| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,887.00 |
2,923.25 |
36.25 |
1.3% |
2,861.50 |
| High |
2,933.00 |
2,932.00 |
-1.00 |
0.0% |
2,912.75 |
| Low |
2,887.00 |
2,916.75 |
29.75 |
1.0% |
2,813.00 |
| Close |
2,910.50 |
2,916.75 |
6.25 |
0.2% |
2,894.75 |
| Range |
46.00 |
15.25 |
-30.75 |
-66.8% |
99.75 |
| ATR |
30.48 |
29.84 |
-0.64 |
-2.1% |
0.00 |
| Volume |
14 |
6 |
-8 |
-57.1% |
51 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.50 |
2,957.50 |
2,925.25 |
|
| R3 |
2,952.25 |
2,942.25 |
2,921.00 |
|
| R2 |
2,937.00 |
2,937.00 |
2,919.50 |
|
| R1 |
2,927.00 |
2,927.00 |
2,918.25 |
2,924.50 |
| PP |
2,921.75 |
2,921.75 |
2,921.75 |
2,920.50 |
| S1 |
2,911.75 |
2,911.75 |
2,915.25 |
2,909.00 |
| S2 |
2,906.50 |
2,906.50 |
2,914.00 |
|
| S3 |
2,891.25 |
2,896.50 |
2,912.50 |
|
| S4 |
2,876.00 |
2,881.25 |
2,908.25 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.75 |
3,133.50 |
2,949.50 |
|
| R3 |
3,073.00 |
3,033.75 |
2,922.25 |
|
| R2 |
2,973.25 |
2,973.25 |
2,913.00 |
|
| R1 |
2,934.00 |
2,934.00 |
2,904.00 |
2,953.50 |
| PP |
2,873.50 |
2,873.50 |
2,873.50 |
2,883.25 |
| S1 |
2,834.25 |
2,834.25 |
2,885.50 |
2,854.00 |
| S2 |
2,773.75 |
2,773.75 |
2,876.50 |
|
| S3 |
2,674.00 |
2,734.50 |
2,867.25 |
|
| S4 |
2,574.25 |
2,634.75 |
2,840.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933.00 |
2,873.00 |
60.00 |
2.1% |
19.75 |
0.7% |
73% |
False |
False |
8 |
| 10 |
2,950.00 |
2,813.00 |
137.00 |
4.7% |
21.00 |
0.7% |
76% |
False |
False |
7 |
| 20 |
2,982.25 |
2,813.00 |
169.25 |
5.8% |
18.75 |
0.6% |
61% |
False |
False |
4 |
| 40 |
3,029.50 |
2,813.00 |
216.50 |
7.4% |
11.75 |
0.4% |
48% |
False |
False |
3 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.4% |
9.25 |
0.3% |
63% |
False |
False |
2 |
| 80 |
3,029.50 |
2,726.75 |
302.75 |
10.4% |
7.00 |
0.2% |
63% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.75 |
|
2.618 |
2,972.00 |
|
1.618 |
2,956.75 |
|
1.000 |
2,947.25 |
|
0.618 |
2,941.50 |
|
HIGH |
2,932.00 |
|
0.618 |
2,926.25 |
|
0.500 |
2,924.50 |
|
0.382 |
2,922.50 |
|
LOW |
2,916.75 |
|
0.618 |
2,907.25 |
|
1.000 |
2,901.50 |
|
1.618 |
2,892.00 |
|
2.618 |
2,876.75 |
|
4.250 |
2,852.00 |
|
|