| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
4,501.73 |
4,483.43 |
-18.30 |
-0.4% |
4,530.03 |
| High |
4,526.21 |
4,493.43 |
-32.78 |
-0.7% |
4,539.36 |
| Low |
4,475.05 |
4,452.32 |
-22.73 |
-0.5% |
4,452.32 |
| Close |
4,487.03 |
4,477.19 |
-9.84 |
-0.2% |
4,477.19 |
| Range |
51.16 |
41.11 |
-10.05 |
-19.6% |
87.04 |
| ATR |
46.83 |
46.42 |
-0.41 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,597.64 |
4,578.53 |
4,499.80 |
|
| R3 |
4,556.53 |
4,537.42 |
4,488.50 |
|
| R2 |
4,515.42 |
4,515.42 |
4,484.73 |
|
| R1 |
4,496.31 |
4,496.31 |
4,480.96 |
4,485.31 |
| PP |
4,474.31 |
4,474.31 |
4,474.31 |
4,468.82 |
| S1 |
4,455.20 |
4,455.20 |
4,473.42 |
4,444.20 |
| S2 |
4,433.20 |
4,433.20 |
4,469.65 |
|
| S3 |
4,392.09 |
4,414.09 |
4,465.88 |
|
| S4 |
4,350.98 |
4,372.98 |
4,454.58 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,750.74 |
4,701.01 |
4,525.06 |
|
| R3 |
4,663.70 |
4,613.97 |
4,501.13 |
|
| R2 |
4,576.66 |
4,576.66 |
4,493.15 |
|
| R1 |
4,526.93 |
4,526.93 |
4,485.17 |
4,508.28 |
| PP |
4,489.62 |
4,489.62 |
4,489.62 |
4,480.30 |
| S1 |
4,439.89 |
4,439.89 |
4,469.21 |
4,421.24 |
| S2 |
4,402.58 |
4,402.58 |
4,461.23 |
|
| S3 |
4,315.54 |
4,352.85 |
4,453.25 |
|
| S4 |
4,228.50 |
4,265.81 |
4,429.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,539.36 |
4,452.32 |
87.04 |
1.9% |
42.27 |
0.9% |
29% |
False |
True |
|
| 10 |
4,551.53 |
4,452.32 |
99.21 |
2.2% |
43.27 |
1.0% |
25% |
False |
True |
|
| 20 |
4,551.53 |
4,380.52 |
171.01 |
3.8% |
40.72 |
0.9% |
57% |
False |
False |
|
| 40 |
4,562.33 |
4,333.11 |
229.22 |
5.1% |
43.17 |
1.0% |
63% |
False |
False |
|
| 60 |
4,562.33 |
4,280.95 |
281.38 |
6.3% |
44.08 |
1.0% |
70% |
False |
False |
|
| 80 |
4,562.33 |
4,277.65 |
284.68 |
6.4% |
41.33 |
0.9% |
70% |
False |
False |
|
| 100 |
4,562.33 |
4,078.85 |
483.48 |
10.8% |
46.02 |
1.0% |
82% |
False |
False |
|
| 120 |
4,562.33 |
4,078.85 |
483.48 |
10.8% |
47.51 |
1.1% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,668.15 |
|
2.618 |
4,601.06 |
|
1.618 |
4,559.95 |
|
1.000 |
4,534.54 |
|
0.618 |
4,518.84 |
|
HIGH |
4,493.43 |
|
0.618 |
4,477.73 |
|
0.500 |
4,472.88 |
|
0.382 |
4,468.02 |
|
LOW |
4,452.32 |
|
0.618 |
4,426.91 |
|
1.000 |
4,411.21 |
|
1.618 |
4,385.80 |
|
2.618 |
4,344.69 |
|
4.250 |
4,277.60 |
|
|