| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,795.85 |
3,790.48 |
-5.37 |
-0.1% |
3,740.71 |
| High |
3,804.04 |
3,802.46 |
-1.58 |
0.0% |
3,795.14 |
| Low |
3,783.90 |
3,786.56 |
2.66 |
0.1% |
3,707.89 |
| Close |
3,795.74 |
3,800.86 |
5.12 |
0.1% |
3,794.57 |
| Range |
20.14 |
15.90 |
-4.24 |
-21.1% |
87.25 |
| ATR |
35.97 |
34.54 |
-1.43 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,844.33 |
3,838.49 |
3,809.61 |
|
| R3 |
3,828.43 |
3,822.59 |
3,805.23 |
|
| R2 |
3,812.53 |
3,812.53 |
3,803.78 |
|
| R1 |
3,806.69 |
3,806.69 |
3,802.32 |
3,809.61 |
| PP |
3,796.63 |
3,796.63 |
3,796.63 |
3,798.09 |
| S1 |
3,790.79 |
3,790.79 |
3,799.40 |
3,793.71 |
| S2 |
3,780.73 |
3,780.73 |
3,797.95 |
|
| S3 |
3,764.83 |
3,774.89 |
3,796.49 |
|
| S4 |
3,748.93 |
3,758.99 |
3,792.12 |
|
|
| 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% |
26.13 |
0.7% |
96% |
False |
False |
|
| 10 |
3,804.04 |
3,707.89 |
96.15 |
2.5% |
24.56 |
0.6% |
97% |
False |
False |
|
| 20 |
3,804.04 |
3,542.63 |
261.41 |
6.9% |
30.08 |
0.8% |
99% |
False |
False |
|
| 40 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
38.65 |
1.0% |
99% |
False |
False |
|
| 60 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
45.48 |
1.2% |
99% |
False |
False |
|
| 80 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
43.11 |
1.1% |
99% |
False |
False |
|
| 100 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
42.64 |
1.1% |
99% |
False |
False |
|
| 120 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
40.67 |
1.1% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,870.04 |
|
2.618 |
3,844.09 |
|
1.618 |
3,828.19 |
|
1.000 |
3,818.36 |
|
0.618 |
3,812.29 |
|
HIGH |
3,802.46 |
|
0.618 |
3,796.39 |
|
0.500 |
3,794.51 |
|
0.382 |
3,792.63 |
|
LOW |
3,786.56 |
|
0.618 |
3,776.73 |
|
1.000 |
3,770.66 |
|
1.618 |
3,760.83 |
|
2.618 |
3,744.93 |
|
4.250 |
3,718.99 |
|
|