| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,874.66 |
2,892.43 |
17.77 |
0.6% |
2,967.33 |
| High |
2,880.93 |
2,899.58 |
18.65 |
0.6% |
3,001.89 |
| Low |
2,851.99 |
2,883.96 |
31.97 |
1.1% |
2,853.69 |
| Close |
2,866.50 |
2,893.85 |
27.35 |
1.0% |
2,877.94 |
| Range |
28.94 |
15.62 |
-13.32 |
-46.0% |
148.20 |
| ATR |
40.43 |
39.90 |
-0.52 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.32 |
2,932.21 |
2,902.44 |
|
| R3 |
2,923.70 |
2,916.59 |
2,898.15 |
|
| R2 |
2,908.08 |
2,908.08 |
2,896.71 |
|
| R1 |
2,900.97 |
2,900.97 |
2,895.28 |
2,904.53 |
| PP |
2,892.46 |
2,892.46 |
2,892.46 |
2,894.24 |
| S1 |
2,885.35 |
2,885.35 |
2,892.42 |
2,888.91 |
| S2 |
2,876.84 |
2,876.84 |
2,890.99 |
|
| S3 |
2,861.22 |
2,869.73 |
2,889.55 |
|
| S4 |
2,845.60 |
2,854.11 |
2,885.26 |
|
|
| 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 |
2,938.10 |
2,825.18 |
112.92 |
3.9% |
37.93 |
1.3% |
61% |
False |
False |
|
| 10 |
3,001.89 |
2,825.18 |
176.71 |
6.1% |
37.06 |
1.3% |
39% |
False |
False |
|
| 20 |
3,026.36 |
2,825.18 |
201.18 |
7.0% |
37.70 |
1.3% |
34% |
False |
False |
|
| 40 |
3,053.51 |
2,825.18 |
228.33 |
7.9% |
31.89 |
1.1% |
30% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
11.1% |
32.17 |
1.1% |
50% |
False |
False |
|
| 80 |
3,053.51 |
2,730.97 |
322.54 |
11.1% |
29.79 |
1.0% |
50% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.6% |
29.56 |
1.0% |
56% |
False |
False |
|
| 120 |
3,053.51 |
2,689.83 |
363.68 |
12.6% |
28.01 |
1.0% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,965.97 |
|
2.618 |
2,940.47 |
|
1.618 |
2,924.85 |
|
1.000 |
2,915.20 |
|
0.618 |
2,909.23 |
|
HIGH |
2,899.58 |
|
0.618 |
2,893.61 |
|
0.500 |
2,891.77 |
|
0.382 |
2,889.93 |
|
LOW |
2,883.96 |
|
0.618 |
2,874.31 |
|
1.000 |
2,868.34 |
|
1.618 |
2,858.69 |
|
2.618 |
2,843.07 |
|
4.250 |
2,817.58 |
|
|