| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,993.06 |
2,961.67 |
-31.39 |
-1.0% |
3,024.38 |
| High |
3,007.30 |
2,975.83 |
-31.47 |
-1.0% |
3,037.00 |
| Low |
2,962.22 |
2,933.22 |
-29.00 |
-1.0% |
2,979.90 |
| Close |
2,973.69 |
2,937.14 |
-36.55 |
-1.2% |
2,981.76 |
| Range |
45.08 |
42.61 |
-2.47 |
-5.5% |
57.10 |
| ATR |
33.70 |
34.34 |
0.64 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.56 |
3,049.46 |
2,960.58 |
|
| R3 |
3,033.95 |
3,006.85 |
2,948.86 |
|
| R2 |
2,991.34 |
2,991.34 |
2,944.95 |
|
| R1 |
2,964.24 |
2,964.24 |
2,941.05 |
2,956.49 |
| PP |
2,948.73 |
2,948.73 |
2,948.73 |
2,944.85 |
| S1 |
2,921.63 |
2,921.63 |
2,933.23 |
2,913.88 |
| S2 |
2,906.12 |
2,906.12 |
2,929.33 |
|
| S3 |
2,863.51 |
2,879.02 |
2,925.42 |
|
| S4 |
2,820.90 |
2,836.41 |
2,913.70 |
|
|
| 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 |
3,026.36 |
2,933.22 |
93.14 |
3.2% |
39.31 |
1.3% |
4% |
False |
True |
|
| 10 |
3,053.51 |
2,933.22 |
120.29 |
4.1% |
38.89 |
1.3% |
3% |
False |
True |
|
| 20 |
3,053.51 |
2,933.22 |
120.29 |
4.1% |
30.45 |
1.0% |
3% |
False |
True |
|
| 40 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
30.66 |
1.0% |
64% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
28.73 |
1.0% |
64% |
False |
False |
|
| 80 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
28.05 |
1.0% |
68% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
26.96 |
0.9% |
68% |
False |
False |
|
| 120 |
3,053.51 |
2,598.57 |
454.94 |
15.5% |
27.35 |
0.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,156.92 |
|
2.618 |
3,087.38 |
|
1.618 |
3,044.77 |
|
1.000 |
3,018.44 |
|
0.618 |
3,002.16 |
|
HIGH |
2,975.83 |
|
0.618 |
2,959.55 |
|
0.500 |
2,954.53 |
|
0.382 |
2,949.50 |
|
LOW |
2,933.22 |
|
0.618 |
2,906.89 |
|
1.000 |
2,890.61 |
|
1.618 |
2,864.28 |
|
2.618 |
2,821.67 |
|
4.250 |
2,752.13 |
|
|