| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,861.50 |
2,826.00 |
-35.50 |
-1.2% |
2,969.50 |
| High |
2,861.50 |
2,852.00 |
-9.50 |
-0.3% |
2,982.25 |
| Low |
2,813.00 |
2,825.00 |
12.00 |
0.4% |
2,844.25 |
| Close |
2,837.50 |
2,851.75 |
14.25 |
0.5% |
2,858.50 |
| Range |
48.50 |
27.00 |
-21.50 |
-44.3% |
138.00 |
| ATR |
30.95 |
30.67 |
-0.28 |
-0.9% |
0.00 |
| Volume |
17 |
11 |
-6 |
-35.3% |
9 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.00 |
2,914.75 |
2,866.50 |
|
| R3 |
2,897.00 |
2,887.75 |
2,859.25 |
|
| R2 |
2,870.00 |
2,870.00 |
2,856.75 |
|
| R1 |
2,860.75 |
2,860.75 |
2,854.25 |
2,865.50 |
| PP |
2,843.00 |
2,843.00 |
2,843.00 |
2,845.25 |
| S1 |
2,833.75 |
2,833.75 |
2,849.25 |
2,838.50 |
| S2 |
2,816.00 |
2,816.00 |
2,846.75 |
|
| S3 |
2,789.00 |
2,806.75 |
2,844.25 |
|
| S4 |
2,762.00 |
2,779.75 |
2,837.00 |
|
|
| 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 |
2,950.00 |
2,813.00 |
137.00 |
4.8% |
22.00 |
0.8% |
28% |
False |
False |
6 |
| 10 |
2,982.25 |
2,813.00 |
169.25 |
5.9% |
26.50 |
0.9% |
23% |
False |
False |
4 |
| 20 |
2,998.25 |
2,813.00 |
185.25 |
6.5% |
14.75 |
0.5% |
21% |
False |
False |
2 |
| 40 |
3,029.50 |
2,813.00 |
216.50 |
7.6% |
11.25 |
0.4% |
18% |
False |
False |
2 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.6% |
7.50 |
0.3% |
41% |
False |
False |
1 |
| 80 |
3,029.50 |
2,726.75 |
302.75 |
10.6% |
6.00 |
0.2% |
41% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.75 |
|
2.618 |
2,922.75 |
|
1.618 |
2,895.75 |
|
1.000 |
2,879.00 |
|
0.618 |
2,868.75 |
|
HIGH |
2,852.00 |
|
0.618 |
2,841.75 |
|
0.500 |
2,838.50 |
|
0.382 |
2,835.25 |
|
LOW |
2,825.00 |
|
0.618 |
2,808.25 |
|
1.000 |
2,798.00 |
|
1.618 |
2,781.25 |
|
2.618 |
2,754.25 |
|
4.250 |
2,710.25 |
|
|