| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,768.00 |
3,783.00 |
15.00 |
0.4% |
3,693.50 |
| High |
3,784.50 |
3,791.00 |
6.50 |
0.2% |
3,784.50 |
| Low |
3,766.00 |
3,776.00 |
10.00 |
0.3% |
3,692.75 |
| Close |
3,784.50 |
3,779.75 |
-4.75 |
-0.1% |
3,784.50 |
| Range |
18.50 |
15.00 |
-3.50 |
-18.9% |
91.75 |
| ATR |
25.90 |
25.12 |
-0.78 |
-3.0% |
0.00 |
| Volume |
27 |
9 |
-18 |
-66.7% |
52 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,827.25 |
3,818.50 |
3,788.00 |
|
| R3 |
3,812.25 |
3,803.50 |
3,784.00 |
|
| R2 |
3,797.25 |
3,797.25 |
3,782.50 |
|
| R1 |
3,788.50 |
3,788.50 |
3,781.00 |
3,785.50 |
| PP |
3,782.25 |
3,782.25 |
3,782.25 |
3,780.75 |
| S1 |
3,773.50 |
3,773.50 |
3,778.50 |
3,770.50 |
| S2 |
3,767.25 |
3,767.25 |
3,777.00 |
|
| S3 |
3,752.25 |
3,758.50 |
3,775.50 |
|
| S4 |
3,737.25 |
3,743.50 |
3,771.50 |
|
|
| 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 |
3,791.00 |
3,717.25 |
73.75 |
2.0% |
13.25 |
0.3% |
85% |
True |
False |
12 |
| 10 |
3,791.00 |
3,673.50 |
117.50 |
3.1% |
15.25 |
0.4% |
90% |
True |
False |
10 |
| 20 |
3,791.00 |
3,550.25 |
240.75 |
6.4% |
12.75 |
0.3% |
95% |
True |
False |
7 |
| 40 |
3,791.00 |
3,409.75 |
381.25 |
10.1% |
18.25 |
0.5% |
97% |
True |
False |
5 |
| 60 |
3,791.00 |
3,409.75 |
381.25 |
10.1% |
18.00 |
0.5% |
97% |
True |
False |
4 |
| 80 |
3,791.00 |
3,409.75 |
381.25 |
10.1% |
14.25 |
0.4% |
97% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,854.75 |
|
2.618 |
3,830.25 |
|
1.618 |
3,815.25 |
|
1.000 |
3,806.00 |
|
0.618 |
3,800.25 |
|
HIGH |
3,791.00 |
|
0.618 |
3,785.25 |
|
0.500 |
3,783.50 |
|
0.382 |
3,781.75 |
|
LOW |
3,776.00 |
|
0.618 |
3,766.75 |
|
1.000 |
3,761.00 |
|
1.618 |
3,751.75 |
|
2.618 |
3,736.75 |
|
4.250 |
3,712.25 |
|
|