| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,924.79 |
2,918.95 |
-5.84 |
-0.2% |
2,852.65 |
| High |
2,945.93 |
2,953.85 |
7.92 |
0.3% |
2,927.49 |
| Low |
2,913.48 |
2,916.27 |
2.79 |
0.1% |
2,825.18 |
| Close |
2,929.63 |
2,941.41 |
11.78 |
0.4% |
2,909.60 |
| Range |
32.45 |
37.58 |
5.13 |
15.8% |
102.31 |
| ATR |
38.68 |
38.61 |
-0.08 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.92 |
3,033.24 |
2,962.08 |
|
| R3 |
3,012.34 |
2,995.66 |
2,951.74 |
|
| R2 |
2,974.76 |
2,974.76 |
2,948.30 |
|
| R1 |
2,958.08 |
2,958.08 |
2,944.85 |
2,966.42 |
| PP |
2,937.18 |
2,937.18 |
2,937.18 |
2,941.35 |
| S1 |
2,920.50 |
2,920.50 |
2,937.97 |
2,928.84 |
| S2 |
2,899.60 |
2,899.60 |
2,934.52 |
|
| S3 |
2,862.02 |
2,882.92 |
2,931.08 |
|
| S4 |
2,824.44 |
2,845.34 |
2,920.74 |
|
|
| 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 |
2,953.85 |
2,891.57 |
62.28 |
2.1% |
30.35 |
1.0% |
80% |
True |
False |
|
| 10 |
2,953.85 |
2,825.18 |
128.67 |
4.4% |
34.14 |
1.2% |
90% |
True |
False |
|
| 20 |
3,004.67 |
2,825.18 |
179.49 |
6.1% |
35.45 |
1.2% |
65% |
False |
False |
|
| 40 |
3,053.51 |
2,825.18 |
228.33 |
7.8% |
32.95 |
1.1% |
51% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
32.26 |
1.1% |
65% |
False |
False |
|
| 80 |
3,053.51 |
2,730.97 |
322.54 |
11.0% |
30.41 |
1.0% |
65% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
29.53 |
1.0% |
69% |
False |
False |
|
| 120 |
3,053.51 |
2,689.83 |
363.68 |
12.4% |
28.38 |
1.0% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113.57 |
|
2.618 |
3,052.23 |
|
1.618 |
3,014.65 |
|
1.000 |
2,991.43 |
|
0.618 |
2,977.07 |
|
HIGH |
2,953.85 |
|
0.618 |
2,939.49 |
|
0.500 |
2,935.06 |
|
0.382 |
2,930.63 |
|
LOW |
2,916.27 |
|
0.618 |
2,893.05 |
|
1.000 |
2,878.69 |
|
1.618 |
2,855.47 |
|
2.618 |
2,817.89 |
|
4.250 |
2,756.56 |
|
|