| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,880.00 |
2,896.00 |
16.00 |
0.6% |
2,969.50 |
| High |
2,880.00 |
2,900.00 |
20.00 |
0.7% |
2,982.25 |
| Low |
2,873.00 |
2,887.75 |
14.75 |
0.5% |
2,844.25 |
| Close |
2,876.50 |
2,892.75 |
16.25 |
0.6% |
2,858.50 |
| Range |
7.00 |
12.25 |
5.25 |
75.0% |
138.00 |
| ATR |
30.50 |
30.00 |
-0.50 |
-1.6% |
0.00 |
| Volume |
8 |
2 |
-6 |
-75.0% |
9 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.25 |
2,923.75 |
2,899.50 |
|
| R3 |
2,918.00 |
2,911.50 |
2,896.00 |
|
| R2 |
2,905.75 |
2,905.75 |
2,895.00 |
|
| R1 |
2,899.25 |
2,899.25 |
2,893.75 |
2,896.50 |
| PP |
2,893.50 |
2,893.50 |
2,893.50 |
2,892.00 |
| S1 |
2,887.00 |
2,887.00 |
2,891.75 |
2,884.00 |
| S2 |
2,881.25 |
2,881.25 |
2,890.50 |
|
| S3 |
2,869.00 |
2,874.75 |
2,889.50 |
|
| S4 |
2,856.75 |
2,862.50 |
2,886.00 |
|
|
| 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 |
2,900.00 |
2,813.00 |
87.00 |
3.0% |
25.75 |
0.9% |
92% |
True |
False |
7 |
| 10 |
2,982.25 |
2,813.00 |
169.25 |
5.9% |
18.75 |
0.6% |
47% |
False |
False |
5 |
| 20 |
2,982.25 |
2,813.00 |
169.25 |
5.9% |
15.75 |
0.5% |
47% |
False |
False |
3 |
| 40 |
3,029.50 |
2,813.00 |
216.50 |
7.5% |
11.75 |
0.4% |
37% |
False |
False |
2 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.5% |
8.00 |
0.3% |
55% |
False |
False |
1 |
| 80 |
3,029.50 |
2,726.75 |
302.75 |
10.5% |
6.00 |
0.2% |
55% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.00 |
|
2.618 |
2,932.00 |
|
1.618 |
2,919.75 |
|
1.000 |
2,912.25 |
|
0.618 |
2,907.50 |
|
HIGH |
2,900.00 |
|
0.618 |
2,895.25 |
|
0.500 |
2,894.00 |
|
0.382 |
2,892.50 |
|
LOW |
2,887.75 |
|
0.618 |
2,880.25 |
|
1.000 |
2,875.50 |
|
1.618 |
2,868.00 |
|
2.618 |
2,855.75 |
|
4.250 |
2,835.75 |
|
|