| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,961.67 |
2,940.87 |
-20.80 |
-0.7% |
3,024.38 |
| High |
2,975.83 |
2,950.30 |
-25.53 |
-0.9% |
3,037.00 |
| Low |
2,933.22 |
2,911.94 |
-21.28 |
-0.7% |
2,979.90 |
| Close |
2,937.14 |
2,950.30 |
13.16 |
0.4% |
2,981.76 |
| Range |
42.61 |
38.36 |
-4.25 |
-10.0% |
57.10 |
| ATR |
34.34 |
34.62 |
0.29 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052.59 |
3,039.81 |
2,971.40 |
|
| R3 |
3,014.23 |
3,001.45 |
2,960.85 |
|
| R2 |
2,975.87 |
2,975.87 |
2,957.33 |
|
| R1 |
2,963.09 |
2,963.09 |
2,953.82 |
2,969.48 |
| PP |
2,937.51 |
2,937.51 |
2,937.51 |
2,940.71 |
| S1 |
2,924.73 |
2,924.73 |
2,946.78 |
2,931.12 |
| S2 |
2,899.15 |
2,899.15 |
2,943.27 |
|
| S3 |
2,860.79 |
2,886.37 |
2,939.75 |
|
| S4 |
2,822.43 |
2,848.01 |
2,929.20 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.85 |
3,133.41 |
3,013.17 |
|
| R3 |
3,113.75 |
3,076.31 |
2,997.46 |
|
| R2 |
3,056.65 |
3,056.65 |
2,992.23 |
|
| R1 |
3,019.21 |
3,019.21 |
2,986.99 |
3,009.38 |
| PP |
2,999.55 |
2,999.55 |
2,999.55 |
2,994.64 |
| S1 |
2,962.11 |
2,962.11 |
2,976.53 |
2,952.28 |
| S2 |
2,942.45 |
2,942.45 |
2,971.29 |
|
| S3 |
2,885.35 |
2,905.01 |
2,966.06 |
|
| S4 |
2,828.25 |
2,847.91 |
2,950.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,023.11 |
2,911.94 |
111.17 |
3.8% |
41.47 |
1.4% |
35% |
False |
True |
|
| 10 |
3,037.00 |
2,911.94 |
125.06 |
4.2% |
35.86 |
1.2% |
31% |
False |
True |
|
| 20 |
3,053.51 |
2,911.94 |
141.57 |
4.8% |
31.22 |
1.1% |
27% |
False |
True |
|
| 40 |
3,053.51 |
2,730.97 |
322.54 |
10.9% |
30.36 |
1.0% |
68% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
10.9% |
29.01 |
1.0% |
68% |
False |
False |
|
| 80 |
3,053.51 |
2,689.83 |
363.68 |
12.3% |
28.39 |
1.0% |
72% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.3% |
27.23 |
0.9% |
72% |
False |
False |
|
| 120 |
3,053.51 |
2,598.57 |
454.94 |
15.4% |
27.45 |
0.9% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113.33 |
|
2.618 |
3,050.73 |
|
1.618 |
3,012.37 |
|
1.000 |
2,988.66 |
|
0.618 |
2,974.01 |
|
HIGH |
2,950.30 |
|
0.618 |
2,935.65 |
|
0.500 |
2,931.12 |
|
0.382 |
2,926.59 |
|
LOW |
2,911.94 |
|
0.618 |
2,888.23 |
|
1.000 |
2,873.58 |
|
1.618 |
2,849.87 |
|
2.618 |
2,811.51 |
|
4.250 |
2,748.91 |
|
|