| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,729.50 |
3,730.50 |
1.00 |
0.0% |
3,673.50 |
| High |
3,729.50 |
3,762.75 |
33.25 |
0.9% |
3,722.00 |
| Low |
3,729.50 |
3,730.25 |
0.75 |
0.0% |
3,673.50 |
| Close |
3,729.50 |
3,762.75 |
33.25 |
0.9% |
3,721.75 |
| Range |
0.00 |
32.50 |
32.50 |
|
48.50 |
| ATR |
25.68 |
26.22 |
0.54 |
2.1% |
0.00 |
| Volume |
8 |
8 |
0 |
0.0% |
40 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,849.50 |
3,838.50 |
3,780.50 |
|
| R3 |
3,817.00 |
3,806.00 |
3,771.75 |
|
| R2 |
3,784.50 |
3,784.50 |
3,768.75 |
|
| R1 |
3,773.50 |
3,773.50 |
3,765.75 |
3,779.00 |
| PP |
3,752.00 |
3,752.00 |
3,752.00 |
3,754.50 |
| S1 |
3,741.00 |
3,741.00 |
3,759.75 |
3,746.50 |
| S2 |
3,719.50 |
3,719.50 |
3,756.75 |
|
| S3 |
3,687.00 |
3,708.50 |
3,753.75 |
|
| S4 |
3,654.50 |
3,676.00 |
3,745.00 |
|
|
| 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 |
3,762.75 |
3,692.75 |
70.00 |
1.9% |
13.50 |
0.4% |
100% |
True |
False |
7 |
| 10 |
3,762.75 |
3,619.00 |
143.75 |
3.8% |
16.50 |
0.4% |
100% |
True |
False |
8 |
| 20 |
3,762.75 |
3,511.75 |
251.00 |
6.7% |
13.25 |
0.4% |
100% |
True |
False |
5 |
| 40 |
3,762.75 |
3,409.75 |
353.00 |
9.4% |
19.75 |
0.5% |
100% |
True |
False |
4 |
| 60 |
3,762.75 |
3,409.75 |
353.00 |
9.4% |
17.25 |
0.5% |
100% |
True |
False |
4 |
| 80 |
3,762.75 |
3,409.75 |
353.00 |
9.4% |
14.00 |
0.4% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,901.00 |
|
2.618 |
3,847.75 |
|
1.618 |
3,815.25 |
|
1.000 |
3,795.25 |
|
0.618 |
3,782.75 |
|
HIGH |
3,762.75 |
|
0.618 |
3,750.25 |
|
0.500 |
3,746.50 |
|
0.382 |
3,742.75 |
|
LOW |
3,730.25 |
|
0.618 |
3,710.25 |
|
1.000 |
3,697.75 |
|
1.618 |
3,677.75 |
|
2.618 |
3,645.25 |
|
4.250 |
3,592.00 |
|
|