| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,782.84 |
3,768.37 |
-14.47 |
-0.4% |
3,795.85 |
| High |
3,784.84 |
3,789.93 |
5.09 |
0.1% |
3,804.04 |
| Low |
3,759.87 |
3,761.42 |
1.55 |
0.0% |
3,751.69 |
| Close |
3,775.56 |
3,779.93 |
4.37 |
0.1% |
3,775.56 |
| Range |
24.97 |
28.51 |
3.54 |
14.2% |
52.35 |
| ATR |
33.75 |
33.37 |
-0.37 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,862.62 |
3,849.79 |
3,795.61 |
|
| R3 |
3,834.11 |
3,821.28 |
3,787.77 |
|
| R2 |
3,805.60 |
3,805.60 |
3,785.16 |
|
| R1 |
3,792.77 |
3,792.77 |
3,782.54 |
3,799.19 |
| PP |
3,777.09 |
3,777.09 |
3,777.09 |
3,780.30 |
| S1 |
3,764.26 |
3,764.26 |
3,777.32 |
3,770.68 |
| S2 |
3,748.58 |
3,748.58 |
3,774.70 |
|
| S3 |
3,720.07 |
3,735.75 |
3,772.09 |
|
| S4 |
3,691.56 |
3,707.24 |
3,764.25 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,934.15 |
3,907.20 |
3,804.35 |
|
| R3 |
3,881.80 |
3,854.85 |
3,789.96 |
|
| R2 |
3,829.45 |
3,829.45 |
3,785.16 |
|
| R1 |
3,802.50 |
3,802.50 |
3,780.36 |
3,789.80 |
| PP |
3,777.10 |
3,777.10 |
3,777.10 |
3,770.75 |
| S1 |
3,750.15 |
3,750.15 |
3,770.76 |
3,737.45 |
| S2 |
3,724.75 |
3,724.75 |
3,765.96 |
|
| S3 |
3,672.40 |
3,697.80 |
3,761.16 |
|
| S4 |
3,620.05 |
3,645.45 |
3,746.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,803.95 |
3,751.69 |
52.26 |
1.4% |
26.60 |
0.7% |
54% |
False |
False |
|
| 10 |
3,804.04 |
3,715.24 |
88.80 |
2.3% |
26.83 |
0.7% |
73% |
False |
False |
|
| 20 |
3,804.04 |
3,572.28 |
231.76 |
6.1% |
28.49 |
0.8% |
90% |
False |
False |
|
| 40 |
3,804.04 |
3,489.61 |
314.43 |
8.3% |
35.95 |
1.0% |
92% |
False |
False |
|
| 60 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
44.80 |
1.2% |
94% |
False |
False |
|
| 80 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
43.03 |
1.1% |
94% |
False |
False |
|
| 100 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
42.87 |
1.1% |
94% |
False |
False |
|
| 120 |
3,804.04 |
3,414.11 |
389.93 |
10.3% |
40.27 |
1.1% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,911.10 |
|
2.618 |
3,864.57 |
|
1.618 |
3,836.06 |
|
1.000 |
3,818.44 |
|
0.618 |
3,807.55 |
|
HIGH |
3,789.93 |
|
0.618 |
3,779.04 |
|
0.500 |
3,775.68 |
|
0.382 |
3,772.31 |
|
LOW |
3,761.42 |
|
0.618 |
3,743.80 |
|
1.000 |
3,732.91 |
|
1.618 |
3,715.29 |
|
2.618 |
3,686.78 |
|
4.250 |
3,640.25 |
|
|