| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,803.10 |
3,802.25 |
-0.85 |
0.0% |
3,768.37 |
| High |
3,807.92 |
3,806.19 |
-1.73 |
0.0% |
3,811.24 |
| Low |
3,794.51 |
3,794.85 |
0.34 |
0.0% |
3,761.42 |
| Close |
3,802.64 |
3,805.31 |
2.67 |
0.1% |
3,802.64 |
| Range |
13.41 |
11.34 |
-2.07 |
-15.4% |
49.82 |
| ATR |
31.47 |
30.03 |
-1.44 |
-4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,836.14 |
3,832.06 |
3,811.55 |
|
| R3 |
3,824.80 |
3,820.72 |
3,808.43 |
|
| R2 |
3,813.46 |
3,813.46 |
3,807.39 |
|
| R1 |
3,809.38 |
3,809.38 |
3,806.35 |
3,811.42 |
| PP |
3,802.12 |
3,802.12 |
3,802.12 |
3,803.14 |
| S1 |
3,798.04 |
3,798.04 |
3,804.27 |
3,800.08 |
| S2 |
3,790.78 |
3,790.78 |
3,803.23 |
|
| S3 |
3,779.44 |
3,786.70 |
3,802.19 |
|
| S4 |
3,768.10 |
3,775.36 |
3,799.07 |
|
|
| 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 |
3,764.53 |
46.71 |
1.2% |
23.33 |
0.6% |
87% |
False |
False |
|
| 10 |
3,811.24 |
3,751.69 |
59.55 |
1.6% |
24.97 |
0.7% |
90% |
False |
False |
|
| 20 |
3,811.24 |
3,691.09 |
120.15 |
3.2% |
25.57 |
0.7% |
95% |
False |
False |
|
| 40 |
3,811.24 |
3,489.61 |
321.63 |
8.5% |
33.72 |
0.9% |
98% |
False |
False |
|
| 60 |
3,811.24 |
3,414.11 |
397.13 |
10.4% |
41.14 |
1.1% |
99% |
False |
False |
|
| 80 |
3,811.24 |
3,414.11 |
397.13 |
10.4% |
42.52 |
1.1% |
99% |
False |
False |
|
| 100 |
3,811.24 |
3,414.11 |
397.13 |
10.4% |
41.88 |
1.1% |
99% |
False |
False |
|
| 120 |
3,811.24 |
3,414.11 |
397.13 |
10.4% |
40.59 |
1.1% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,854.39 |
|
2.618 |
3,835.88 |
|
1.618 |
3,824.54 |
|
1.000 |
3,817.53 |
|
0.618 |
3,813.20 |
|
HIGH |
3,806.19 |
|
0.618 |
3,801.86 |
|
0.500 |
3,800.52 |
|
0.382 |
3,799.18 |
|
LOW |
3,794.85 |
|
0.618 |
3,787.84 |
|
1.000 |
3,783.51 |
|
1.618 |
3,776.50 |
|
2.618 |
3,765.16 |
|
4.250 |
3,746.66 |
|
|