| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,896.70 |
2,933.48 |
36.78 |
1.3% |
2,852.65 |
| High |
2,927.49 |
2,951.00 |
23.51 |
0.8% |
2,927.49 |
| Low |
2,891.57 |
2,924.26 |
32.69 |
1.1% |
2,825.18 |
| Close |
2,909.60 |
2,927.35 |
17.75 |
0.6% |
2,909.60 |
| Range |
35.92 |
26.74 |
-9.18 |
-25.6% |
102.31 |
| ATR |
38.99 |
39.16 |
0.17 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.42 |
2,997.63 |
2,942.06 |
|
| R3 |
2,987.68 |
2,970.89 |
2,934.70 |
|
| R2 |
2,960.94 |
2,960.94 |
2,932.25 |
|
| R1 |
2,944.15 |
2,944.15 |
2,929.80 |
2,939.18 |
| PP |
2,934.20 |
2,934.20 |
2,934.20 |
2,931.72 |
| S1 |
2,917.41 |
2,917.41 |
2,924.90 |
2,912.44 |
| S2 |
2,907.46 |
2,907.46 |
2,922.45 |
|
| S3 |
2,880.72 |
2,890.67 |
2,920.00 |
|
| S4 |
2,853.98 |
2,863.93 |
2,912.64 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,194.35 |
3,154.29 |
2,965.87 |
|
| R3 |
3,092.04 |
3,051.98 |
2,937.74 |
|
| R2 |
2,989.73 |
2,989.73 |
2,928.36 |
|
| R1 |
2,949.67 |
2,949.67 |
2,918.98 |
2,969.70 |
| PP |
2,887.42 |
2,887.42 |
2,887.42 |
2,897.44 |
| S1 |
2,847.36 |
2,847.36 |
2,900.22 |
2,867.39 |
| S2 |
2,785.11 |
2,785.11 |
2,890.84 |
|
| S3 |
2,682.80 |
2,745.05 |
2,881.46 |
|
| S4 |
2,580.49 |
2,642.74 |
2,853.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,951.00 |
2,851.99 |
99.01 |
3.4% |
25.25 |
0.9% |
76% |
True |
False |
|
| 10 |
3,001.89 |
2,825.18 |
176.71 |
6.0% |
33.94 |
1.2% |
58% |
False |
False |
|
| 20 |
3,007.30 |
2,825.18 |
182.12 |
6.2% |
36.34 |
1.2% |
56% |
False |
False |
|
| 40 |
3,053.51 |
2,825.18 |
228.33 |
7.8% |
31.99 |
1.1% |
45% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
32.04 |
1.1% |
61% |
False |
False |
|
| 80 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
30.05 |
1.0% |
61% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
29.36 |
1.0% |
65% |
False |
False |
|
| 120 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
28.17 |
1.0% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,064.65 |
|
2.618 |
3,021.01 |
|
1.618 |
2,994.27 |
|
1.000 |
2,977.74 |
|
0.618 |
2,967.53 |
|
HIGH |
2,951.00 |
|
0.618 |
2,940.79 |
|
0.500 |
2,937.63 |
|
0.382 |
2,934.47 |
|
LOW |
2,924.26 |
|
0.618 |
2,907.73 |
|
1.000 |
2,897.52 |
|
1.618 |
2,880.99 |
|
2.618 |
2,854.25 |
|
4.250 |
2,810.62 |
|
|