| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,959.44 |
2,977.68 |
18.24 |
0.6% |
2,984.59 |
| High |
2,987.85 |
2,978.76 |
-9.09 |
-0.3% |
3,007.30 |
| Low |
2,953.50 |
2,921.88 |
-31.62 |
-1.1% |
2,911.94 |
| Close |
2,959.84 |
2,926.14 |
-33.70 |
-1.1% |
2,990.87 |
| Range |
34.35 |
56.88 |
22.53 |
65.6% |
95.36 |
| ATR |
34.27 |
35.89 |
1.61 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.90 |
3,076.40 |
2,957.42 |
|
| R3 |
3,056.02 |
3,019.52 |
2,941.78 |
|
| R2 |
2,999.14 |
2,999.14 |
2,936.57 |
|
| R1 |
2,962.64 |
2,962.64 |
2,931.35 |
2,952.45 |
| PP |
2,942.26 |
2,942.26 |
2,942.26 |
2,937.17 |
| S1 |
2,905.76 |
2,905.76 |
2,920.93 |
2,895.57 |
| S2 |
2,885.38 |
2,885.38 |
2,915.71 |
|
| S3 |
2,828.50 |
2,848.88 |
2,910.50 |
|
| S4 |
2,771.62 |
2,792.00 |
2,894.86 |
|
|
| 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 |
3,004.67 |
2,911.94 |
92.73 |
3.2% |
37.36 |
1.3% |
15% |
False |
False |
|
| 10 |
3,026.36 |
2,911.94 |
114.42 |
3.9% |
38.34 |
1.3% |
12% |
False |
False |
|
| 20 |
3,053.51 |
2,911.94 |
141.57 |
4.8% |
34.44 |
1.2% |
10% |
False |
False |
|
| 40 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
31.05 |
1.1% |
61% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
30.07 |
1.0% |
61% |
False |
False |
|
| 80 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
29.34 |
1.0% |
65% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
27.99 |
1.0% |
65% |
False |
False |
|
| 120 |
3,053.51 |
2,598.57 |
454.94 |
15.5% |
27.48 |
0.9% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,220.50 |
|
2.618 |
3,127.67 |
|
1.618 |
3,070.79 |
|
1.000 |
3,035.64 |
|
0.618 |
3,013.91 |
|
HIGH |
2,978.76 |
|
0.618 |
2,957.03 |
|
0.500 |
2,950.32 |
|
0.382 |
2,943.61 |
|
LOW |
2,921.88 |
|
0.618 |
2,886.73 |
|
1.000 |
2,865.00 |
|
1.618 |
2,829.85 |
|
2.618 |
2,772.97 |
|
4.250 |
2,680.14 |
|
|