| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,522.0 |
2,529.0 |
7.0 |
0.3% |
2,669.0 |
| High |
2,539.0 |
2,593.0 |
54.0 |
2.1% |
2,698.0 |
| Low |
2,514.0 |
2,523.0 |
9.0 |
0.4% |
2,524.0 |
| Close |
2,527.0 |
2,584.0 |
57.0 |
2.3% |
2,539.0 |
| Range |
25.0 |
70.0 |
45.0 |
180.0% |
174.0 |
| ATR |
45.9 |
47.6 |
1.7 |
3.8% |
0.0 |
| Volume |
450 |
202 |
-248 |
-55.1% |
883 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.7 |
2,750.3 |
2,622.5 |
|
| R3 |
2,706.7 |
2,680.3 |
2,603.3 |
|
| R2 |
2,636.7 |
2,636.7 |
2,596.8 |
|
| R1 |
2,610.3 |
2,610.3 |
2,590.4 |
2,623.5 |
| PP |
2,566.7 |
2,566.7 |
2,566.7 |
2,573.3 |
| S1 |
2,540.3 |
2,540.3 |
2,577.6 |
2,553.5 |
| S2 |
2,496.7 |
2,496.7 |
2,571.2 |
|
| S3 |
2,426.7 |
2,470.3 |
2,564.8 |
|
| S4 |
2,356.7 |
2,400.3 |
2,545.5 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.0 |
2,998.0 |
2,634.7 |
|
| R3 |
2,935.0 |
2,824.0 |
2,586.9 |
|
| R2 |
2,761.0 |
2,761.0 |
2,570.9 |
|
| R1 |
2,650.0 |
2,650.0 |
2,555.0 |
2,618.5 |
| PP |
2,587.0 |
2,587.0 |
2,587.0 |
2,571.3 |
| S1 |
2,476.0 |
2,476.0 |
2,523.1 |
2,444.5 |
| S2 |
2,413.0 |
2,413.0 |
2,507.1 |
|
| S3 |
2,239.0 |
2,302.0 |
2,491.2 |
|
| S4 |
2,065.0 |
2,128.0 |
2,443.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,614.0 |
2,481.0 |
133.0 |
5.1% |
56.0 |
2.2% |
77% |
False |
False |
523 |
| 10 |
2,698.0 |
2,481.0 |
217.0 |
8.4% |
42.6 |
1.6% |
47% |
False |
False |
294 |
| 20 |
2,790.0 |
2,481.0 |
309.0 |
12.0% |
41.6 |
1.6% |
33% |
False |
False |
265 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.5% |
33.6 |
1.3% |
30% |
False |
False |
166 |
| 60 |
2,830.0 |
2,477.0 |
353.0 |
13.7% |
31.6 |
1.2% |
30% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.5 |
|
2.618 |
2,776.3 |
|
1.618 |
2,706.3 |
|
1.000 |
2,663.0 |
|
0.618 |
2,636.3 |
|
HIGH |
2,593.0 |
|
0.618 |
2,566.3 |
|
0.500 |
2,558.0 |
|
0.382 |
2,549.7 |
|
LOW |
2,523.0 |
|
0.618 |
2,479.7 |
|
1.000 |
2,453.0 |
|
1.618 |
2,409.7 |
|
2.618 |
2,339.7 |
|
4.250 |
2,225.5 |
|
|