| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,720.00 |
3,748.36 |
28.36 |
0.8% |
3,693.18 |
| High |
3,750.01 |
3,782.00 |
31.99 |
0.9% |
3,741.57 |
| Low |
3,715.24 |
3,735.19 |
19.95 |
0.5% |
3,691.09 |
| Close |
3,743.59 |
3,776.95 |
33.36 |
0.9% |
3,736.82 |
| Range |
34.77 |
46.81 |
12.04 |
34.6% |
50.48 |
| ATR |
38.02 |
38.65 |
0.63 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,905.14 |
3,887.86 |
3,802.70 |
|
| R3 |
3,858.33 |
3,841.05 |
3,789.82 |
|
| R2 |
3,811.52 |
3,811.52 |
3,785.53 |
|
| R1 |
3,794.24 |
3,794.24 |
3,781.24 |
3,802.88 |
| PP |
3,764.71 |
3,764.71 |
3,764.71 |
3,769.04 |
| S1 |
3,747.43 |
3,747.43 |
3,772.66 |
3,756.07 |
| S2 |
3,717.90 |
3,717.90 |
3,768.37 |
|
| S3 |
3,671.09 |
3,700.62 |
3,764.08 |
|
| S4 |
3,624.28 |
3,653.81 |
3,751.20 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,874.60 |
3,856.19 |
3,764.58 |
|
| R3 |
3,824.12 |
3,805.71 |
3,750.70 |
|
| R2 |
3,773.64 |
3,773.64 |
3,746.07 |
|
| R1 |
3,755.23 |
3,755.23 |
3,741.45 |
3,764.44 |
| PP |
3,723.16 |
3,723.16 |
3,723.16 |
3,727.76 |
| S1 |
3,704.75 |
3,704.75 |
3,732.19 |
3,713.96 |
| S2 |
3,672.68 |
3,672.68 |
3,727.57 |
|
| S3 |
3,622.20 |
3,654.27 |
3,722.94 |
|
| S4 |
3,571.72 |
3,603.79 |
3,709.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,782.00 |
3,707.89 |
74.11 |
2.0% |
32.08 |
0.8% |
93% |
True |
False |
|
| 10 |
3,782.00 |
3,633.85 |
148.15 |
3.9% |
28.72 |
0.8% |
97% |
True |
False |
|
| 20 |
3,782.00 |
3,516.76 |
265.24 |
7.0% |
34.38 |
0.9% |
98% |
True |
False |
|
| 40 |
3,782.00 |
3,414.11 |
367.89 |
9.7% |
43.44 |
1.2% |
99% |
True |
False |
|
| 60 |
3,782.00 |
3,414.11 |
367.89 |
9.7% |
47.31 |
1.3% |
99% |
True |
False |
|
| 80 |
3,782.00 |
3,414.11 |
367.89 |
9.7% |
44.00 |
1.2% |
99% |
True |
False |
|
| 100 |
3,782.00 |
3,414.11 |
367.89 |
9.7% |
43.67 |
1.2% |
99% |
True |
False |
|
| 120 |
3,782.00 |
3,414.11 |
367.89 |
9.7% |
40.87 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,980.94 |
|
2.618 |
3,904.55 |
|
1.618 |
3,857.74 |
|
1.000 |
3,828.81 |
|
0.618 |
3,810.93 |
|
HIGH |
3,782.00 |
|
0.618 |
3,764.12 |
|
0.500 |
3,758.60 |
|
0.382 |
3,753.07 |
|
LOW |
3,735.19 |
|
0.618 |
3,706.26 |
|
1.000 |
3,688.38 |
|
1.618 |
3,659.45 |
|
2.618 |
3,612.64 |
|
4.250 |
3,536.25 |
|
|