| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,748.36 |
3,792.42 |
44.06 |
1.2% |
3,740.71 |
| High |
3,782.00 |
3,795.14 |
13.14 |
0.3% |
3,795.14 |
| Low |
3,735.19 |
3,782.12 |
46.93 |
1.3% |
3,707.89 |
| Close |
3,776.95 |
3,794.57 |
17.62 |
0.5% |
3,794.57 |
| Range |
46.81 |
13.02 |
-33.79 |
-72.2% |
87.25 |
| ATR |
38.65 |
37.19 |
-1.46 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,829.67 |
3,825.14 |
3,801.73 |
|
| R3 |
3,816.65 |
3,812.12 |
3,798.15 |
|
| R2 |
3,803.63 |
3,803.63 |
3,796.96 |
|
| R1 |
3,799.10 |
3,799.10 |
3,795.76 |
3,801.37 |
| PP |
3,790.61 |
3,790.61 |
3,790.61 |
3,791.74 |
| S1 |
3,786.08 |
3,786.08 |
3,793.38 |
3,788.35 |
| S2 |
3,777.59 |
3,777.59 |
3,792.18 |
|
| S3 |
3,764.57 |
3,773.06 |
3,790.99 |
|
| S4 |
3,751.55 |
3,760.04 |
3,787.41 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,027.62 |
3,998.34 |
3,842.56 |
|
| R3 |
3,940.37 |
3,911.09 |
3,818.56 |
|
| R2 |
3,853.12 |
3,853.12 |
3,810.57 |
|
| R1 |
3,823.84 |
3,823.84 |
3,802.57 |
3,838.48 |
| PP |
3,765.87 |
3,765.87 |
3,765.87 |
3,773.19 |
| S1 |
3,736.59 |
3,736.59 |
3,786.57 |
3,751.23 |
| S2 |
3,678.62 |
3,678.62 |
3,778.57 |
|
| S3 |
3,591.37 |
3,649.34 |
3,770.58 |
|
| S4 |
3,504.12 |
3,562.09 |
3,746.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,795.14 |
3,707.89 |
87.25 |
2.3% |
29.59 |
0.8% |
99% |
True |
False |
|
| 10 |
3,795.14 |
3,646.23 |
148.91 |
3.9% |
27.35 |
0.7% |
100% |
True |
False |
|
| 20 |
3,795.14 |
3,516.76 |
278.38 |
7.3% |
32.23 |
0.8% |
100% |
True |
False |
|
| 40 |
3,795.14 |
3,414.11 |
381.03 |
10.0% |
42.30 |
1.1% |
100% |
True |
False |
|
| 60 |
3,795.14 |
3,414.11 |
381.03 |
10.0% |
46.77 |
1.2% |
100% |
True |
False |
|
| 80 |
3,795.14 |
3,414.11 |
381.03 |
10.0% |
43.62 |
1.1% |
100% |
True |
False |
|
| 100 |
3,795.14 |
3,414.11 |
381.03 |
10.0% |
43.07 |
1.1% |
100% |
True |
False |
|
| 120 |
3,795.14 |
3,414.11 |
381.03 |
10.0% |
40.81 |
1.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,850.48 |
|
2.618 |
3,829.23 |
|
1.618 |
3,816.21 |
|
1.000 |
3,808.16 |
|
0.618 |
3,803.19 |
|
HIGH |
3,795.14 |
|
0.618 |
3,790.17 |
|
0.500 |
3,788.63 |
|
0.382 |
3,787.09 |
|
LOW |
3,782.12 |
|
0.618 |
3,774.07 |
|
1.000 |
3,769.10 |
|
1.618 |
3,761.05 |
|
2.618 |
3,748.03 |
|
4.250 |
3,726.79 |
|
|