| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,587.0 |
2,606.0 |
19.0 |
0.7% |
2,525.0 |
| High |
2,617.0 |
2,618.0 |
1.0 |
0.0% |
2,618.0 |
| Low |
2,574.0 |
2,575.0 |
1.0 |
0.0% |
2,481.0 |
| Close |
2,607.0 |
2,584.0 |
-23.0 |
-0.9% |
2,584.0 |
| Range |
43.0 |
43.0 |
0.0 |
0.0% |
137.0 |
| ATR |
47.3 |
47.0 |
-0.3 |
-0.6% |
0.0 |
| Volume |
111 |
242 |
131 |
118.0% |
2,289 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.3 |
2,695.7 |
2,607.7 |
|
| R3 |
2,678.3 |
2,652.7 |
2,595.8 |
|
| R2 |
2,635.3 |
2,635.3 |
2,591.9 |
|
| R1 |
2,609.7 |
2,609.7 |
2,587.9 |
2,601.0 |
| PP |
2,592.3 |
2,592.3 |
2,592.3 |
2,588.0 |
| S1 |
2,566.7 |
2,566.7 |
2,580.1 |
2,558.0 |
| S2 |
2,549.3 |
2,549.3 |
2,576.1 |
|
| S3 |
2,506.3 |
2,523.7 |
2,572.2 |
|
| S4 |
2,463.3 |
2,480.7 |
2,560.4 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.0 |
2,915.0 |
2,659.4 |
|
| R3 |
2,835.0 |
2,778.0 |
2,621.7 |
|
| R2 |
2,698.0 |
2,698.0 |
2,609.1 |
|
| R1 |
2,641.0 |
2,641.0 |
2,596.6 |
2,669.5 |
| PP |
2,561.0 |
2,561.0 |
2,561.0 |
2,575.3 |
| S1 |
2,504.0 |
2,504.0 |
2,571.4 |
2,532.5 |
| S2 |
2,424.0 |
2,424.0 |
2,558.9 |
|
| S3 |
2,287.0 |
2,367.0 |
2,546.3 |
|
| S4 |
2,150.0 |
2,230.0 |
2,508.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,618.0 |
2,481.0 |
137.0 |
5.3% |
46.4 |
1.8% |
75% |
True |
False |
457 |
| 10 |
2,698.0 |
2,481.0 |
217.0 |
8.4% |
43.4 |
1.7% |
47% |
False |
False |
317 |
| 20 |
2,762.0 |
2,481.0 |
281.0 |
10.9% |
42.2 |
1.6% |
37% |
False |
False |
269 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.5% |
33.8 |
1.3% |
30% |
False |
False |
170 |
| 60 |
2,830.0 |
2,477.0 |
353.0 |
13.7% |
32.5 |
1.3% |
30% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.8 |
|
2.618 |
2,730.6 |
|
1.618 |
2,687.6 |
|
1.000 |
2,661.0 |
|
0.618 |
2,644.6 |
|
HIGH |
2,618.0 |
|
0.618 |
2,601.6 |
|
0.500 |
2,596.5 |
|
0.382 |
2,591.4 |
|
LOW |
2,575.0 |
|
0.618 |
2,548.4 |
|
1.000 |
2,532.0 |
|
1.618 |
2,505.4 |
|
2.618 |
2,462.4 |
|
4.250 |
2,392.3 |
|
|