| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,529.0 |
2,587.0 |
58.0 |
2.3% |
2,669.0 |
| High |
2,593.0 |
2,617.0 |
24.0 |
0.9% |
2,698.0 |
| Low |
2,523.0 |
2,574.0 |
51.0 |
2.0% |
2,524.0 |
| Close |
2,584.0 |
2,607.0 |
23.0 |
0.9% |
2,539.0 |
| Range |
70.0 |
43.0 |
-27.0 |
-38.6% |
174.0 |
| ATR |
47.6 |
47.3 |
-0.3 |
-0.7% |
0.0 |
| Volume |
202 |
111 |
-91 |
-45.0% |
883 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.3 |
2,710.7 |
2,630.7 |
|
| R3 |
2,685.3 |
2,667.7 |
2,618.8 |
|
| R2 |
2,642.3 |
2,642.3 |
2,614.9 |
|
| R1 |
2,624.7 |
2,624.7 |
2,610.9 |
2,633.5 |
| PP |
2,599.3 |
2,599.3 |
2,599.3 |
2,603.8 |
| S1 |
2,581.7 |
2,581.7 |
2,603.1 |
2,590.5 |
| S2 |
2,556.3 |
2,556.3 |
2,599.1 |
|
| S3 |
2,513.3 |
2,538.7 |
2,595.2 |
|
| S4 |
2,470.3 |
2,495.7 |
2,583.4 |
|
|
| 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 |
2,617.0 |
2,481.0 |
136.0 |
5.2% |
51.4 |
2.0% |
93% |
True |
False |
533 |
| 10 |
2,698.0 |
2,481.0 |
217.0 |
8.3% |
42.2 |
1.6% |
58% |
False |
False |
297 |
| 20 |
2,780.0 |
2,481.0 |
299.0 |
11.5% |
42.1 |
1.6% |
42% |
False |
False |
269 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.4% |
34.0 |
1.3% |
36% |
False |
False |
166 |
| 60 |
2,830.0 |
2,477.0 |
353.0 |
13.5% |
31.8 |
1.2% |
37% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.8 |
|
2.618 |
2,729.6 |
|
1.618 |
2,686.6 |
|
1.000 |
2,660.0 |
|
0.618 |
2,643.6 |
|
HIGH |
2,617.0 |
|
0.618 |
2,600.6 |
|
0.500 |
2,595.5 |
|
0.382 |
2,590.4 |
|
LOW |
2,574.0 |
|
0.618 |
2,547.4 |
|
1.000 |
2,531.0 |
|
1.618 |
2,504.4 |
|
2.618 |
2,461.4 |
|
4.250 |
2,391.3 |
|
|