| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,950.75 |
2,969.50 |
18.75 |
0.6% |
2,975.25 |
| High |
2,961.25 |
2,969.50 |
8.25 |
0.3% |
2,975.25 |
| Low |
2,919.25 |
2,953.25 |
34.00 |
1.2% |
2,908.50 |
| Close |
2,930.75 |
2,958.50 |
27.75 |
0.9% |
2,930.75 |
| Range |
42.00 |
16.25 |
-25.75 |
-61.3% |
66.75 |
| ATR |
24.24 |
25.28 |
1.04 |
4.3% |
0.00 |
| Volume |
6 |
5 |
-1 |
-16.7% |
11 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,009.25 |
3,000.00 |
2,967.50 |
|
| R3 |
2,993.00 |
2,983.75 |
2,963.00 |
|
| R2 |
2,976.75 |
2,976.75 |
2,961.50 |
|
| R1 |
2,967.50 |
2,967.50 |
2,960.00 |
2,964.00 |
| PP |
2,960.50 |
2,960.50 |
2,960.50 |
2,958.50 |
| S1 |
2,951.25 |
2,951.25 |
2,957.00 |
2,947.75 |
| S2 |
2,944.25 |
2,944.25 |
2,955.50 |
|
| S3 |
2,928.00 |
2,935.00 |
2,954.00 |
|
| S4 |
2,911.75 |
2,918.75 |
2,949.50 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.50 |
3,101.25 |
2,967.50 |
|
| R3 |
3,071.75 |
3,034.50 |
2,949.00 |
|
| R2 |
3,005.00 |
3,005.00 |
2,943.00 |
|
| R1 |
2,967.75 |
2,967.75 |
2,936.75 |
2,953.00 |
| PP |
2,938.25 |
2,938.25 |
2,938.25 |
2,930.75 |
| S1 |
2,901.00 |
2,901.00 |
2,924.75 |
2,886.25 |
| S2 |
2,871.50 |
2,871.50 |
2,918.50 |
|
| S3 |
2,804.75 |
2,834.25 |
2,912.50 |
|
| S4 |
2,738.00 |
2,767.50 |
2,894.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,969.50 |
2,908.50 |
61.00 |
2.1% |
33.50 |
1.1% |
82% |
True |
False |
3 |
| 10 |
2,975.25 |
2,908.50 |
66.75 |
2.3% |
16.75 |
0.6% |
75% |
False |
False |
2 |
| 20 |
3,029.50 |
2,908.50 |
121.00 |
4.1% |
11.25 |
0.4% |
41% |
False |
False |
1 |
| 40 |
3,029.50 |
2,784.50 |
245.00 |
8.3% |
8.50 |
0.3% |
71% |
False |
False |
1 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.2% |
5.75 |
0.2% |
77% |
False |
False |
1 |
| 80 |
3,029.50 |
2,684.25 |
345.25 |
11.7% |
4.75 |
0.2% |
79% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,038.50 |
|
2.618 |
3,012.00 |
|
1.618 |
2,995.75 |
|
1.000 |
2,985.75 |
|
0.618 |
2,979.50 |
|
HIGH |
2,969.50 |
|
0.618 |
2,963.25 |
|
0.500 |
2,961.50 |
|
0.382 |
2,959.50 |
|
LOW |
2,953.25 |
|
0.618 |
2,943.25 |
|
1.000 |
2,937.00 |
|
1.618 |
2,927.00 |
|
2.618 |
2,910.75 |
|
4.250 |
2,884.25 |
|
|