| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,792.42 |
3,795.85 |
3.43 |
0.1% |
3,740.71 |
| High |
3,795.14 |
3,804.04 |
8.90 |
0.2% |
3,795.14 |
| Low |
3,782.12 |
3,783.90 |
1.78 |
0.0% |
3,707.89 |
| Close |
3,794.57 |
3,795.74 |
1.17 |
0.0% |
3,794.57 |
| Range |
13.02 |
20.14 |
7.12 |
54.7% |
87.25 |
| ATR |
37.19 |
35.97 |
-1.22 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,854.98 |
3,845.50 |
3,806.82 |
|
| R3 |
3,834.84 |
3,825.36 |
3,801.28 |
|
| R2 |
3,814.70 |
3,814.70 |
3,799.43 |
|
| R1 |
3,805.22 |
3,805.22 |
3,797.59 |
3,799.89 |
| PP |
3,794.56 |
3,794.56 |
3,794.56 |
3,791.90 |
| S1 |
3,785.08 |
3,785.08 |
3,793.89 |
3,779.75 |
| S2 |
3,774.42 |
3,774.42 |
3,792.05 |
|
| S3 |
3,754.28 |
3,764.94 |
3,790.20 |
|
| S4 |
3,734.14 |
3,744.80 |
3,784.66 |
|
|
| 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 |
3,804.04 |
3,715.24 |
88.80 |
2.3% |
27.05 |
0.7% |
91% |
True |
False |
|
| 10 |
3,804.04 |
3,691.09 |
112.95 |
3.0% |
26.17 |
0.7% |
93% |
True |
False |
|
| 20 |
3,804.04 |
3,542.63 |
261.41 |
6.9% |
31.26 |
0.8% |
97% |
True |
False |
|
| 40 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
39.80 |
1.0% |
98% |
True |
False |
|
| 60 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
45.71 |
1.2% |
98% |
True |
False |
|
| 80 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
43.65 |
1.1% |
98% |
True |
False |
|
| 100 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
42.71 |
1.1% |
98% |
True |
False |
|
| 120 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
40.74 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,889.64 |
|
2.618 |
3,856.77 |
|
1.618 |
3,836.63 |
|
1.000 |
3,824.18 |
|
0.618 |
3,816.49 |
|
HIGH |
3,804.04 |
|
0.618 |
3,796.35 |
|
0.500 |
3,793.97 |
|
0.382 |
3,791.59 |
|
LOW |
3,783.90 |
|
0.618 |
3,771.45 |
|
1.000 |
3,763.76 |
|
1.618 |
3,751.31 |
|
2.618 |
3,731.17 |
|
4.250 |
3,698.31 |
|
|