |
6,523.0 |
|
| S4 |
6,289.0 |
6,328.5 |
6,498.0 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,940.5 |
6,886.0 |
6,648.5 |
|
| R3 |
6,814.0 |
6,759.5 |
6,614.0 |
|
| R2 |
6,687.5 |
6,687.5 |
6,602.0 |
|
| R1 |
6,633.0 |
6,633.0 |
6,590.5 |
6,660.0 |
| PP |
6,561.0 |
6,561.0 |
6,561.0 |
6,574.5 |
| S1 |
6,506.5 |
6,506.5 |
6,567.5 |
6,534.0 |
| S2 |
6,434.5 |
6,434.5 |
6,556.0 |
|
| S3 |
6,308.0 |
6,380.0 |
6,544.0 |
|
| S4 |
6,181.5 |
6,253.5 |
6,509.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,615.0 |
6,488.5 |
126.5 |
1.9% |
61.0 |
0.9% |
47% |
False |
False |
26 |
| 10 |
6,615.0 |
6,476.0 |
139.0 |
2.1% |
55.0 |
0.8% |
51% |
False |
False |
86 |
| 20 |
6,615.0 |
6,409.0 |
206.0 |
3.1% |
49.0 |
0.8% |
67% |
False |
False |
92 |
| 40 |
6,615.0 |
5,951.5 |
663.5 |
10.1% |
50.5 |
0.8% |
90% |
False |
False |
81 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
35.0 |
0.5% |
79% |
False |
False |
62 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
26.5 |
0.4% |
79% |
False |
False |
52 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
21.0 |
0.3% |
79% |
False |
False |
42 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
17.5 |
0.3% |
79% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,992.5 |
|
2.618 |
6,845.5 |
|
1.618 |
6,755.5 |
|
1.000 |
6,700.0 |
|
0.618 |
6,665.5 |
|
HIGH |
6,610.0 |
|
0.618 |
6,575.5 |
|
0.500 |
6,565.0 |
|
0.382 |
6,554.5 |
|
LOW |
6,520.0 |
|
0.618 |
6,464.5 |
|
1.000 |
6,430.0 |
|
1.618 |
6,374.5 |
|
2.618 |
6,284.5 |
|
4.250 |
6,137.5 |
|
|