| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3,001.69 |
2,984.59 |
-17.10 |
-0.6% |
3,024.38 |
| High |
3,023.11 |
2,990.80 |
-32.31 |
-1.1% |
3,037.00 |
| Low |
2,981.76 |
2,950.87 |
-30.89 |
-1.0% |
2,979.90 |
| Close |
2,981.76 |
2,990.79 |
9.03 |
0.3% |
2,981.76 |
| Range |
41.35 |
39.93 |
-1.42 |
-3.4% |
57.10 |
| ATR |
32.28 |
32.82 |
0.55 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.28 |
3,083.96 |
3,012.75 |
|
| R3 |
3,057.35 |
3,044.03 |
3,001.77 |
|
| R2 |
3,017.42 |
3,017.42 |
2,998.11 |
|
| R1 |
3,004.10 |
3,004.10 |
2,994.45 |
3,010.76 |
| PP |
2,977.49 |
2,977.49 |
2,977.49 |
2,980.82 |
| S1 |
2,964.17 |
2,964.17 |
2,987.13 |
2,970.83 |
| S2 |
2,937.56 |
2,937.56 |
2,983.47 |
|
| S3 |
2,897.63 |
2,924.24 |
2,979.81 |
|
| S4 |
2,857.70 |
2,884.31 |
2,968.83 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.85 |
3,133.41 |
3,013.17 |
|
| R3 |
3,113.75 |
3,076.31 |
2,997.46 |
|
| R2 |
3,056.65 |
3,056.65 |
2,992.23 |
|
| R1 |
3,019.21 |
3,019.21 |
2,986.99 |
3,009.38 |
| PP |
2,999.55 |
2,999.55 |
2,999.55 |
2,994.64 |
| S1 |
2,962.11 |
2,962.11 |
2,976.53 |
2,952.28 |
| S2 |
2,942.45 |
2,942.45 |
2,971.29 |
|
| S3 |
2,885.35 |
2,905.01 |
2,966.06 |
|
| S4 |
2,828.25 |
2,847.91 |
2,950.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,037.00 |
2,950.87 |
86.13 |
2.9% |
34.13 |
1.1% |
46% |
False |
True |
|
| 10 |
3,053.51 |
2,950.87 |
102.64 |
3.4% |
34.73 |
1.2% |
39% |
False |
True |
|
| 20 |
3,053.51 |
2,942.25 |
111.26 |
3.7% |
27.65 |
0.9% |
44% |
False |
False |
|
| 40 |
3,053.51 |
2,730.97 |
322.54 |
10.8% |
29.89 |
1.0% |
81% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
10.8% |
27.95 |
0.9% |
81% |
False |
False |
|
| 80 |
3,053.51 |
2,689.83 |
363.68 |
12.2% |
27.61 |
0.9% |
83% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.2% |
26.53 |
0.9% |
83% |
False |
False |
|
| 120 |
3,053.51 |
2,598.57 |
454.94 |
15.2% |
27.13 |
0.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,160.50 |
|
2.618 |
3,095.34 |
|
1.618 |
3,055.41 |
|
1.000 |
3,030.73 |
|
0.618 |
3,015.48 |
|
HIGH |
2,990.80 |
|
0.618 |
2,975.55 |
|
0.500 |
2,970.84 |
|
0.382 |
2,966.12 |
|
LOW |
2,950.87 |
|
0.618 |
2,926.19 |
|
1.000 |
2,910.94 |
|
1.618 |
2,886.26 |
|
2.618 |
2,846.33 |
|
4.250 |
2,781.17 |
|
|