| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,933.48 |
2,924.79 |
-8.69 |
-0.3% |
2,852.65 |
| High |
2,951.00 |
2,945.93 |
-5.07 |
-0.2% |
2,927.49 |
| Low |
2,924.26 |
2,913.48 |
-10.78 |
-0.4% |
2,825.18 |
| Close |
2,927.35 |
2,929.63 |
2.28 |
0.1% |
2,909.60 |
| Range |
26.74 |
32.45 |
5.71 |
21.4% |
102.31 |
| ATR |
39.16 |
38.68 |
-0.48 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.03 |
3,010.78 |
2,947.48 |
|
| R3 |
2,994.58 |
2,978.33 |
2,938.55 |
|
| R2 |
2,962.13 |
2,962.13 |
2,935.58 |
|
| R1 |
2,945.88 |
2,945.88 |
2,932.60 |
2,954.01 |
| PP |
2,929.68 |
2,929.68 |
2,929.68 |
2,933.74 |
| S1 |
2,913.43 |
2,913.43 |
2,926.66 |
2,921.56 |
| S2 |
2,897.23 |
2,897.23 |
2,923.68 |
|
| S3 |
2,864.78 |
2,880.98 |
2,920.71 |
|
| S4 |
2,832.33 |
2,848.53 |
2,911.78 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,194.35 |
3,154.29 |
2,965.87 |
|
| R3 |
3,092.04 |
3,051.98 |
2,937.74 |
|
| R2 |
2,989.73 |
2,989.73 |
2,928.36 |
|
| R1 |
2,949.67 |
2,949.67 |
2,918.98 |
2,969.70 |
| PP |
2,887.42 |
2,887.42 |
2,887.42 |
2,897.44 |
| S1 |
2,847.36 |
2,847.36 |
2,900.22 |
2,867.39 |
| S2 |
2,785.11 |
2,785.11 |
2,890.84 |
|
| S3 |
2,682.80 |
2,745.05 |
2,881.46 |
|
| S4 |
2,580.49 |
2,642.74 |
2,853.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,951.00 |
2,883.96 |
67.04 |
2.3% |
25.95 |
0.9% |
68% |
False |
False |
|
| 10 |
3,000.22 |
2,825.18 |
175.04 |
6.0% |
34.45 |
1.2% |
60% |
False |
False |
|
| 20 |
3,004.67 |
2,825.18 |
179.49 |
6.1% |
35.71 |
1.2% |
58% |
False |
False |
|
| 40 |
3,053.51 |
2,825.18 |
228.33 |
7.8% |
32.50 |
1.1% |
46% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
32.21 |
1.1% |
62% |
False |
False |
|
| 80 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
30.20 |
1.0% |
62% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
29.35 |
1.0% |
66% |
False |
False |
|
| 120 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
28.31 |
1.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,083.84 |
|
2.618 |
3,030.88 |
|
1.618 |
2,998.43 |
|
1.000 |
2,978.38 |
|
0.618 |
2,965.98 |
|
HIGH |
2,945.93 |
|
0.618 |
2,933.53 |
|
0.500 |
2,929.71 |
|
0.382 |
2,925.88 |
|
LOW |
2,913.48 |
|
0.618 |
2,893.43 |
|
1.000 |
2,881.03 |
|
1.618 |
2,860.98 |
|
2.618 |
2,828.53 |
|
4.250 |
2,775.57 |
|
|