| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
4,498.49 |
4,467.38 |
-31.11 |
-0.7% |
4,476.69 |
| High |
4,511.32 |
4,476.21 |
-35.11 |
-0.8% |
4,511.32 |
| Low |
4,483.84 |
4,449.21 |
-34.63 |
-0.8% |
4,392.45 |
| Close |
4,488.47 |
4,453.79 |
-34.68 |
-0.8% |
4,453.79 |
| Range |
27.48 |
27.00 |
-0.48 |
-1.7% |
118.87 |
| ATR |
47.23 |
46.66 |
-0.57 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,540.74 |
4,524.26 |
4,468.64 |
|
| R3 |
4,513.74 |
4,497.26 |
4,461.22 |
|
| R2 |
4,486.74 |
4,486.74 |
4,458.74 |
|
| R1 |
4,470.26 |
4,470.26 |
4,456.27 |
4,465.00 |
| PP |
4,459.74 |
4,459.74 |
4,459.74 |
4,457.11 |
| S1 |
4,443.26 |
4,443.26 |
4,451.32 |
4,438.00 |
| S2 |
4,432.74 |
4,432.74 |
4,448.84 |
|
| S3 |
4,405.74 |
4,416.26 |
4,446.37 |
|
| S4 |
4,378.74 |
4,389.26 |
4,438.94 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,809.13 |
4,750.33 |
4,519.17 |
|
| R3 |
4,690.26 |
4,631.46 |
4,486.48 |
|
| R2 |
4,571.39 |
4,571.39 |
4,475.58 |
|
| R1 |
4,512.59 |
4,512.59 |
4,464.69 |
4,482.56 |
| PP |
4,452.52 |
4,452.52 |
4,452.52 |
4,437.50 |
| S1 |
4,393.72 |
4,393.72 |
4,442.89 |
4,363.69 |
| S2 |
4,333.65 |
4,333.65 |
4,432.00 |
|
| S3 |
4,214.78 |
4,274.85 |
4,421.10 |
|
| S4 |
4,095.91 |
4,155.98 |
4,388.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,511.32 |
4,392.45 |
118.87 |
2.7% |
43.98 |
1.0% |
52% |
False |
False |
|
| 10 |
4,539.36 |
4,392.45 |
146.91 |
3.3% |
43.12 |
1.0% |
42% |
False |
False |
|
| 20 |
4,551.53 |
4,392.45 |
159.08 |
3.6% |
41.55 |
0.9% |
39% |
False |
False |
|
| 40 |
4,562.33 |
4,333.11 |
229.22 |
5.1% |
44.66 |
1.0% |
53% |
False |
False |
|
| 60 |
4,562.33 |
4,280.95 |
281.38 |
6.3% |
43.20 |
1.0% |
61% |
False |
False |
|
| 80 |
4,562.33 |
4,280.95 |
281.38 |
6.3% |
42.50 |
1.0% |
61% |
False |
False |
|
| 100 |
4,562.33 |
4,094.73 |
467.60 |
10.5% |
44.35 |
1.0% |
77% |
False |
False |
|
| 120 |
4,562.33 |
4,078.85 |
483.48 |
10.9% |
46.10 |
1.0% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,590.96 |
|
2.618 |
4,546.90 |
|
1.618 |
4,519.90 |
|
1.000 |
4,503.21 |
|
0.618 |
4,492.90 |
|
HIGH |
4,476.21 |
|
0.618 |
4,465.90 |
|
0.500 |
4,462.71 |
|
0.382 |
4,459.52 |
|
LOW |
4,449.21 |
|
0.618 |
4,432.52 |
|
1.000 |
4,422.21 |
|
1.618 |
4,405.52 |
|
2.618 |
4,378.52 |
|
4.250 |
4,334.46 |
|
|