| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,730.50 |
3,768.00 |
37.50 |
1.0% |
3,693.50 |
| High |
3,762.75 |
3,784.50 |
21.75 |
0.6% |
3,784.50 |
| Low |
3,730.25 |
3,766.00 |
35.75 |
1.0% |
3,692.75 |
| Close |
3,762.75 |
3,784.50 |
21.75 |
0.6% |
3,784.50 |
| Range |
32.50 |
18.50 |
-14.00 |
-43.1% |
91.75 |
| ATR |
26.22 |
25.90 |
-0.32 |
-1.2% |
0.00 |
| Volume |
8 |
27 |
19 |
237.5% |
52 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,833.75 |
3,827.75 |
3,794.75 |
|
| R3 |
3,815.25 |
3,809.25 |
3,789.50 |
|
| R2 |
3,796.75 |
3,796.75 |
3,788.00 |
|
| R1 |
3,790.75 |
3,790.75 |
3,786.25 |
3,793.75 |
| PP |
3,778.25 |
3,778.25 |
3,778.25 |
3,780.00 |
| S1 |
3,772.25 |
3,772.25 |
3,782.75 |
3,775.25 |
| S2 |
3,759.75 |
3,759.75 |
3,781.00 |
|
| S3 |
3,741.25 |
3,753.75 |
3,779.50 |
|
| S4 |
3,722.75 |
3,735.25 |
3,774.25 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,029.25 |
3,998.50 |
3,835.00 |
|
| R3 |
3,937.50 |
3,906.75 |
3,809.75 |
|
| R2 |
3,845.75 |
3,845.75 |
3,801.25 |
|
| R1 |
3,815.00 |
3,815.00 |
3,793.00 |
3,830.50 |
| PP |
3,754.00 |
3,754.00 |
3,754.00 |
3,761.50 |
| S1 |
3,723.25 |
3,723.25 |
3,776.00 |
3,738.50 |
| S2 |
3,662.25 |
3,662.25 |
3,767.75 |
|
| S3 |
3,570.50 |
3,631.50 |
3,759.25 |
|
| S4 |
3,478.75 |
3,539.75 |
3,734.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,784.50 |
3,692.75 |
91.75 |
2.4% |
14.50 |
0.4% |
100% |
True |
False |
10 |
| 10 |
3,784.50 |
3,643.00 |
141.50 |
3.7% |
16.00 |
0.4% |
100% |
True |
False |
10 |
| 20 |
3,784.50 |
3,511.75 |
272.75 |
7.2% |
13.00 |
0.3% |
100% |
True |
False |
6 |
| 40 |
3,784.50 |
3,409.75 |
374.75 |
9.9% |
20.25 |
0.5% |
100% |
True |
False |
5 |
| 60 |
3,784.50 |
3,409.75 |
374.75 |
9.9% |
17.75 |
0.5% |
100% |
True |
False |
4 |
| 80 |
3,784.50 |
3,409.75 |
374.75 |
9.9% |
14.25 |
0.4% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,863.00 |
|
2.618 |
3,833.00 |
|
1.618 |
3,814.50 |
|
1.000 |
3,803.00 |
|
0.618 |
3,796.00 |
|
HIGH |
3,784.50 |
|
0.618 |
3,777.50 |
|
0.500 |
3,775.25 |
|
0.382 |
3,773.00 |
|
LOW |
3,766.00 |
|
0.618 |
3,754.50 |
|
1.000 |
3,747.50 |
|
1.618 |
3,736.00 |
|
2.618 |
3,717.50 |
|
4.250 |
3,687.50 |
|
|