| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,081.12 |
2,106.23 |
25.11 |
1.2% |
2,108.64 |
| High |
2,108.50 |
2,115.02 |
6.52 |
0.3% |
2,121.92 |
| Low |
2,081.12 |
2,106.23 |
25.11 |
1.2% |
2,085.67 |
| Close |
2,105.20 |
2,108.86 |
3.66 |
0.2% |
2,092.83 |
| Range |
27.38 |
8.79 |
-18.59 |
-67.9% |
36.25 |
| ATR |
17.20 |
16.67 |
-0.53 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.41 |
2,131.42 |
2,113.69 |
|
| R3 |
2,127.62 |
2,122.63 |
2,111.28 |
|
| R2 |
2,118.83 |
2,118.83 |
2,110.47 |
|
| R1 |
2,113.84 |
2,113.84 |
2,109.67 |
2,116.34 |
| PP |
2,110.04 |
2,110.04 |
2,110.04 |
2,111.28 |
| S1 |
2,105.05 |
2,105.05 |
2,108.05 |
2,107.55 |
| S2 |
2,101.25 |
2,101.25 |
2,107.25 |
|
| S3 |
2,092.46 |
2,096.26 |
2,106.44 |
|
| S4 |
2,083.67 |
2,087.47 |
2,104.03 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.89 |
2,187.11 |
2,112.77 |
|
| R3 |
2,172.64 |
2,150.86 |
2,102.80 |
|
| R2 |
2,136.39 |
2,136.39 |
2,099.48 |
|
| R1 |
2,114.61 |
2,114.61 |
2,096.15 |
2,107.38 |
| PP |
2,100.14 |
2,100.14 |
2,100.14 |
2,096.52 |
| S1 |
2,078.36 |
2,078.36 |
2,089.51 |
2,071.13 |
| S2 |
2,063.89 |
2,063.89 |
2,086.18 |
|
| S3 |
2,027.64 |
2,042.11 |
2,082.86 |
|
| S4 |
1,991.39 |
2,005.86 |
2,072.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,115.02 |
2,072.14 |
42.88 |
2.0% |
15.77 |
0.7% |
86% |
True |
False |
|
| 10 |
2,121.92 |
2,072.14 |
49.78 |
2.4% |
16.17 |
0.8% |
74% |
False |
False |
|
| 20 |
2,134.71 |
2,072.14 |
62.57 |
3.0% |
14.81 |
0.7% |
59% |
False |
False |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
17.02 |
0.8% |
61% |
False |
False |
|
| 60 |
2,134.71 |
2,045.50 |
89.21 |
4.2% |
17.77 |
0.8% |
71% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.45 |
0.8% |
73% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
18.69 |
0.9% |
83% |
False |
False |
|
| 120 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
19.63 |
0.9% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.38 |
|
2.618 |
2,138.03 |
|
1.618 |
2,129.24 |
|
1.000 |
2,123.81 |
|
0.618 |
2,120.45 |
|
HIGH |
2,115.02 |
|
0.618 |
2,111.66 |
|
0.500 |
2,110.63 |
|
0.382 |
2,109.59 |
|
LOW |
2,106.23 |
|
0.618 |
2,100.80 |
|
1.000 |
2,097.44 |
|
1.618 |
2,092.01 |
|
2.618 |
2,083.22 |
|
4.250 |
2,068.87 |
|
|