| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,166.0 |
6,111.5 |
-54.5 |
-0.9% |
6,285.0 |
| High |
6,166.0 |
6,161.5 |
-4.5 |
-0.1% |
6,314.5 |
| Low |
6,090.5 |
6,029.5 |
-61.0 |
-1.0% |
6,029.5 |
| Close |
6,103.5 |
6,050.0 |
-53.5 |
-0.9% |
6,050.0 |
| Range |
75.5 |
132.0 |
56.5 |
74.8% |
285.0 |
| ATR |
57.4 |
62.7 |
5.3 |
9.3% |
0.0 |
| Volume |
321 |
196 |
-125 |
-38.9% |
611 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,476.5 |
6,395.0 |
6,122.5 |
|
| R3 |
6,344.5 |
6,263.0 |
6,086.5 |
|
| R2 |
6,212.5 |
6,212.5 |
6,074.0 |
|
| R1 |
6,131.0 |
6,131.0 |
6,062.0 |
6,106.0 |
| PP |
6,080.5 |
6,080.5 |
6,080.5 |
6,067.5 |
| S1 |
5,999.0 |
5,999.0 |
6,038.0 |
5,974.0 |
| S2 |
5,948.5 |
5,948.5 |
6,026.0 |
|
| S3 |
5,816.5 |
5,867.0 |
6,013.5 |
|
| S4 |
5,684.5 |
5,735.0 |
5,977.5 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,986.5 |
6,803.0 |
6,207.0 |
|
| R3 |
6,701.5 |
6,518.0 |
6,128.5 |
|
| R2 |
6,416.5 |
6,416.5 |
6,102.0 |
|
| R1 |
6,233.0 |
6,233.0 |
6,076.0 |
6,182.0 |
| PP |
6,131.5 |
6,131.5 |
6,131.5 |
6,106.0 |
| S1 |
5,948.0 |
5,948.0 |
6,024.0 |
5,897.0 |
| S2 |
5,846.5 |
5,846.5 |
5,998.0 |
|
| S3 |
5,561.5 |
5,663.0 |
5,971.5 |
|
| S4 |
5,276.5 |
5,378.0 |
5,893.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,314.5 |
6,029.5 |
285.0 |
4.7% |
57.5 |
0.9% |
7% |
False |
True |
122 |
| 10 |
6,333.0 |
6,029.5 |
303.5 |
5.0% |
39.5 |
0.6% |
7% |
False |
True |
68 |
| 20 |
6,687.0 |
6,029.5 |
657.5 |
10.9% |
21.0 |
0.3% |
3% |
False |
True |
51 |
| 40 |
6,707.0 |
6,029.5 |
677.5 |
11.2% |
11.0 |
0.2% |
3% |
False |
True |
37 |
| 60 |
6,707.0 |
6,029.5 |
677.5 |
11.2% |
7.5 |
0.1% |
3% |
False |
True |
27 |
| 80 |
6,707.0 |
6,029.5 |
677.5 |
11.2% |
5.5 |
0.1% |
3% |
False |
True |
20 |
| 100 |
6,707.0 |
6,029.5 |
677.5 |
11.2% |
4.5 |
0.1% |
3% |
False |
True |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,722.5 |
|
2.618 |
6,507.0 |
|
1.618 |
6,375.0 |
|
1.000 |
6,293.5 |
|
0.618 |
6,243.0 |
|
HIGH |
6,161.5 |
|
0.618 |
6,111.0 |
|
0.500 |
6,095.5 |
|
0.382 |
6,080.0 |
|
LOW |
6,029.5 |
|
0.618 |
5,948.0 |
|
1.000 |
5,897.5 |
|
1.618 |
5,816.0 |
|
2.618 |
5,684.0 |
|
4.250 |
5,468.5 |
|
|