| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,960.90 |
2,995.03 |
34.13 |
1.2% |
2,984.59 |
| High |
2,993.13 |
3,004.67 |
11.54 |
0.4% |
3,007.30 |
| Low |
2,955.10 |
2,985.50 |
30.40 |
1.0% |
2,911.94 |
| Close |
2,990.87 |
2,990.49 |
-0.38 |
0.0% |
2,990.87 |
| Range |
38.03 |
19.17 |
-18.86 |
-49.6% |
95.36 |
| ATR |
35.21 |
34.06 |
-1.15 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.06 |
3,039.95 |
3,001.03 |
|
| R3 |
3,031.89 |
3,020.78 |
2,995.76 |
|
| R2 |
3,012.72 |
3,012.72 |
2,994.00 |
|
| R1 |
3,001.61 |
3,001.61 |
2,992.25 |
2,997.58 |
| PP |
2,993.55 |
2,993.55 |
2,993.55 |
2,991.54 |
| S1 |
2,982.44 |
2,982.44 |
2,988.73 |
2,978.41 |
| S2 |
2,974.38 |
2,974.38 |
2,986.98 |
|
| S3 |
2,955.21 |
2,963.27 |
2,985.22 |
|
| S4 |
2,936.04 |
2,944.10 |
2,979.95 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,256.12 |
3,218.85 |
3,043.32 |
|
| R3 |
3,160.76 |
3,123.49 |
3,017.09 |
|
| R2 |
3,065.40 |
3,065.40 |
3,008.35 |
|
| R1 |
3,028.13 |
3,028.13 |
2,999.61 |
3,046.77 |
| PP |
2,970.04 |
2,970.04 |
2,970.04 |
2,979.35 |
| S1 |
2,932.77 |
2,932.77 |
2,982.13 |
2,951.41 |
| S2 |
2,874.68 |
2,874.68 |
2,973.39 |
|
| S3 |
2,779.32 |
2,837.41 |
2,964.65 |
|
| S4 |
2,683.96 |
2,742.05 |
2,938.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,007.30 |
2,911.94 |
95.36 |
3.2% |
36.65 |
1.2% |
82% |
False |
False |
|
| 10 |
3,037.00 |
2,911.94 |
125.06 |
4.2% |
35.39 |
1.2% |
63% |
False |
False |
|
| 20 |
3,053.51 |
2,911.94 |
141.57 |
4.7% |
31.93 |
1.1% |
55% |
False |
False |
|
| 40 |
3,053.51 |
2,730.97 |
322.54 |
10.8% |
30.83 |
1.0% |
80% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
10.8% |
29.45 |
1.0% |
80% |
False |
False |
|
| 80 |
3,053.51 |
2,689.83 |
363.68 |
12.2% |
28.69 |
1.0% |
83% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.2% |
27.45 |
0.9% |
83% |
False |
False |
|
| 120 |
3,053.51 |
2,598.57 |
454.94 |
15.2% |
27.35 |
0.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,086.14 |
|
2.618 |
3,054.86 |
|
1.618 |
3,035.69 |
|
1.000 |
3,023.84 |
|
0.618 |
3,016.52 |
|
HIGH |
3,004.67 |
|
0.618 |
2,997.35 |
|
0.500 |
2,995.09 |
|
0.382 |
2,992.82 |
|
LOW |
2,985.50 |
|
0.618 |
2,973.65 |
|
1.000 |
2,966.33 |
|
1.618 |
2,954.48 |
|
2.618 |
2,935.31 |
|
4.250 |
2,904.03 |
|
|