| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,790.48 |
3,789.41 |
-1.07 |
0.0% |
3,740.71 |
| High |
3,802.46 |
3,803.95 |
1.49 |
0.0% |
3,795.14 |
| Low |
3,786.56 |
3,783.61 |
-2.95 |
-0.1% |
3,707.89 |
| Close |
3,800.86 |
3,797.85 |
-3.01 |
-0.1% |
3,794.57 |
| Range |
15.90 |
20.34 |
4.44 |
27.9% |
87.25 |
| ATR |
34.54 |
33.52 |
-1.01 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,856.16 |
3,847.34 |
3,809.04 |
|
| R3 |
3,835.82 |
3,827.00 |
3,803.44 |
|
| R2 |
3,815.48 |
3,815.48 |
3,801.58 |
|
| R1 |
3,806.66 |
3,806.66 |
3,799.71 |
3,811.07 |
| PP |
3,795.14 |
3,795.14 |
3,795.14 |
3,797.34 |
| S1 |
3,786.32 |
3,786.32 |
3,795.99 |
3,790.73 |
| S2 |
3,774.80 |
3,774.80 |
3,794.12 |
|
| S3 |
3,754.46 |
3,765.98 |
3,792.26 |
|
| S4 |
3,734.12 |
3,745.64 |
3,786.66 |
|
|
| 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 |
3,735.19 |
68.85 |
1.8% |
23.24 |
0.6% |
91% |
False |
False |
|
| 10 |
3,804.04 |
3,707.89 |
96.15 |
2.5% |
24.79 |
0.7% |
94% |
False |
False |
|
| 20 |
3,804.04 |
3,542.63 |
261.41 |
6.9% |
30.10 |
0.8% |
98% |
False |
False |
|
| 40 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
37.91 |
1.0% |
98% |
False |
False |
|
| 60 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
45.36 |
1.2% |
98% |
False |
False |
|
| 80 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
43.02 |
1.1% |
98% |
False |
False |
|
| 100 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
42.69 |
1.1% |
98% |
False |
False |
|
| 120 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
40.66 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,890.40 |
|
2.618 |
3,857.20 |
|
1.618 |
3,836.86 |
|
1.000 |
3,824.29 |
|
0.618 |
3,816.52 |
|
HIGH |
3,803.95 |
|
0.618 |
3,796.18 |
|
0.500 |
3,793.78 |
|
0.382 |
3,791.38 |
|
LOW |
3,783.61 |
|
0.618 |
3,771.04 |
|
1.000 |
3,763.27 |
|
1.618 |
3,750.70 |
|
2.618 |
3,730.36 |
|
4.250 |
3,697.17 |
|
|