| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,867.50 |
2,861.50 |
-6.00 |
-0.2% |
2,969.50 |
| High |
2,878.00 |
2,861.50 |
-16.50 |
-0.6% |
2,982.25 |
| Low |
2,844.25 |
2,813.00 |
-31.25 |
-1.1% |
2,844.25 |
| Close |
2,858.50 |
2,837.50 |
-21.00 |
-0.7% |
2,858.50 |
| Range |
33.75 |
48.50 |
14.75 |
43.7% |
138.00 |
| ATR |
29.60 |
30.95 |
1.35 |
4.6% |
0.00 |
| Volume |
1 |
17 |
16 |
1,600.0% |
9 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.75 |
2,958.75 |
2,864.25 |
|
| R3 |
2,934.25 |
2,910.25 |
2,850.75 |
|
| R2 |
2,885.75 |
2,885.75 |
2,846.50 |
|
| R1 |
2,861.75 |
2,861.75 |
2,842.00 |
2,849.50 |
| PP |
2,837.25 |
2,837.25 |
2,837.25 |
2,831.25 |
| S1 |
2,813.25 |
2,813.25 |
2,833.00 |
2,801.00 |
| S2 |
2,788.75 |
2,788.75 |
2,828.50 |
|
| S3 |
2,740.25 |
2,764.75 |
2,824.25 |
|
| S4 |
2,691.75 |
2,716.25 |
2,810.75 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,309.00 |
3,221.75 |
2,934.50 |
|
| R3 |
3,171.00 |
3,083.75 |
2,896.50 |
|
| R2 |
3,033.00 |
3,033.00 |
2,883.75 |
|
| R1 |
2,945.75 |
2,945.75 |
2,871.25 |
2,920.50 |
| PP |
2,895.00 |
2,895.00 |
2,895.00 |
2,882.25 |
| S1 |
2,807.75 |
2,807.75 |
2,845.75 |
2,782.50 |
| S2 |
2,757.00 |
2,757.00 |
2,833.25 |
|
| S3 |
2,619.00 |
2,669.75 |
2,820.50 |
|
| S4 |
2,481.00 |
2,531.75 |
2,782.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,982.25 |
2,813.00 |
169.25 |
6.0% |
16.75 |
0.6% |
14% |
False |
True |
4 |
| 10 |
2,982.25 |
2,813.00 |
169.25 |
6.0% |
25.00 |
0.9% |
14% |
False |
True |
3 |
| 20 |
2,998.25 |
2,813.00 |
185.25 |
6.5% |
13.25 |
0.5% |
13% |
False |
True |
2 |
| 40 |
3,029.50 |
2,813.00 |
216.50 |
7.6% |
10.50 |
0.4% |
11% |
False |
True |
1 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.7% |
7.00 |
0.3% |
37% |
False |
False |
1 |
| 80 |
3,029.50 |
2,726.75 |
302.75 |
10.7% |
5.75 |
0.2% |
37% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,067.50 |
|
2.618 |
2,988.50 |
|
1.618 |
2,940.00 |
|
1.000 |
2,910.00 |
|
0.618 |
2,891.50 |
|
HIGH |
2,861.50 |
|
0.618 |
2,843.00 |
|
0.500 |
2,837.25 |
|
0.382 |
2,831.50 |
|
LOW |
2,813.00 |
|
0.618 |
2,783.00 |
|
1.000 |
2,764.50 |
|
1.618 |
2,734.50 |
|
2.618 |
2,686.00 |
|
4.250 |
2,607.00 |
|
|