| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,896.00 |
2,897.50 |
1.50 |
0.1% |
2,861.50 |
| High |
2,900.00 |
2,912.75 |
12.75 |
0.4% |
2,912.75 |
| Low |
2,887.75 |
2,894.75 |
7.00 |
0.2% |
2,813.00 |
| Close |
2,892.75 |
2,894.75 |
2.00 |
0.1% |
2,894.75 |
| Range |
12.25 |
18.00 |
5.75 |
46.9% |
99.75 |
| ATR |
30.00 |
29.28 |
-0.71 |
-2.4% |
0.00 |
| Volume |
2 |
13 |
11 |
550.0% |
51 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954.75 |
2,942.75 |
2,904.75 |
|
| R3 |
2,936.75 |
2,924.75 |
2,899.75 |
|
| R2 |
2,918.75 |
2,918.75 |
2,898.00 |
|
| R1 |
2,906.75 |
2,906.75 |
2,896.50 |
2,903.75 |
| PP |
2,900.75 |
2,900.75 |
2,900.75 |
2,899.25 |
| S1 |
2,888.75 |
2,888.75 |
2,893.00 |
2,885.75 |
| S2 |
2,882.75 |
2,882.75 |
2,891.50 |
|
| S3 |
2,864.75 |
2,870.75 |
2,889.75 |
|
| S4 |
2,846.75 |
2,852.75 |
2,884.75 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.75 |
3,133.50 |
2,949.50 |
|
| R3 |
3,073.00 |
3,033.75 |
2,922.25 |
|
| R2 |
2,973.25 |
2,973.25 |
2,913.00 |
|
| R1 |
2,934.00 |
2,934.00 |
2,904.00 |
2,953.50 |
| PP |
2,873.50 |
2,873.50 |
2,873.50 |
2,883.25 |
| S1 |
2,834.25 |
2,834.25 |
2,885.50 |
2,854.00 |
| S2 |
2,773.75 |
2,773.75 |
2,876.50 |
|
| S3 |
2,674.00 |
2,734.50 |
2,867.25 |
|
| S4 |
2,574.25 |
2,634.75 |
2,840.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,912.75 |
2,813.00 |
99.75 |
3.4% |
22.50 |
0.8% |
82% |
True |
False |
10 |
| 10 |
2,982.25 |
2,813.00 |
169.25 |
5.8% |
16.50 |
0.6% |
48% |
False |
False |
6 |
| 20 |
2,982.25 |
2,813.00 |
169.25 |
5.8% |
16.50 |
0.6% |
48% |
False |
False |
3 |
| 40 |
3,029.50 |
2,813.00 |
216.50 |
7.5% |
11.00 |
0.4% |
38% |
False |
False |
2 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.5% |
8.25 |
0.3% |
55% |
False |
False |
2 |
| 80 |
3,029.50 |
2,726.75 |
302.75 |
10.5% |
6.25 |
0.2% |
55% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.25 |
|
2.618 |
2,959.75 |
|
1.618 |
2,941.75 |
|
1.000 |
2,930.75 |
|
0.618 |
2,923.75 |
|
HIGH |
2,912.75 |
|
0.618 |
2,905.75 |
|
0.500 |
2,903.75 |
|
0.382 |
2,901.75 |
|
LOW |
2,894.75 |
|
0.618 |
2,883.75 |
|
1.000 |
2,876.75 |
|
1.618 |
2,865.75 |
|
2.618 |
2,847.75 |
|
4.250 |
2,818.25 |
|
|