| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,910.75 |
2,938.25 |
27.50 |
0.9% |
2,887.00 |
| High |
2,936.50 |
2,961.00 |
24.50 |
0.8% |
2,961.00 |
| Low |
2,899.25 |
2,929.50 |
30.25 |
1.0% |
2,887.00 |
| Close |
2,930.00 |
2,950.50 |
20.50 |
0.7% |
2,950.50 |
| Range |
37.25 |
31.50 |
-5.75 |
-15.4% |
74.00 |
| ATR |
30.37 |
30.45 |
0.08 |
0.3% |
0.00 |
| Volume |
8 |
6 |
-2 |
-25.0% |
34 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.50 |
3,027.50 |
2,967.75 |
|
| R3 |
3,010.00 |
2,996.00 |
2,959.25 |
|
| R2 |
2,978.50 |
2,978.50 |
2,956.25 |
|
| R1 |
2,964.50 |
2,964.50 |
2,953.50 |
2,971.50 |
| PP |
2,947.00 |
2,947.00 |
2,947.00 |
2,950.50 |
| S1 |
2,933.00 |
2,933.00 |
2,947.50 |
2,940.00 |
| S2 |
2,915.50 |
2,915.50 |
2,944.75 |
|
| S3 |
2,884.00 |
2,901.50 |
2,941.75 |
|
| S4 |
2,852.50 |
2,870.00 |
2,933.25 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,154.75 |
3,126.75 |
2,991.25 |
|
| R3 |
3,080.75 |
3,052.75 |
2,970.75 |
|
| R2 |
3,006.75 |
3,006.75 |
2,964.00 |
|
| R1 |
2,978.75 |
2,978.75 |
2,957.25 |
2,992.75 |
| PP |
2,932.75 |
2,932.75 |
2,932.75 |
2,940.00 |
| S1 |
2,904.75 |
2,904.75 |
2,943.75 |
2,918.75 |
| S2 |
2,858.75 |
2,858.75 |
2,937.00 |
|
| S3 |
2,784.75 |
2,830.75 |
2,930.25 |
|
| S4 |
2,710.75 |
2,756.75 |
2,909.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,961.00 |
2,887.00 |
74.00 |
2.5% |
29.50 |
1.0% |
86% |
True |
False |
9 |
| 10 |
2,961.00 |
2,813.00 |
148.00 |
5.0% |
27.75 |
0.9% |
93% |
True |
False |
8 |
| 20 |
2,982.25 |
2,813.00 |
169.25 |
5.7% |
22.25 |
0.8% |
81% |
False |
False |
5 |
| 40 |
3,029.50 |
2,813.00 |
216.50 |
7.3% |
13.25 |
0.5% |
64% |
False |
False |
3 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.3% |
10.25 |
0.4% |
74% |
False |
False |
2 |
| 80 |
3,029.50 |
2,726.75 |
302.75 |
10.3% |
7.75 |
0.3% |
74% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.00 |
|
2.618 |
3,043.50 |
|
1.618 |
3,012.00 |
|
1.000 |
2,992.50 |
|
0.618 |
2,980.50 |
|
HIGH |
2,961.00 |
|
0.618 |
2,949.00 |
|
0.500 |
2,945.25 |
|
0.382 |
2,941.50 |
|
LOW |
2,929.50 |
|
0.618 |
2,910.00 |
|
1.000 |
2,898.00 |
|
1.618 |
2,878.50 |
|
2.618 |
2,847.00 |
|
4.250 |
2,795.50 |
|
|