| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,875.00 |
2,867.50 |
-7.50 |
-0.3% |
2,969.50 |
| High |
2,875.00 |
2,878.00 |
3.00 |
0.1% |
2,982.25 |
| Low |
2,873.75 |
2,844.25 |
-29.50 |
-1.0% |
2,844.25 |
| Close |
2,873.75 |
2,858.50 |
-15.25 |
-0.5% |
2,858.50 |
| Range |
1.25 |
33.75 |
32.50 |
2,600.0% |
138.00 |
| ATR |
29.29 |
29.60 |
0.32 |
1.1% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.50 |
2,943.75 |
2,877.00 |
|
| R3 |
2,927.75 |
2,910.00 |
2,867.75 |
|
| R2 |
2,894.00 |
2,894.00 |
2,864.75 |
|
| R1 |
2,876.25 |
2,876.25 |
2,861.50 |
2,868.25 |
| PP |
2,860.25 |
2,860.25 |
2,860.25 |
2,856.25 |
| S1 |
2,842.50 |
2,842.50 |
2,855.50 |
2,834.50 |
| S2 |
2,826.50 |
2,826.50 |
2,852.25 |
|
| S3 |
2,792.75 |
2,808.75 |
2,849.25 |
|
| S4 |
2,759.00 |
2,775.00 |
2,840.00 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,309.00 |
3,221.75 |
2,934.50 |
|
| R3 |
3,171.00 |
3,083.75 |
2,896.50 |
|
| R2 |
3,033.00 |
3,033.00 |
2,883.75 |
|
| R1 |
2,945.75 |
2,945.75 |
2,871.25 |
2,920.50 |
| PP |
2,895.00 |
2,895.00 |
2,895.00 |
2,882.25 |
| S1 |
2,807.75 |
2,807.75 |
2,845.75 |
2,782.50 |
| S2 |
2,757.00 |
2,757.00 |
2,833.25 |
|
| S3 |
2,619.00 |
2,669.75 |
2,820.50 |
|
| S4 |
2,481.00 |
2,531.75 |
2,782.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,982.25 |
2,844.25 |
138.00 |
4.8% |
10.25 |
0.4% |
10% |
False |
True |
1 |
| 10 |
2,982.25 |
2,844.25 |
138.00 |
4.8% |
20.25 |
0.7% |
10% |
False |
True |
2 |
| 20 |
2,998.25 |
2,844.25 |
154.00 |
5.4% |
11.00 |
0.4% |
9% |
False |
True |
1 |
| 40 |
3,029.50 |
2,818.00 |
211.50 |
7.4% |
9.50 |
0.3% |
19% |
False |
False |
1 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.6% |
6.25 |
0.2% |
44% |
False |
False |
1 |
| 80 |
3,029.50 |
2,720.00 |
309.50 |
10.8% |
5.00 |
0.2% |
45% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,021.50 |
|
2.618 |
2,966.25 |
|
1.618 |
2,932.50 |
|
1.000 |
2,911.75 |
|
0.618 |
2,898.75 |
|
HIGH |
2,878.00 |
|
0.618 |
2,865.00 |
|
0.500 |
2,861.00 |
|
0.382 |
2,857.25 |
|
LOW |
2,844.25 |
|
0.618 |
2,823.50 |
|
1.000 |
2,810.50 |
|
1.618 |
2,789.75 |
|
2.618 |
2,756.00 |
|
4.250 |
2,700.75 |
|
|