| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
4,483.43 |
4,476.69 |
-6.74 |
-0.2% |
4,530.03 |
| High |
4,493.43 |
4,477.83 |
-15.60 |
-0.3% |
4,539.36 |
| Low |
4,452.32 |
4,423.80 |
-28.52 |
-0.6% |
4,452.32 |
| Close |
4,477.19 |
4,431.51 |
-45.68 |
-1.0% |
4,477.19 |
| Range |
41.11 |
54.03 |
12.92 |
31.4% |
87.04 |
| ATR |
46.42 |
46.96 |
0.54 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,606.47 |
4,573.02 |
4,461.23 |
|
| R3 |
4,552.44 |
4,518.99 |
4,446.37 |
|
| R2 |
4,498.41 |
4,498.41 |
4,441.42 |
|
| R1 |
4,464.96 |
4,464.96 |
4,436.46 |
4,454.67 |
| PP |
4,444.38 |
4,444.38 |
4,444.38 |
4,439.24 |
| S1 |
4,410.93 |
4,410.93 |
4,426.56 |
4,400.64 |
| S2 |
4,390.35 |
4,390.35 |
4,421.60 |
|
| S3 |
4,336.32 |
4,356.90 |
4,416.65 |
|
| S4 |
4,282.29 |
4,302.87 |
4,401.79 |
|
|
| 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 |
4,423.80 |
115.56 |
2.6% |
43.62 |
1.0% |
7% |
False |
True |
|
| 10 |
4,551.53 |
4,423.80 |
127.73 |
2.9% |
46.69 |
1.1% |
6% |
False |
True |
|
| 20 |
4,551.53 |
4,380.52 |
171.01 |
3.9% |
42.20 |
1.0% |
30% |
False |
False |
|
| 40 |
4,562.33 |
4,333.11 |
229.22 |
5.2% |
43.82 |
1.0% |
43% |
False |
False |
|
| 60 |
4,562.33 |
4,280.95 |
281.38 |
6.3% |
44.34 |
1.0% |
54% |
False |
False |
|
| 80 |
4,562.33 |
4,280.95 |
281.38 |
6.3% |
41.66 |
0.9% |
54% |
False |
False |
|
| 100 |
4,562.33 |
4,078.85 |
483.48 |
10.9% |
45.38 |
1.0% |
73% |
False |
False |
|
| 120 |
4,562.33 |
4,078.85 |
483.48 |
10.9% |
47.50 |
1.1% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,707.46 |
|
2.618 |
4,619.28 |
|
1.618 |
4,565.25 |
|
1.000 |
4,531.86 |
|
0.618 |
4,511.22 |
|
HIGH |
4,477.83 |
|
0.618 |
4,457.19 |
|
0.500 |
4,450.82 |
|
0.382 |
4,444.44 |
|
LOW |
4,423.80 |
|
0.618 |
4,390.41 |
|
1.000 |
4,369.77 |
|
1.618 |
4,336.38 |
|
2.618 |
4,282.35 |
|
4.250 |
4,194.17 |
|
|