| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,807.49 |
3,794.84 |
-12.65 |
-0.3% |
3,768.37 |
| High |
3,837.17 |
3,831.85 |
-5.32 |
-0.1% |
3,811.24 |
| Low |
3,791.12 |
3,792.31 |
1.19 |
0.0% |
3,761.42 |
| Close |
3,799.53 |
3,827.33 |
27.80 |
0.7% |
3,802.64 |
| Range |
46.05 |
39.54 |
-6.51 |
-14.1% |
49.82 |
| ATR |
31.18 |
31.77 |
0.60 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,935.78 |
3,921.10 |
3,849.08 |
|
| R3 |
3,896.24 |
3,881.56 |
3,838.20 |
|
| R2 |
3,856.70 |
3,856.70 |
3,834.58 |
|
| R1 |
3,842.02 |
3,842.02 |
3,830.95 |
3,849.36 |
| PP |
3,817.16 |
3,817.16 |
3,817.16 |
3,820.84 |
| S1 |
3,802.48 |
3,802.48 |
3,823.71 |
3,809.82 |
| S2 |
3,777.62 |
3,777.62 |
3,820.08 |
|
| S3 |
3,738.08 |
3,762.94 |
3,816.46 |
|
| S4 |
3,698.54 |
3,723.40 |
3,805.58 |
|
|
| 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 |
3,837.17 |
3,783.30 |
53.87 |
1.4% |
27.66 |
0.7% |
82% |
False |
False |
|
| 10 |
3,837.17 |
3,751.69 |
85.48 |
2.2% |
29.90 |
0.8% |
88% |
False |
False |
|
| 20 |
3,837.17 |
3,707.89 |
129.28 |
3.4% |
27.34 |
0.7% |
92% |
False |
False |
|
| 40 |
3,837.17 |
3,506.35 |
330.82 |
8.6% |
32.83 |
0.9% |
97% |
False |
False |
|
| 60 |
3,837.17 |
3,414.11 |
423.06 |
11.1% |
41.34 |
1.1% |
98% |
False |
False |
|
| 80 |
3,837.17 |
3,414.11 |
423.06 |
11.1% |
42.37 |
1.1% |
98% |
False |
False |
|
| 100 |
3,837.17 |
3,414.11 |
423.06 |
11.1% |
41.87 |
1.1% |
98% |
False |
False |
|
| 120 |
3,837.17 |
3,414.11 |
423.06 |
11.1% |
40.97 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,999.90 |
|
2.618 |
3,935.37 |
|
1.618 |
3,895.83 |
|
1.000 |
3,871.39 |
|
0.618 |
3,856.29 |
|
HIGH |
3,831.85 |
|
0.618 |
3,816.75 |
|
0.500 |
3,812.08 |
|
0.382 |
3,807.41 |
|
LOW |
3,792.31 |
|
0.618 |
3,767.87 |
|
1.000 |
3,752.77 |
|
1.618 |
3,728.33 |
|
2.618 |
3,688.79 |
|
4.250 |
3,624.27 |
|
|