| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,106.23 |
2,107.42 |
1.19 |
0.1% |
2,092.34 |
| High |
2,115.02 |
2,107.42 |
-7.60 |
-0.4% |
2,115.02 |
| Low |
2,106.23 |
2,091.33 |
-14.90 |
-0.7% |
2,072.14 |
| Close |
2,108.86 |
2,094.11 |
-14.75 |
-0.7% |
2,094.11 |
| Range |
8.79 |
16.09 |
7.30 |
83.0% |
42.88 |
| ATR |
16.67 |
16.73 |
0.06 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.89 |
2,136.09 |
2,102.96 |
|
| R3 |
2,129.80 |
2,120.00 |
2,098.53 |
|
| R2 |
2,113.71 |
2,113.71 |
2,097.06 |
|
| R1 |
2,103.91 |
2,103.91 |
2,095.58 |
2,100.77 |
| PP |
2,097.62 |
2,097.62 |
2,097.62 |
2,096.05 |
| S1 |
2,087.82 |
2,087.82 |
2,092.64 |
2,084.68 |
| S2 |
2,081.53 |
2,081.53 |
2,091.16 |
|
| S3 |
2,065.44 |
2,071.73 |
2,089.69 |
|
| S4 |
2,049.35 |
2,055.64 |
2,085.26 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.40 |
2,201.13 |
2,117.69 |
|
| R3 |
2,179.52 |
2,158.25 |
2,105.90 |
|
| R2 |
2,136.64 |
2,136.64 |
2,101.97 |
|
| R1 |
2,115.37 |
2,115.37 |
2,098.04 |
2,126.01 |
| PP |
2,093.76 |
2,093.76 |
2,093.76 |
2,099.07 |
| S1 |
2,072.49 |
2,072.49 |
2,090.18 |
2,083.13 |
| S2 |
2,050.88 |
2,050.88 |
2,086.25 |
|
| S3 |
2,008.00 |
2,029.61 |
2,082.32 |
|
| S4 |
1,965.12 |
1,986.73 |
2,070.53 |
|
|
| 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% |
15.93 |
0.8% |
51% |
False |
False |
|
| 10 |
2,121.92 |
2,072.14 |
49.78 |
2.4% |
16.20 |
0.8% |
44% |
False |
False |
|
| 20 |
2,134.71 |
2,072.14 |
62.57 |
3.0% |
14.57 |
0.7% |
35% |
False |
False |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
17.14 |
0.8% |
39% |
False |
False |
|
| 60 |
2,134.71 |
2,045.50 |
89.21 |
4.3% |
17.27 |
0.8% |
54% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.55 |
0.8% |
57% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
18.61 |
0.9% |
74% |
False |
False |
|
| 120 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
19.41 |
0.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.80 |
|
2.618 |
2,149.54 |
|
1.618 |
2,133.45 |
|
1.000 |
2,123.51 |
|
0.618 |
2,117.36 |
|
HIGH |
2,107.42 |
|
0.618 |
2,101.27 |
|
0.500 |
2,099.38 |
|
0.382 |
2,097.48 |
|
LOW |
2,091.33 |
|
0.618 |
2,081.39 |
|
1.000 |
2,075.24 |
|
1.618 |
2,065.30 |
|
2.618 |
2,049.21 |
|
4.250 |
2,022.95 |
|
|