| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,923.25 |
2,910.75 |
-12.50 |
-0.4% |
2,861.50 |
| High |
2,932.00 |
2,936.50 |
4.50 |
0.2% |
2,912.75 |
| Low |
2,916.75 |
2,899.25 |
-17.50 |
-0.6% |
2,813.00 |
| Close |
2,916.75 |
2,930.00 |
13.25 |
0.5% |
2,894.75 |
| Range |
15.25 |
37.25 |
22.00 |
144.3% |
99.75 |
| ATR |
29.84 |
30.37 |
0.53 |
1.8% |
0.00 |
| Volume |
6 |
8 |
2 |
33.3% |
51 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.75 |
3,019.00 |
2,950.50 |
|
| R3 |
2,996.50 |
2,981.75 |
2,940.25 |
|
| R2 |
2,959.25 |
2,959.25 |
2,936.75 |
|
| R1 |
2,944.50 |
2,944.50 |
2,933.50 |
2,952.00 |
| PP |
2,922.00 |
2,922.00 |
2,922.00 |
2,925.50 |
| S1 |
2,907.25 |
2,907.25 |
2,926.50 |
2,914.50 |
| S2 |
2,884.75 |
2,884.75 |
2,923.25 |
|
| S3 |
2,847.50 |
2,870.00 |
2,919.75 |
|
| S4 |
2,810.25 |
2,832.75 |
2,909.50 |
|
|
| 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 |
2,936.50 |
2,887.00 |
49.50 |
1.7% |
25.75 |
0.9% |
87% |
True |
False |
8 |
| 10 |
2,936.50 |
2,813.00 |
123.50 |
4.2% |
24.50 |
0.8% |
95% |
True |
False |
8 |
| 20 |
2,982.25 |
2,813.00 |
169.25 |
5.8% |
20.75 |
0.7% |
69% |
False |
False |
5 |
| 40 |
3,029.50 |
2,813.00 |
216.50 |
7.4% |
12.75 |
0.4% |
54% |
False |
False |
3 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.3% |
9.75 |
0.3% |
67% |
False |
False |
2 |
| 80 |
3,029.50 |
2,726.75 |
302.75 |
10.3% |
7.50 |
0.3% |
67% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.75 |
|
2.618 |
3,034.00 |
|
1.618 |
2,996.75 |
|
1.000 |
2,973.75 |
|
0.618 |
2,959.50 |
|
HIGH |
2,936.50 |
|
0.618 |
2,922.25 |
|
0.500 |
2,918.00 |
|
0.382 |
2,913.50 |
|
LOW |
2,899.25 |
|
0.618 |
2,876.25 |
|
1.000 |
2,862.00 |
|
1.618 |
2,839.00 |
|
2.618 |
2,801.75 |
|
4.250 |
2,741.00 |
|
|