| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,918.95 |
2,958.26 |
39.31 |
1.3% |
2,933.48 |
| High |
2,953.85 |
2,963.82 |
9.97 |
0.3% |
2,963.82 |
| Low |
2,916.27 |
2,934.22 |
17.95 |
0.6% |
2,913.48 |
| Close |
2,941.41 |
2,963.22 |
21.81 |
0.7% |
2,963.22 |
| Range |
37.58 |
29.60 |
-7.98 |
-21.2% |
50.34 |
| ATR |
38.61 |
37.96 |
-0.64 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.55 |
3,032.49 |
2,979.50 |
|
| R3 |
3,012.95 |
3,002.89 |
2,971.36 |
|
| R2 |
2,983.35 |
2,983.35 |
2,968.65 |
|
| R1 |
2,973.29 |
2,973.29 |
2,965.93 |
2,978.32 |
| PP |
2,953.75 |
2,953.75 |
2,953.75 |
2,956.27 |
| S1 |
2,943.69 |
2,943.69 |
2,960.51 |
2,948.72 |
| S2 |
2,924.15 |
2,924.15 |
2,957.79 |
|
| S3 |
2,894.55 |
2,914.09 |
2,955.08 |
|
| S4 |
2,864.95 |
2,884.49 |
2,946.94 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.86 |
3,080.88 |
2,990.91 |
|
| R3 |
3,047.52 |
3,030.54 |
2,977.06 |
|
| R2 |
2,997.18 |
2,997.18 |
2,972.45 |
|
| R1 |
2,980.20 |
2,980.20 |
2,967.83 |
2,988.69 |
| PP |
2,946.84 |
2,946.84 |
2,946.84 |
2,951.09 |
| S1 |
2,929.86 |
2,929.86 |
2,958.61 |
2,938.35 |
| S2 |
2,896.50 |
2,896.50 |
2,953.99 |
|
| S3 |
2,846.16 |
2,879.52 |
2,949.38 |
|
| S4 |
2,795.82 |
2,829.18 |
2,935.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,963.82 |
2,891.57 |
72.25 |
2.4% |
32.46 |
1.1% |
99% |
True |
False |
|
| 10 |
2,963.82 |
2,825.18 |
138.64 |
4.7% |
31.53 |
1.1% |
100% |
True |
False |
|
| 20 |
3,004.67 |
2,825.18 |
179.49 |
6.1% |
35.02 |
1.2% |
77% |
False |
False |
|
| 40 |
3,053.51 |
2,825.18 |
228.33 |
7.7% |
33.12 |
1.1% |
60% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
10.9% |
31.91 |
1.1% |
72% |
False |
False |
|
| 80 |
3,053.51 |
2,730.97 |
322.54 |
10.9% |
30.51 |
1.0% |
72% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.3% |
29.72 |
1.0% |
75% |
False |
False |
|
| 120 |
3,053.51 |
2,689.83 |
363.68 |
12.3% |
28.53 |
1.0% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,089.62 |
|
2.618 |
3,041.31 |
|
1.618 |
3,011.71 |
|
1.000 |
2,993.42 |
|
0.618 |
2,982.11 |
|
HIGH |
2,963.82 |
|
0.618 |
2,952.51 |
|
0.500 |
2,949.02 |
|
0.382 |
2,945.53 |
|
LOW |
2,934.22 |
|
0.618 |
2,915.93 |
|
1.000 |
2,904.62 |
|
1.618 |
2,886.33 |
|
2.618 |
2,856.73 |
|
4.250 |
2,808.42 |
|
|