| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,194.5 |
6,220.0 |
25.5 |
0.4% |
6,053.0 |
| High |
6,223.0 |
6,234.5 |
11.5 |
0.2% |
6,197.0 |
| Low |
6,192.0 |
6,200.0 |
8.0 |
0.1% |
5,951.5 |
| Close |
6,224.0 |
6,225.5 |
1.5 |
0.0% |
6,135.5 |
| Range |
31.0 |
34.5 |
3.5 |
11.3% |
245.5 |
| ATR |
68.5 |
66.1 |
-2.4 |
-3.5% |
0.0 |
| Volume |
32 |
33 |
1 |
3.1% |
306 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,323.5 |
6,309.0 |
6,244.5 |
|
| R3 |
6,289.0 |
6,274.5 |
6,235.0 |
|
| R2 |
6,254.5 |
6,254.5 |
6,232.0 |
|
| R1 |
6,240.0 |
6,240.0 |
6,228.5 |
6,247.0 |
| PP |
6,220.0 |
6,220.0 |
6,220.0 |
6,223.5 |
| S1 |
6,205.5 |
6,205.5 |
6,222.5 |
6,213.0 |
| S2 |
6,185.5 |
6,185.5 |
6,219.0 |
|
| S3 |
6,151.0 |
6,171.0 |
6,216.0 |
|
| S4 |
6,116.5 |
6,136.5 |
6,206.5 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,831.0 |
6,729.0 |
6,270.5 |
|
| R3 |
6,585.5 |
6,483.5 |
6,203.0 |
|
| R2 |
6,340.0 |
6,340.0 |
6,180.5 |
|
| R1 |
6,238.0 |
6,238.0 |
6,158.0 |
6,289.0 |
| PP |
6,094.5 |
6,094.5 |
6,094.5 |
6,120.0 |
| S1 |
5,992.5 |
5,992.5 |
6,113.0 |
6,043.5 |
| S2 |
5,849.0 |
5,849.0 |
6,090.5 |
|
| S3 |
5,603.5 |
5,747.0 |
6,068.0 |
|
| S4 |
5,358.0 |
5,501.5 |
6,000.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,234.5 |
6,085.0 |
149.5 |
2.4% |
46.0 |
0.7% |
94% |
True |
False |
42 |
| 10 |
6,289.5 |
5,951.5 |
338.0 |
5.4% |
58.5 |
0.9% |
81% |
False |
False |
92 |
| 20 |
6,380.5 |
5,951.5 |
429.0 |
6.9% |
38.0 |
0.6% |
64% |
False |
False |
62 |
| 40 |
6,707.0 |
5,951.5 |
755.5 |
12.1% |
19.5 |
0.3% |
36% |
False |
False |
40 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
12.1% |
13.5 |
0.2% |
36% |
False |
False |
33 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
12.1% |
10.0 |
0.2% |
36% |
False |
False |
25 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
12.1% |
8.0 |
0.1% |
36% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,381.0 |
|
2.618 |
6,325.0 |
|
1.618 |
6,290.5 |
|
1.000 |
6,269.0 |
|
0.618 |
6,256.0 |
|
HIGH |
6,234.5 |
|
0.618 |
6,221.5 |
|
0.500 |
6,217.0 |
|
0.382 |
6,213.0 |
|
LOW |
6,200.0 |
|
0.618 |
6,178.5 |
|
1.000 |
6,165.5 |
|
1.618 |
6,144.0 |
|
2.618 |
6,109.5 |
|
4.250 |
6,053.5 |
|
|