| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,326.5 |
6,274.0 |
-52.5 |
-0.8% |
6,453.0 |
| High |
6,333.0 |
6,275.0 |
-58.0 |
-0.9% |
6,480.0 |
| Low |
6,309.0 |
6,216.5 |
-92.5 |
-1.5% |
6,257.0 |
| Close |
6,312.5 |
6,260.5 |
-52.0 |
-0.8% |
6,326.0 |
| Range |
24.0 |
58.5 |
34.5 |
143.8% |
223.0 |
| ATR |
52.0 |
55.2 |
3.1 |
6.0% |
0.0 |
| Volume |
20 |
30 |
10 |
50.0% |
294 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,426.0 |
6,402.0 |
6,292.5 |
|
| R3 |
6,367.5 |
6,343.5 |
6,276.5 |
|
| R2 |
6,309.0 |
6,309.0 |
6,271.0 |
|
| R1 |
6,285.0 |
6,285.0 |
6,266.0 |
6,268.0 |
| PP |
6,250.5 |
6,250.5 |
6,250.5 |
6,242.0 |
| S1 |
6,226.5 |
6,226.5 |
6,255.0 |
6,209.0 |
| S2 |
6,192.0 |
6,192.0 |
6,250.0 |
|
| S3 |
6,133.5 |
6,168.0 |
6,244.5 |
|
| S4 |
6,075.0 |
6,109.5 |
6,228.5 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,023.5 |
6,897.5 |
6,448.5 |
|
| R3 |
6,800.5 |
6,674.5 |
6,387.5 |
|
| R2 |
6,577.5 |
6,577.5 |
6,367.0 |
|
| R1 |
6,451.5 |
6,451.5 |
6,346.5 |
6,403.0 |
| PP |
6,354.5 |
6,354.5 |
6,354.5 |
6,330.0 |
| S1 |
6,228.5 |
6,228.5 |
6,305.5 |
6,180.0 |
| S2 |
6,131.5 |
6,131.5 |
6,285.0 |
|
| S3 |
5,908.5 |
6,005.5 |
6,264.5 |
|
| S4 |
5,685.5 |
5,782.5 |
6,203.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,380.5 |
6,216.5 |
164.0 |
2.6% |
18.5 |
0.3% |
27% |
False |
True |
50 |
| 10 |
6,565.0 |
6,216.5 |
348.5 |
5.6% |
11.0 |
0.2% |
13% |
False |
True |
37 |
| 20 |
6,707.0 |
6,216.5 |
490.5 |
7.8% |
6.0 |
0.1% |
9% |
False |
True |
24 |
| 40 |
6,707.0 |
6,110.0 |
597.0 |
9.5% |
3.5 |
0.1% |
25% |
False |
False |
24 |
| 60 |
6,707.0 |
6,110.0 |
597.0 |
9.5% |
2.5 |
0.0% |
25% |
False |
False |
16 |
| 80 |
6,707.0 |
6,109.5 |
597.5 |
9.5% |
2.0 |
0.0% |
25% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,523.5 |
|
2.618 |
6,428.0 |
|
1.618 |
6,369.5 |
|
1.000 |
6,333.5 |
|
0.618 |
6,311.0 |
|
HIGH |
6,275.0 |
|
0.618 |
6,252.5 |
|
0.500 |
6,246.0 |
|
0.382 |
6,239.0 |
|
LOW |
6,216.5 |
|
0.618 |
6,180.5 |
|
1.000 |
6,158.0 |
|
1.618 |
6,122.0 |
|
2.618 |
6,063.5 |
|
4.250 |
5,968.0 |
|
|