| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,897.50 |
2,887.00 |
-10.50 |
-0.4% |
2,861.50 |
| High |
2,912.75 |
2,933.00 |
20.25 |
0.7% |
2,912.75 |
| Low |
2,894.75 |
2,887.00 |
-7.75 |
-0.3% |
2,813.00 |
| Close |
2,894.75 |
2,910.50 |
15.75 |
0.5% |
2,894.75 |
| Range |
18.00 |
46.00 |
28.00 |
155.6% |
99.75 |
| ATR |
29.28 |
30.48 |
1.19 |
4.1% |
0.00 |
| Volume |
13 |
14 |
1 |
7.7% |
51 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.25 |
3,025.25 |
2,935.75 |
|
| R3 |
3,002.25 |
2,979.25 |
2,923.25 |
|
| R2 |
2,956.25 |
2,956.25 |
2,919.00 |
|
| R1 |
2,933.25 |
2,933.25 |
2,914.75 |
2,944.75 |
| PP |
2,910.25 |
2,910.25 |
2,910.25 |
2,916.00 |
| S1 |
2,887.25 |
2,887.25 |
2,906.25 |
2,898.75 |
| S2 |
2,864.25 |
2,864.25 |
2,902.00 |
|
| S3 |
2,818.25 |
2,841.25 |
2,897.75 |
|
| S4 |
2,772.25 |
2,795.25 |
2,885.25 |
|
|
| 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 |
2,933.00 |
2,825.00 |
108.00 |
3.7% |
22.00 |
0.8% |
79% |
True |
False |
9 |
| 10 |
2,982.25 |
2,813.00 |
169.25 |
5.8% |
19.50 |
0.7% |
58% |
False |
False |
6 |
| 20 |
2,982.25 |
2,813.00 |
169.25 |
5.8% |
18.00 |
0.6% |
58% |
False |
False |
4 |
| 40 |
3,029.50 |
2,813.00 |
216.50 |
7.4% |
11.50 |
0.4% |
45% |
False |
False |
3 |
| 60 |
3,029.50 |
2,726.75 |
302.75 |
10.4% |
9.00 |
0.3% |
61% |
False |
False |
2 |
| 80 |
3,029.50 |
2,726.75 |
302.75 |
10.4% |
6.75 |
0.2% |
61% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,128.50 |
|
2.618 |
3,053.50 |
|
1.618 |
3,007.50 |
|
1.000 |
2,979.00 |
|
0.618 |
2,961.50 |
|
HIGH |
2,933.00 |
|
0.618 |
2,915.50 |
|
0.500 |
2,910.00 |
|
0.382 |
2,904.50 |
|
LOW |
2,887.00 |
|
0.618 |
2,858.50 |
|
1.000 |
2,841.00 |
|
1.618 |
2,812.50 |
|
2.618 |
2,766.50 |
|
4.250 |
2,691.50 |
|
|