| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,808.76 |
3,803.10 |
-5.66 |
-0.1% |
3,768.37 |
| High |
3,811.24 |
3,807.92 |
-3.32 |
-0.1% |
3,811.24 |
| Low |
3,783.30 |
3,794.51 |
11.21 |
0.3% |
3,761.42 |
| Close |
3,800.80 |
3,802.64 |
1.84 |
0.0% |
3,802.64 |
| Range |
27.94 |
13.41 |
-14.53 |
-52.0% |
49.82 |
| ATR |
32.86 |
31.47 |
-1.39 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,841.92 |
3,835.69 |
3,810.02 |
|
| R3 |
3,828.51 |
3,822.28 |
3,806.33 |
|
| R2 |
3,815.10 |
3,815.10 |
3,805.10 |
|
| R1 |
3,808.87 |
3,808.87 |
3,803.87 |
3,805.28 |
| PP |
3,801.69 |
3,801.69 |
3,801.69 |
3,799.90 |
| S1 |
3,795.46 |
3,795.46 |
3,801.41 |
3,791.87 |
| S2 |
3,788.28 |
3,788.28 |
3,800.18 |
|
| S3 |
3,774.87 |
3,782.05 |
3,798.95 |
|
| S4 |
3,761.46 |
3,768.64 |
3,795.26 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,941.23 |
3,921.75 |
3,830.04 |
|
| R3 |
3,891.41 |
3,871.93 |
3,816.34 |
|
| R2 |
3,841.59 |
3,841.59 |
3,811.77 |
|
| R1 |
3,822.11 |
3,822.11 |
3,807.21 |
3,831.85 |
| PP |
3,791.77 |
3,791.77 |
3,791.77 |
3,796.64 |
| S1 |
3,772.29 |
3,772.29 |
3,798.07 |
3,782.03 |
| S2 |
3,741.95 |
3,741.95 |
3,793.51 |
|
| S3 |
3,692.13 |
3,722.47 |
3,788.94 |
|
| S4 |
3,642.31 |
3,672.65 |
3,775.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,811.24 |
3,761.42 |
49.82 |
1.3% |
26.76 |
0.7% |
83% |
False |
False |
|
| 10 |
3,811.24 |
3,751.69 |
59.55 |
1.6% |
25.85 |
0.7% |
86% |
False |
False |
|
| 20 |
3,811.24 |
3,646.23 |
165.01 |
4.3% |
26.60 |
0.7% |
95% |
False |
False |
|
| 40 |
3,811.24 |
3,489.61 |
321.63 |
8.5% |
34.65 |
0.9% |
97% |
False |
False |
|
| 60 |
3,811.24 |
3,414.11 |
397.13 |
10.4% |
41.80 |
1.1% |
98% |
False |
False |
|
| 80 |
3,811.24 |
3,414.11 |
397.13 |
10.4% |
42.78 |
1.1% |
98% |
False |
False |
|
| 100 |
3,811.24 |
3,414.11 |
397.13 |
10.4% |
42.16 |
1.1% |
98% |
False |
False |
|
| 120 |
3,811.24 |
3,414.11 |
397.13 |
10.4% |
40.62 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,864.91 |
|
2.618 |
3,843.03 |
|
1.618 |
3,829.62 |
|
1.000 |
3,821.33 |
|
0.618 |
3,816.21 |
|
HIGH |
3,807.92 |
|
0.618 |
3,802.80 |
|
0.500 |
3,801.22 |
|
0.382 |
3,799.63 |
|
LOW |
3,794.51 |
|
0.618 |
3,786.22 |
|
1.000 |
3,781.10 |
|
1.618 |
3,772.81 |
|
2.618 |
3,759.40 |
|
4.250 |
3,737.52 |
|
|