| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,693.50 |
3,717.25 |
23.75 |
0.6% |
3,673.50 |
| High |
3,714.00 |
3,717.25 |
3.25 |
0.1% |
3,722.00 |
| Low |
3,692.75 |
3,717.25 |
24.50 |
0.7% |
3,673.50 |
| Close |
3,714.00 |
3,717.25 |
3.25 |
0.1% |
3,721.75 |
| Range |
21.25 |
0.00 |
-21.25 |
-100.0% |
48.50 |
| ATR |
28.51 |
26.71 |
-1.80 |
-6.3% |
0.00 |
| Volume |
1 |
8 |
7 |
700.0% |
40 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,717.25 |
3,717.25 |
3,717.25 |
|
| R3 |
3,717.25 |
3,717.25 |
3,717.25 |
|
| R2 |
3,717.25 |
3,717.25 |
3,717.25 |
|
| R1 |
3,717.25 |
3,717.25 |
3,717.25 |
3,717.25 |
| PP |
3,717.25 |
3,717.25 |
3,717.25 |
3,717.25 |
| S1 |
3,717.25 |
3,717.25 |
3,717.25 |
3,717.25 |
| S2 |
3,717.25 |
3,717.25 |
3,717.25 |
|
| S3 |
3,717.25 |
3,717.25 |
3,717.25 |
|
| S4 |
3,717.25 |
3,717.25 |
3,717.25 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,851.25 |
3,835.00 |
3,748.50 |
|
| R3 |
3,802.75 |
3,786.50 |
3,735.00 |
|
| R2 |
3,754.25 |
3,754.25 |
3,730.75 |
|
| R1 |
3,738.00 |
3,738.00 |
3,726.25 |
3,746.00 |
| PP |
3,705.75 |
3,705.75 |
3,705.75 |
3,709.75 |
| S1 |
3,689.50 |
3,689.50 |
3,717.25 |
3,697.50 |
| S2 |
3,657.25 |
3,657.25 |
3,712.75 |
|
| S3 |
3,608.75 |
3,641.00 |
3,708.50 |
|
| S4 |
3,560.25 |
3,592.50 |
3,695.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,722.00 |
3,692.75 |
29.25 |
0.8% |
10.50 |
0.3% |
84% |
False |
False |
8 |
| 10 |
3,722.00 |
3,571.75 |
150.25 |
4.0% |
17.00 |
0.5% |
97% |
False |
False |
7 |
| 20 |
3,722.00 |
3,511.75 |
210.25 |
5.7% |
15.25 |
0.4% |
98% |
False |
False |
5 |
| 40 |
3,722.00 |
3,409.75 |
312.25 |
8.4% |
19.00 |
0.5% |
98% |
False |
False |
4 |
| 60 |
3,722.00 |
3,409.75 |
312.25 |
8.4% |
17.00 |
0.5% |
98% |
False |
False |
4 |
| 80 |
3,722.00 |
3,409.75 |
312.25 |
8.4% |
13.50 |
0.4% |
98% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,717.25 |
|
2.618 |
3,717.25 |
|
1.618 |
3,717.25 |
|
1.000 |
3,717.25 |
|
0.618 |
3,717.25 |
|
HIGH |
3,717.25 |
|
0.618 |
3,717.25 |
|
0.500 |
3,717.25 |
|
0.382 |
3,717.25 |
|
LOW |
3,717.25 |
|
0.618 |
3,717.25 |
|
1.000 |
3,717.25 |
|
1.618 |
3,717.25 |
|
2.618 |
3,717.25 |
|
4.250 |
3,717.25 |
|
|