| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,606.0 |
2,599.0 |
-7.0 |
-0.3% |
2,525.0 |
| High |
2,618.0 |
2,620.0 |
2.0 |
0.1% |
2,618.0 |
| Low |
2,575.0 |
2,575.0 |
0.0 |
0.0% |
2,481.0 |
| Close |
2,584.0 |
2,603.0 |
19.0 |
0.7% |
2,584.0 |
| Range |
43.0 |
45.0 |
2.0 |
4.7% |
137.0 |
| ATR |
47.0 |
46.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
242 |
1,133 |
891 |
368.2% |
2,289 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.3 |
2,713.7 |
2,627.8 |
|
| R3 |
2,689.3 |
2,668.7 |
2,615.4 |
|
| R2 |
2,644.3 |
2,644.3 |
2,611.3 |
|
| R1 |
2,623.7 |
2,623.7 |
2,607.1 |
2,634.0 |
| PP |
2,599.3 |
2,599.3 |
2,599.3 |
2,604.5 |
| S1 |
2,578.7 |
2,578.7 |
2,598.9 |
2,589.0 |
| S2 |
2,554.3 |
2,554.3 |
2,594.8 |
|
| S3 |
2,509.3 |
2,533.7 |
2,590.6 |
|
| S4 |
2,464.3 |
2,488.7 |
2,578.3 |
|
|
| 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 |
2,620.0 |
2,514.0 |
106.0 |
4.1% |
45.2 |
1.7% |
84% |
True |
False |
427 |
| 10 |
2,687.0 |
2,481.0 |
206.0 |
7.9% |
45.0 |
1.7% |
59% |
False |
False |
420 |
| 20 |
2,755.0 |
2,481.0 |
274.0 |
10.5% |
42.2 |
1.6% |
45% |
False |
False |
320 |
| 40 |
2,830.0 |
2,481.0 |
349.0 |
13.4% |
34.7 |
1.3% |
35% |
False |
False |
198 |
| 60 |
2,830.0 |
2,477.0 |
353.0 |
13.6% |
33.0 |
1.3% |
36% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.3 |
|
2.618 |
2,737.8 |
|
1.618 |
2,692.8 |
|
1.000 |
2,665.0 |
|
0.618 |
2,647.8 |
|
HIGH |
2,620.0 |
|
0.618 |
2,602.8 |
|
0.500 |
2,597.5 |
|
0.382 |
2,592.2 |
|
LOW |
2,575.0 |
|
0.618 |
2,547.2 |
|
1.000 |
2,530.0 |
|
1.618 |
2,502.2 |
|
2.618 |
2,457.2 |
|
4.250 |
2,383.8 |
|
|