| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,107.42 |
2,091.34 |
-16.08 |
-0.8% |
2,092.34 |
| High |
2,107.42 |
2,091.34 |
-16.08 |
-0.8% |
2,115.02 |
| Low |
2,091.33 |
2,072.48 |
-18.85 |
-0.9% |
2,072.14 |
| Close |
2,094.11 |
2,084.42 |
-9.69 |
-0.5% |
2,094.11 |
| Range |
16.09 |
18.86 |
2.77 |
17.2% |
42.88 |
| ATR |
16.73 |
17.08 |
0.35 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.33 |
2,130.73 |
2,094.79 |
|
| R3 |
2,120.47 |
2,111.87 |
2,089.61 |
|
| R2 |
2,101.61 |
2,101.61 |
2,087.88 |
|
| R1 |
2,093.01 |
2,093.01 |
2,086.15 |
2,087.88 |
| PP |
2,082.75 |
2,082.75 |
2,082.75 |
2,080.18 |
| S1 |
2,074.15 |
2,074.15 |
2,082.69 |
2,069.02 |
| S2 |
2,063.89 |
2,063.89 |
2,080.96 |
|
| S3 |
2,045.03 |
2,055.29 |
2,079.23 |
|
| S4 |
2,026.17 |
2,036.43 |
2,074.05 |
|
|
| 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 |
2.1% |
16.92 |
0.8% |
29% |
False |
False |
|
| 10 |
2,121.92 |
2,072.14 |
49.78 |
2.4% |
16.42 |
0.8% |
25% |
False |
False |
|
| 20 |
2,134.71 |
2,072.14 |
62.57 |
3.0% |
15.16 |
0.7% |
20% |
False |
False |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
16.85 |
0.8% |
25% |
False |
False |
|
| 60 |
2,134.71 |
2,045.50 |
89.21 |
4.3% |
17.37 |
0.8% |
44% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.6% |
17.64 |
0.8% |
47% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.4% |
18.53 |
0.9% |
67% |
False |
False |
|
| 120 |
2,134.71 |
1,980.90 |
153.81 |
7.4% |
19.43 |
0.9% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.50 |
|
2.618 |
2,140.72 |
|
1.618 |
2,121.86 |
|
1.000 |
2,110.20 |
|
0.618 |
2,103.00 |
|
HIGH |
2,091.34 |
|
0.618 |
2,084.14 |
|
0.500 |
2,081.91 |
|
0.382 |
2,079.68 |
|
LOW |
2,072.48 |
|
0.618 |
2,060.82 |
|
1.000 |
2,053.62 |
|
1.618 |
2,041.96 |
|
2.618 |
2,023.10 |
|
4.250 |
1,992.33 |
|
|