| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,927.63 |
2,887.07 |
-40.56 |
-1.4% |
2,967.33 |
| High |
2,938.10 |
2,898.40 |
-39.70 |
-1.4% |
3,001.89 |
| Low |
2,882.45 |
2,853.69 |
-28.76 |
-1.0% |
2,853.69 |
| Close |
2,890.33 |
2,877.94 |
-12.39 |
-0.4% |
2,877.94 |
| Range |
55.65 |
44.71 |
-10.94 |
-19.7% |
148.20 |
| ATR |
39.76 |
40.11 |
0.35 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.81 |
2,989.08 |
2,902.53 |
|
| R3 |
2,966.10 |
2,944.37 |
2,890.24 |
|
| R2 |
2,921.39 |
2,921.39 |
2,886.14 |
|
| R1 |
2,899.66 |
2,899.66 |
2,882.04 |
2,888.17 |
| PP |
2,876.68 |
2,876.68 |
2,876.68 |
2,870.93 |
| S1 |
2,854.95 |
2,854.95 |
2,873.84 |
2,843.46 |
| S2 |
2,831.97 |
2,831.97 |
2,869.74 |
|
| S3 |
2,787.26 |
2,810.24 |
2,865.64 |
|
| S4 |
2,742.55 |
2,765.53 |
2,853.35 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,355.77 |
3,265.06 |
2,959.45 |
|
| R3 |
3,207.57 |
3,116.86 |
2,918.70 |
|
| R2 |
3,059.37 |
3,059.37 |
2,905.11 |
|
| R1 |
2,968.66 |
2,968.66 |
2,891.53 |
2,939.92 |
| PP |
2,911.17 |
2,911.17 |
2,911.17 |
2,896.80 |
| S1 |
2,820.46 |
2,820.46 |
2,864.36 |
2,791.72 |
| S2 |
2,762.97 |
2,762.97 |
2,850.77 |
|
| S3 |
2,614.77 |
2,672.26 |
2,837.19 |
|
| S4 |
2,466.57 |
2,524.06 |
2,796.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,001.89 |
2,853.69 |
148.20 |
5.1% |
40.01 |
1.4% |
16% |
False |
True |
|
| 10 |
3,004.67 |
2,853.69 |
150.98 |
5.2% |
39.17 |
1.4% |
16% |
False |
True |
|
| 20 |
3,037.00 |
2,853.69 |
183.31 |
6.4% |
37.62 |
1.3% |
13% |
False |
True |
|
| 40 |
3,053.51 |
2,828.88 |
224.63 |
7.8% |
31.55 |
1.1% |
22% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
11.2% |
31.81 |
1.1% |
46% |
False |
False |
|
| 80 |
3,053.51 |
2,715.01 |
338.50 |
11.8% |
29.72 |
1.0% |
48% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.6% |
29.41 |
1.0% |
52% |
False |
False |
|
| 120 |
3,053.51 |
2,598.57 |
454.94 |
15.8% |
28.30 |
1.0% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.42 |
|
2.618 |
3,015.45 |
|
1.618 |
2,970.74 |
|
1.000 |
2,943.11 |
|
0.618 |
2,926.03 |
|
HIGH |
2,898.40 |
|
0.618 |
2,881.32 |
|
0.500 |
2,876.05 |
|
0.382 |
2,870.77 |
|
LOW |
2,853.69 |
|
0.618 |
2,826.06 |
|
1.000 |
2,808.98 |
|
1.618 |
2,781.35 |
|
2.618 |
2,736.64 |
|
4.250 |
2,663.67 |
|
|